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~isPartOf:"Annals of finance"
~subject:"Option pricing theory"
~subject:"Schätztheorie"
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Option pricing theory
Schätztheorie
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6
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6
Stochastic differential equations
4
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Bayraktar, Erhan
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Annals of finance
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
19
International journal of theoretical and applied finance
18
The journal of computational finance
18
Discussion papers of interdisciplinary research project 373
17
Mathematical finance : an international journal of mathematics, statistics and financial theory
15
Insurance / Mathematics & economics
14
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
12
Finance and stochastics
11
Journal of mathematical finance
11
Mathematics Preprint Archive
11
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
10
Quantitative finance
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SFB 649 discussion paper
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International journal of financial engineering
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Contemporary quantitative finance : essays in honour of Eckhard Platen
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Journal of economic dynamics & control
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Mathematical control theory and finance
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Dynamic optimal mean-variance portfolio selection with stochastic volatility and stochastic interest rate
Zhang, Yumo
- In:
Annals of finance
18
(
2022
)
4
,
pp. 511-544
Persistent link: https://www.econbiz.de/10013489465
Saved in:
2
A stock market model based on CAPM and market size
Flores, Brandon
;
Ofori-Atta, Blessing
;
Sarantsev, Andrey
- In:
Annals of finance
17
(
2021
)
3
,
pp. 405-424
Persistent link: https://www.econbiz.de/10012622329
Saved in:
3
Approximate option pricing and hedging in the CEV model via path-wise comparison of stochastic processes
Krasin, Vladislav Y.
;
Smirnov, Ivan
;
Melʹnikov, …
- In:
Annals of finance
14
(
2018
)
2
,
pp. 195-209
Persistent link: https://www.econbiz.de/10011945591
Saved in:
4
Generalized volatility-stabilized processes
Picková, Radka
- In:
Annals of finance
10
(
2014
)
1
,
pp. 101-125
Persistent link: https://www.econbiz.de/10010244577
Saved in:
5
Inference for systems of stochastic differential equations from discretely sampled data : a numerical maximum likelihood approach
Lux, Thomas
- In:
Annals of finance
9
(
2013
)
2
,
pp. 217-248
Persistent link: https://www.econbiz.de/10009741196
Saved in:
6
Pricing options in incomplete equity markets via the instantaneous Sharpe ratio
Bayraktar, Erhan
;
Young, Virginia R.
- In:
Annals of finance
4
(
2008
)
4
,
pp. 399-429
Persistent link: https://www.econbiz.de/10003737188
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