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~isPartOf:"Journal of mathematical finance"
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Search: subject_exact:"Bernoulli-Prozess"
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Stochastic process
236
Stochastischer Prozess
236
Theorie
86
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79
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79
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75
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Branger, Nicole
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Backwell, Alex
2
Baldeaux, Jan
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Bertocchi, Marida
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Epelman, Marina A.
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Escudero, Laureano F.
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Fatone, Lorella
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Gao, Min
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Jagannathan, Raj
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Kaeck, Andreas
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Koulis, Theodoro
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Nkansah-Gyekye, Yaw
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Osu, Bright O.
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Pairote Sattayatham
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Recchioni, Maria Cristina
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Ruszczyski, Andrzej
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Sir, Mustafa Y.
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Van Hentenryck, Pascal
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A, Chunxiang
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Annals of operations research
Journal of banking & finance
Journal of mathematical finance
European journal of operational research : EJOR
643
International journal of theoretical and applied finance
324
Insurance / Mathematics & economics
282
Journal of econometrics
219
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196
Computers & operations research : and their applications to problems of world concern ; an international journal
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International journal of production research
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Operations research letters
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142
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125
International journal of production economics
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Applied mathematical finance
122
Mathematical finance : an international journal of mathematics, statistics and financial theory
115
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The journal of computational finance
106
Economics letters
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Energy economics
84
Economic modelling
81
INFORMS journal on computing : JOC
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International journal of financial engineering
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79
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77
Omega : the international journal of management science
76
Computational Management Science : CMS
73
Journal of economic theory
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Annals of finance
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ECONIS (ZBW)
236
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1
Queues and related stochastic models
Zhang, Guoqing
(
ed.
);
Li, Xiang
(
ed.
);
Nishi, Tatsushi
(
ed.
)
-
2022
Persistent link: https://www.econbiz.de/10013164261
Saved in:
2
Expected and unexpected jumps in the overnight rate : consistent management of the libor transition
Backwell, Alex
;
Hayes, Joshua
- In:
Journal of banking & finance
145
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013538970
Saved in:
3
A stochastic programming model for dynamic portfolio management with financial derivatives
Barro, Diana
;
Consigli, Giorgio
;
Varun, Vivek
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013463145
Saved in:
4
The gradient allocation principle based on the higher moment risk measure
Gómez, Fabio
;
Tang, Qihe
;
Tong, Zhiwei
- In:
Journal of banking & finance
143
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013530990
Saved in:
5
Stochastic models and algorithms dedicated to the 60th birthday of Professor Eugene A. Feinberg
Kapodistria, Stella
(
ed.
);
Katehakis, Michael N.
(
ed.
); …
-
2022
Persistent link: https://www.econbiz.de/10013438723
Saved in:
6
Annals of operations research ; volume 300, number 1 (May 2021)
2021
Persistent link: https://www.econbiz.de/10012514857
Saved in:
7
Unspanned stochastic volatility from an empirical and practical perspective
Backwell, Alex
- In:
Journal of banking & finance
122
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012659269
Saved in:
8
International stochastic discount factors and covariance risk
Branger, Nicole
;
Herold, Michael
;
Muck, Matthias
- In:
Journal of banking & finance
123
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012662322
Saved in:
9
Modeling persistent interest rates with double-autoregressive processes
Hansen, Anne Lundgaard
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013257376
Saved in:
10
A clustering method to solve backward stochastic differential equations with jumps
Zhang, Liangliang
- In:
Journal of mathematical finance
10
(
2020
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10012545300
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