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Advanced mathematical methods for finance
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Handbook of financial time series
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Contemporary quantitative finance : essays in honour of Eckhard Platen
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Stochastic programming : the state of the art ; in honor of Georg B. Dantzig
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Stochastic optimization: theory and applications
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
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Dynamic stochastic optimization : [this volume includes a selection of papers presented at the IFIP/IIASA/GAMM-Workshop on "Dynamic Stochastic Optimization" held at the International Institute for Systems Analysis (IIASA), Laxenburg, Austria, March 11 - 14, 2002]/ Kurt Marti ... (eds.)
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Computational methods in decision-making, economics and finance
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Handbook of heavy tailed distributions in finance
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Handbook of recent advances in commodity and financial modeling : quantitative methods in banking, finance, insurance, energy and commodity markets
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Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
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Optimization under uncertainty ; Vol. 1
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Reliability and quality management in stochastic systems
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Operations research proceedings 2007 : selected papers of the Annual International Conference of the German Operations Research Society (GOR) ; Saarbrücken, September 5 - 7, 2007
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Optimal financial decision making under uncertainty
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Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
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Advanced Mathematical Methods for Economic Efficiency Analysis : Theory and Empirical Applications
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Annals of operations research ; volume 254, numbers 1/2 (July 2017)
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Annals of operations research ; volume 302, number 1 (July 2021)
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Application of operations research (OR) in disaster relief operations (DRO), part I and part II
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Benders decomposition and its application in engineering
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Computational methods in financial engineering : essays in honour of Manfred Gilli
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ECONIS (ZBW)
640
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1
An invitation to stochastic differential equations in healthcare
Breda, Dimitri
;
Canci, Jung Kyu
;
D'Ambrosio, Raffaele
- In:
Quantitative Models in Life Science Business : From …
,
(pp. 97-110)
.
2023
Persistent link: https://www.econbiz.de/10014226389
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2
Risk determination for digital currency portfolio optimization based on Gaussian mixture clustering and Barra multi-factor stock selection model
Ma, Zhipeng
;
Liu, Jian
;
Xiong, Xiaoxiong
;
Fang, Mingxin
- In:
Internet finance and digital economy : advances in …
,
(pp. 289-316)
.
2024
Persistent link: https://www.econbiz.de/10014534114
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3
Alternative methods to derive option pricing models : review and comparison
Lee, Cheng F.
;
Chen, Yibing
;
Lee, John
-
2024
Persistent link: https://www.econbiz.de/10015045614
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4
Time-changed GARCH versus GARJI model for extreme events : an empirical study
Kao, Lie Jane
;
Wu, Po-Cheng
;
Lee, Cheng F.
-
2024
Persistent link: https://www.econbiz.de/10015046799
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5
Alternative methods for determining option bounds : a review and comparison
Lee, Cheng F.
;
Zhong, Zhaodong
;
Tai, Tzu
;
Chuang, Hongwei
-
2024
Persistent link: https://www.econbiz.de/10015046626
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6
Empirical performance of the constant elasticity variance option pricing model
Chen, Ren-Raw
;
Lee, Cheng F.
;
Lee, Han-Hsing
-
2024
Persistent link: https://www.econbiz.de/10015049981
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7
Asymptotic properties of the least squares estimator in local to unity processes with fractional Gaussian noise
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 73-95)
.
2023
Persistent link: https://www.econbiz.de/10014313249
Saved in:
8
A sequential test for a unit root in monitoring a p-th order autoregressive process
Hitomi, Kohtaro
;
Nagai, Keiji
;
Nishiyama, Yoshihiko
; …
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 115-153)
.
2023
Persistent link: https://www.econbiz.de/10014313472
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9
Stochastic DEA
Jradi, Samah
;
Ruggiero, John
- In:
Advanced Mathematical Methods for Economic Efficiency …
,
(pp. 131-142)
.
2023
Persistent link: https://www.econbiz.de/10014316959
Saved in:
10
A hierarchical panel data model for the estimation of stochastic metafrontiers : computational issues and an empirical application
Amsler, Christine Elaine
;
Chen, Yi Yi
;
Schmidt, Peter
; …
- In:
Advanced Mathematical Methods for Economic Efficiency …
,
(pp. 183-195)
.
2023
Persistent link: https://www.econbiz.de/10014316966
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