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~institution:"Centre for Actuarial Studies"
~institution:"Institutionen för Skogsekonomi <Ume°a>"
~institution:"Technische Universität Kaiserslautern"
~source:"econis"
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Search: subject_exact:"Stochastisches Modell"
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Stochastic process
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1997-2016
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Centre for Actuarial Studies
Institutionen för Skogsekonomi <Ume°a>
Technische Universität Kaiserslautern
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ECONIS (ZBW)
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Price modeling and portfolio optimization in commodity markets
Oktoviany, Prilly
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Fraunhofer-Institut für Techno- und Wirtschaftsmathematik
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2022
Persistent link: https://www.econbiz.de/10013275497
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2
An interest-rate model with regime-switching mean-reversion level
Grimm, Stefanie
-
2017
-
1. Auflage
Persistent link: https://www.econbiz.de/10011646074
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3
Bessel processes and a functional of Brownian motion
Dufresne, Daniel
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002237657
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4
Discrete time risk models under stochastic forces of interest
Cai, Jun
(
contributor
)
-
2001
Persistent link: https://www.econbiz.de/10001597538
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5
Stochastic control of funding systems
Taylor, Greg
(
contributor
)
-
2000
Persistent link: https://www.econbiz.de/10001585619
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6
Optimal harvest policy with first-order autoregressive price process
Gong, Peichen
-
1998
Persistent link: https://www.econbiz.de/10000994208
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7
Voluntary environmental investments
Lundgren, Tommy
-
1998
Persistent link: https://www.econbiz.de/10000996589
Saved in:
8
Economic two state multi species management in a stochastic enrironment : the case of selective thinning options and stochastic growth parameters
Lohmander, Peter
-
1990
Persistent link: https://www.econbiz.de/10000789690
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