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subject:"Capital income"
~isPartOf:"Finance and stochastics"
~subject:"Portfolio-Management"
~subject:"United States"
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Capital income
Portfolio-Management
United States
Markov chain
32
Markov-Kette
32
Theorie
26
Theory
26
Stochastic process
12
Stochastischer Prozess
12
Option pricing theory
8
Optionspreistheorie
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Derivat
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Volatility
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Volatilität
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Yield curve
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Zinsstruktur
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CAPM
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Anleihe
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Börsenkurs
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Martingal
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Wahrscheinlichkeitsrechnung
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Frey, Rüdiger
2
Björk, Tomas
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Bäuerle, Nicole
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Capponi, Agostino
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Figueroa-López, José E.
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Haussmann, Ulrich G.
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Kabanov, Jurij M.
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Keller-Ressel, Martin
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Larsen, Kasper
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Murgoci, Agatha
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Pascucci, Andrea
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Pergamenščikov, Sergej M.
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Rieder, Ulrich
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Runggaldier, Wolfgang J.
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Sass, Jörn
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Schmidt, Thorsten
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Soner, Halil Mete
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Steiner, Thomas
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Finance and stochastics
Economic modelling
22
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
20
Journal of empirical finance
19
Applied economics
17
International review of financial analysis
17
European journal of operational research : EJOR
16
Journal of econometrics
15
Finance research letters
13
Working paper
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Economics letters
12
Journal of economic dynamics & control
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Insurance / Mathematics & economics
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International journal of forecasting
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International journal of theoretical and applied finance
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Journal of applied econometrics
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Journal of banking & finance
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Quantitative finance
11
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
Energy economics
10
Review of quantitative finance and accounting
9
Risks : open access journal
9
Applied economics letters
8
Discussion paper / Centre for Economic Policy Research
8
Discussion paper / Tinbergen Institute
8
Journal of forensic economics
8
Journal of risk and financial management : JRFM
8
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
The North American journal of economics and finance : a journal of financial economics studies
8
Working paper / National Bureau of Economic Research, Inc.
8
Journal of legal economics
7
The European journal of finance
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Applied financial economics
6
International journal of finance & economics : IJFE
6
International review of economics & finance : IREF
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Journal of forecasting
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Journal of money, credit and banking : JMCB
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Research in international business and finance
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On ruin probabilities with investments in a risky asset with a regime-switching price
Kabanov, Jurij M.
;
Pergamenščikov, Sergej M.
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 877-897
Persistent link: https://www.econbiz.de/10013440255
Saved in:
2
Facelifting in utility maximization
Larsen, Kasper
;
Soner, Halil Mete
;
Žitković, Gordan
- In:
Finance and stochastics
20
(
2016
)
1
,
pp. 99-121
Persistent link: https://www.econbiz.de/10011460007
Saved in:
3
Dynamic credit investment in partially observed markets
Capponi, Agostino
;
Figueroa-López, José E.
;
Pascucci, …
- In:
Finance and stochastics
19
(
2015
)
4
,
pp. 891-939
Persistent link: https://www.econbiz.de/10011421091
Saved in:
4
A theory of Markovian time-inconsistent stochastic control in discrete time
Björk, Tomas
;
Murgoci, Agatha
- In:
Finance and stochastics
18
(
2014
)
3
,
pp. 545-592
Persistent link: https://www.econbiz.de/10010396002
Saved in:
5
Pricing and hedging of credit derivatives via the innovations approach to nonlinear filtering
Frey, Rüdiger
;
Schmidt, Thorsten
- In:
Finance and stochastics
16
(
2012
)
1
,
pp. 105-133
Persistent link: https://www.econbiz.de/10009423247
Saved in:
6
Pricing credit derivatives under incomplete information : a nonlinear-filtering approach
Frey, Rüdiger
;
Runggaldier, Wolfgang J.
- In:
Finance and stochastics
14
(
2010
)
4
,
pp. 495-526
Persistent link: https://www.econbiz.de/10008823701
Saved in:
7
MDP algorithms for portfolio optimization problems in pure jump markets
Bäuerle, Nicole
;
Rieder, Ulrich
- In:
Finance and stochastics
13
(
2009
)
4
,
pp. 591-611
Persistent link: https://www.econbiz.de/10003899534
Saved in:
8
Yield curve shapes and the asymptotic short rate distribution in affine one-factor models
Keller-Ressel, Martin
;
Steiner, Thomas
- In:
Finance and stochastics
12
(
2008
)
2
,
pp. 149-172
Persistent link: https://www.econbiz.de/10003716240
Saved in:
9
Optimizing the terminal wealth under partial information : the drift process as a continuous time markov chain
Sass, Jörn
;
Haussmann, Ulrich G.
- In:
Finance and stochastics
8
(
2004
)
4
,
pp. 553-577
Persistent link: https://www.econbiz.de/10002261492
Saved in:
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