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~isPartOf:"Energy economics"
~isPartOf:"Finance and stochastics"
~subject:"Stochastischer Prozess"
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Stochastischer Prozess
Stochastic process
280
Theorie
163
Theory
163
Option pricing theory
100
Optionspreistheorie
100
Volatility
77
Volatilität
77
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44
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Benth, Fred Espen
6
Björk, Tomas
5
Kabanov, Jurij M.
5
Alòs, Elisa
4
Filipović, Damir
4
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3
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Energy economics
Finance and stochastics
European journal of operational research : EJOR
643
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324
Insurance / Mathematics & economics
282
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219
Computers & operations research : and their applications to problems of world concern ; an international journal
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142
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90
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89
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81
INFORMS journal on computing : JOC
80
International journal of financial engineering
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ECONIS (ZBW)
280
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280
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1
Arbitrage problems with reflected geometric Brownian motion
Buckner, Dean
;
Dowd, Kevin
;
Hulley, Hardy
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014447570
Saved in:
2
Faking Brownian motion with continuous Markov martingales
Beiglböck, Mathias
;
Lowther, George
;
Pammer, Gudmund
; …
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 259-284
Persistent link: https://www.econbiz.de/10014447742
Saved in:
3
Renewable energy investment under stochastic interest rate with regime-switching volatility
Detemple, Jérôme B.
;
Kitapbayev, Yerkin
;
Reppen, A. Max
- In:
Energy economics
136
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10015046931
Saved in:
4
Dispatch strategies for large-scale heat pump based district heating under high renewable share and risk-aversion : a multistage stochastic optimization approach
Siddique, Muhammad Bilal
;
Keles, Dogan
;
Scheller, Fabian
; …
- In:
Energy economics
136
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10015046871
Saved in:
5
Optimal execution with stochastic delay
Cartea, Álvaro
;
Sánchez-Betancourt, Leandro
- In:
Finance and stochastics
27
(
2023
)
1
,
pp. 1-47
Persistent link: https://www.econbiz.de/10013489491
Saved in:
6
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:
7
Optimal execution with multiplicative price impact and incomplete information on the return
Dammann, Felix
;
Ferrari, Giorgio
- In:
Finance and stochastics
27
(
2023
)
3
,
pp. 713-768
Persistent link: https://www.econbiz.de/10014328989
Saved in:
8
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:
9
Discount models
Filipović, Damir
- In:
Finance and stochastics
27
(
2023
)
4
,
pp. 933-946
Persistent link: https://www.econbiz.de/10014426399
Saved in:
10
My journey through finance and stochastics
Musiela, Marek
- In:
Finance and stochastics
26
(
2022
)
1
,
pp. 33-58
Persistent link: https://www.econbiz.de/10012796468
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