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~isPartOf:"Finance research letters"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Stochastic process"
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Search: subject_exact:"Bernoulli-Prozess"
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Stochastic process
Stochastischer Prozess
398
Option pricing theory
244
Optionspreistheorie
244
Volatility
169
Volatilität
169
Theorie
139
Theory
139
Portfolio selection
70
Portfolio-Management
70
Derivat
65
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65
Option trading
36
Optionsgeschäft
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31
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stochastic volatility
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option pricing
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398
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398
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Gapeev, Pavel V.
7
Jeanblanc, Monique
7
Levendorskij, Sergej Z.
7
Fabozzi, Frank J.
6
Liu, Rui Hua
5
Macrina, Andrea
5
Takahashi, Akihiko
5
Benth, Fred Espen
4
Hess, Markus
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Oosterlee, Cornelis W.
4
Račev, Svetlozar T.
4
Stoyanov, Stoyan V.
4
Vives, Josep
4
Wang, Xingchun
4
Antonelli, Fabio
3
Barbachan, José Santiago Fajardo
3
Bayraktar, Erhan
3
Biagini, Francesca
3
Bojarčenko, Svetlana I.
3
Capriotti, Luca
3
Cartea, Álvaro
3
Chiarella, Carl
3
Cui, Zhenyu
3
Escobar, Marcos
3
Forde, Martin
3
Grorud, Axel
3
Hughston, Lane P.
3
Jaimungal, Sebastian
3
Leung, Tim
3
Mijatovi´c, Aleksandar
3
Mordecki, Ernesto
3
Schmidt, Thorsten
3
Semeraro, Patrizia
3
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2
Ahlip, Rehez
2
Albanese, Claudio
2
Aly, Sidi Mohamed Ould
2
Alòs, Elisa
2
Arai, Takuji
2
Bianchi, Michele Leonardo
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Finance research letters
International journal of theoretical and applied finance
European journal of operational research : EJOR
623
Insurance / Mathematics & economics
282
Journal of econometrics
218
Finance and stochastics
196
Computers & operations research : and their applications to problems of world concern ; an international journal
181
Operations research
168
Operations research letters
164
International journal of production research
162
Quantitative finance
158
Mathematics of operations research
153
Journal of economic dynamics & control
140
Discussion paper / Tinbergen Institute
125
Risks : open access journal
124
International journal of production economics
123
Applied mathematical finance
119
Mathematical finance : an international journal of mathematics, statistics and financial theory
115
Computational economics
107
The journal of computational finance
103
Economics letters
96
Journal of mathematical finance
89
Econometric reviews
84
Management science : journal of the Institute for Operations Research and the Management Sciences
84
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
83
Economic modelling
81
Energy economics
81
Transportation research / E : an international journal
81
INFORMS journal on computing : JOC
79
International journal of financial engineering
79
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
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Annals of operations research
77
Mathematical methods of operations research
77
Computational Management Science : CMS
73
Journal of banking & finance
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Journal of economic theory
71
Omega : the international journal of management science
69
Working paper
69
Annals of finance
68
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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ECONIS (ZBW)
398
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398
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1
On sectoral market efficiency
Villena, Marcelo J.
;
Araneda, Axel A.
- In:
Finance research letters
61
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014490705
Saved in:
2
Nonparametric statistical inference for stochastic optimal control problems and its applications for financial investment
Yang, Liu
;
Liang, Yanzi
;
Lan, Xinchen
;
Lu, Zheng
- In:
Finance research letters
64
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014531668
Saved in:
3
Decoding financial performance of US-listed entities : a sectoral exploration of input efficiency amid stochastic volatility
Andrews, Antony
;
Kumar, Nikeel Nishkar
- In:
Finance research letters
64
(
2024
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014531748
Saved in:
4
A class of portfolio optimization solvable problems
Cheng, Yuyang
;
Escobar, Marcos
- In:
Finance research letters
52
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014472208
Saved in:
5
Optimal liquidation strategy for cryptocurrency marketplaces using stochastic control
Kubo, Kenji
;
Nakagawa, Kei
;
Mizukami, Daiki
;
Acharya, Dipesh
- In:
Finance research letters
53
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014472433
Saved in:
6
Exchange rate volatility and intraday jump probability with periodicity filters using a local robust variance
Yi, Chae-Deug
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014472978
Saved in:
7
Challenging golden standards in EWMA smoothing parameter calibration based on realized covariance measures
Hartkopf, Jan Patrick
;
Reh, Laura
- In:
Finance research letters
56
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014473708
Saved in:
8
Generalized two-barrier proportional step options
Li, Xin
- In:
Finance research letters
51
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014288833
Saved in:
9
A three-factor stochastic model for forecasting production of energy materials
Bufalo, Michele
;
Orlando, Giuseppe
- In:
Finance research letters
51
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014304879
Saved in:
10
Approximate pricing formula to capture leverage effect and stochastic volatility of a financial asset
El-Khatib, Youssef
;
Goutte, Stéphane
;
Makumbe, Zororo S.
; …
- In:
Finance research letters
44
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014494891
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