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isPartOf:"SFB 649 discussion paper"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Quantitative finance"
~subject:"Theorie"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Stochastisches Modell"
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Theorie
Stochastic process
448
Stochastischer Prozess
448
Theory
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169
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169
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124
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Liang, Zongxia
5
Escobar, Marcos
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Guan, Guohui
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Wong, Hoi Ying
4
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Wang, Rongming
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SFB 649 discussion paper
Insurance / Mathematics & economics
Quantitative finance
European journal of operational research : EJOR
448
Computers & operations research : and their applications to problems of world concern ; an international journal
145
Finance and stochastics
130
International journal of production research
127
Operations research
120
International journal of theoretical and applied finance
116
Journal of econometrics
104
Operations research letters
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83
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Transportation research / E : an international journal
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Computational Management Science : CMS
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Transportation science : a journal of the Institute for Operations Research and the Management Sciences
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Economics letters
48
Mathematical methods of operations research
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Computational economics
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Econometric theory
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Omega : the international journal of management science
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Economic modelling
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Management science : journal of the Institute for Operations Research and the Management Sciences
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IMA journal of management mathematics
37
Annals of operations research
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Scandinavian actuarial journal
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INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
35
Annals of finance
33
Applied mathematical finance
33
Energy economics
33
OR spectrum : quantitative approaches in management
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
30
Finance research letters
30
Journal of mathematical economics
28
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ECONIS (ZBW)
206
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206
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1
Improving the asymmetric stochastic volatility model with ex-post volatility : the identification of the asymmetry
Zhang, Zehua
;
Zhao, Ran
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 35-51
Persistent link: https://www.econbiz.de/10013490951
Saved in:
2
Optimal trade execution for Gaussian signals with power-law resilience
Forde, Martin
;
Sánchez-Betancourt, Leandro
;
Smith, Benjamin
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 585-596
Persistent link: https://www.econbiz.de/10013167782
Saved in:
3
The value and cost of more stages in stochastic programing : a statistical analysis on a set of portfolio choice problems
Birge, John R.
;
Blomvall, Jörgen
;
Ekblom, Jonas
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 95-112
Persistent link: https://www.econbiz.de/10012872523
Saved in:
4
On parametric optimal execution and machine learning surrogates
Chen, Tao
;
Ludkovski, Mike
;
Voß, Moritz
- In:
Quantitative finance
24
(
2024
)
1
,
pp. 15-34
Persistent link: https://www.econbiz.de/10014551893
Saved in:
5
Optimal stop-loss rules in markets with long-range dependence
Xiang, Yun
;
Deng, Shijie
- In:
Quantitative finance
24
(
2024
)
2
,
pp. 253-263
Persistent link: https://www.econbiz.de/10014551974
Saved in:
6
On the optimal forecast with the fractional Brownian motion
Wang, Xiaohu
;
Yu, Jun
;
Zhang, Chen
- In:
Quantitative finance
24
(
2024
)
2
,
pp. 337-346
Persistent link: https://www.econbiz.de/10014552006
Saved in:
7
A multivariate 4/2 stochastic covariance model : properties and applications to portfolio decisions
Cheng, Yuyang
;
Escobar, Marcos
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 497-519
Persistent link: https://www.econbiz.de/10014232681
Saved in:
8
A new stochastic dominance criterion for dependent random variables with applications
Belzunce, Félix
;
Martinez-Riquelme, Carolina
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 165-176
Persistent link: https://www.econbiz.de/10013534518
Saved in:
9
Risk aggregation with FGM copulas
Blier-Wong, Christopher
;
Cossette, Hélène
;
Marceau, …
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 102-120
Persistent link: https://www.econbiz.de/10014316667
Saved in:
10
Dependence modeling of frequency-severity of insurance claims using waiting time
Gao, Guangyuan
;
Li, Jiahong
- In:
Insurance / Mathematics & economics
109
(
2023
),
pp. 29-51
Persistent link: https://www.econbiz.de/10014282468
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