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isPartOf:"SFB 649 discussion paper"
~isPartOf:"Journal of economic theory"
~isPartOf:"Quantitative finance"
~subject:"Theory"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Stochastisches Modell"
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Stochastic process
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Escobar, Marcos
4
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International Conference on Stochastic Programming <15., 2019, Trondheim>
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SFB 649 discussion paper
Journal of economic theory
Quantitative finance
European journal of operational research : EJOR
434
Insurance / Mathematics & economics
153
Computers & operations research : and their applications to problems of world concern ; an international journal
145
Finance and stochastics
130
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Journal of econometrics
103
Operations research letters
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International journal of production economics
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Risks : open access journal
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Econometric reviews
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Computational Management Science : CMS
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Transportation science : a journal of the Institute for Operations Research and the Management Sciences
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Economics letters
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Mathematical methods of operations research
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Computational economics
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Econometric theory
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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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Annals of operations research
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Omega : the international journal of management science
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IMA journal of management mathematics
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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
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Scandinavian actuarial journal
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Applied mathematical finance
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Energy economics
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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
Journal of mathematical economics
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Economic theory : official journal of the Society for the Advancement of Economic Theory
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ECONIS (ZBW)
106
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1
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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
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:
3
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:
4
Large-scale financial planning via a partially observable stochastic dual dynamic programming framework
Lee, Jinkyu
;
Kwon, Do-Gyun
;
Lee, Yongjae
;
Kim, Jang Ho
; …
- In:
Quantitative finance
23
(
2023
)
9
,
pp. 1341-1360
Persistent link: https://www.econbiz.de/10014339931
Saved in:
5
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:
6
Introduction to the Proceedings of the 15th International Conference on Stochastic Programming 2019 (ICSP 2019) : discrete stochastic optimization in finance : editorial
Consigli, Giorgio
;
Kopa, Miloš
;
Pichler, Alois
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 28-30
Persistent link: https://www.econbiz.de/10012872492
Saved in:
7
Proceedings of the 15th International Conference on Stochastic Programming 2019 (ICSP 2019) : discrete stochastic optimization in finance
International Conference on Stochastic Programming …
-
2022
Persistent link: https://www.econbiz.de/10012872535
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8
Bond market completeness under stochastic strings with distribution-valued strategies
Bueno-Guerrero, Alberto
;
Moreno, Manuel
;
Navas, Javier F.
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 197-211
Persistent link: https://www.econbiz.de/10013167731
Saved in:
9
Bayesian social aggregation with accumulating evidence
Pivato, Marcus
- In:
Journal of economic theory
200
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10013192721
Saved in:
10
New formulations of ambiguous volatility with an application to optimal dynamic contracting
Hansen, Peter G.
- In:
Journal of economic theory
199
(
2022
),
pp. 1-31
Persistent link: https://www.econbiz.de/10013193348
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