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~isPartOf:"Econometric Institute research papers"
~isPartOf:"Finance and stochastics"
~subject:"Analysis"
~subject:"Zinsstruktur"
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Analysis
Zinsstruktur
Stochastic process
232
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Option pricing theory
81
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81
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Filipović, Damir
2
Fontana, Claudio
2
Tappe, Stefan
2
Aase Nielsen, Jørgen
1
Arrouy, Pierre-Edouard
1
Avanesyan, Levon
1
Babbs, Simon H.
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Baños, D.
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Benth, Fred Espen
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Budhi Arta Surya
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1
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1
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1
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1
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Econometric Institute research papers
Finance and stochastics
International journal of theoretical and applied finance
41
Insurance / Mathematics & economics
24
Mathematical finance : an international journal of mathematics, statistics and financial theory
22
The journal of computational finance
21
Discussion papers of interdisciplinary research project 373
18
Applied mathematical finance
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Journal of mathematical finance
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Journal of economic dynamics & control
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Risks : open access journal
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International journal of financial engineering
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CoFE discussion papers
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Contemporary quantitative finance : essays in honour of Eckhard Platen
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Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
6
European journal of operational research : EJOR
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Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
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HWWA discussion paper
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Lecture notes in economics and mathematical systems : LNEMS
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The journal of futures markets
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Asia-Pacific financial markets
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CESifo working papers
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Dynamic games and applications : DGA
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International review of economics & finance : IREF
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Journal of econometrics
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Probability theory and related fields
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SpringerLink / Bücher
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The European journal of finance
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Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
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Advanced mathematical methods for finance
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1
A stochastic control perspective on term structure models with roll-over risk
Fontana, Claudio
;
Pavarana, Simone
;
Runggaldier, Wolfgang J.
- In:
Finance and stochastics
27
(
2023
)
4
,
pp. 903-932
Persistent link: https://www.econbiz.de/10014426396
Saved in:
2
Discount models
Filipović, Damir
- In:
Finance and stochastics
27
(
2023
)
4
,
pp. 933-946
Persistent link: https://www.econbiz.de/10014426399
Saved in:
3
The infinite-horizon investment-consumption problem for Epstein-Zin stochastic differential utility. I : foundations
Herdegen, Martin
;
Hobson, David G.
;
Jerome, Joseph
- In:
Finance and stochastics
27
(
2023
)
1
,
pp. 127-158
Persistent link: https://www.econbiz.de/10013489501
Saved in:
4
Pricing options on flow forwards by neural networks in a Hilbert space
Benth, Fred Espen
;
Detering, Nils
;
Galimberti, Luca
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 81-121
Persistent link: https://www.econbiz.de/10014447586
Saved in:
5
Nonparametric estimation for i.i.d. paths of a martingale-driven model with application to non-autonomous financial models
Marie, Nicolas
- In:
Finance and stochastics
27
(
2023
)
1
,
pp. 97-126
Persistent link: https://www.econbiz.de/10013489500
Saved in:
6
Jacobi stochastic volatility factor for the LIBOR market model
Arrouy, Pierre-Edouard
;
Boumezoued, Alexandre
;
Lapeyre, …
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 771-823
Persistent link: https://www.econbiz.de/10013440251
Saved in:
7
Term structure modelling for multiple curves with stochastic discontinuities
Fontana, Claudio
;
Grbac, Zorana
;
Gümbel, Sandrine
; …
- In:
Finance and stochastics
24
(
2020
)
2
,
pp. 465-511
Persistent link: https://www.econbiz.de/10012253393
Saved in:
8
Construction of a class of forward performance processes in stochastic factor models, and an extension of Widder's theorem
Avanesyan, Levon
;
Shkolnikov, Mykhaylo
;
Sircar, Kaushik …
- In:
Finance and stochastics
24
(
2020
)
4
,
pp. 981-1011
Persistent link: https://www.econbiz.de/10012518139
Saved in:
9
The Leland-Toft optimal capital structure model under Poisson observations
Palmowski, Zbigniew
;
Pérez, José Luis
;
Budhi Arta Surya
; …
- In:
Finance and stochastics
24
(
2020
)
4
,
pp. 1035-1082
Persistent link: https://www.econbiz.de/10012518151
Saved in:
10
Multi-dimensional optimal trade execution under stochastic resilience
Horst, Ulrich
;
Xia, Xiaonyu
- In:
Finance and stochastics
23
(
2019
)
4
,
pp. 889-923
Persistent link: https://www.econbiz.de/10012114663
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