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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Quantitative finance"
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Search: subject_exact:"Bernoulli-Prozess"
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Stochastic process
482
Stochastischer Prozess
482
Option pricing theory
306
Optionspreistheorie
306
Volatility
219
Volatilität
219
Theorie
167
Theory
167
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89
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49
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Gapeev, Pavel V.
7
Jeanblanc, Monique
7
Levendorskij, Sergej Z.
7
Escobar, Marcos
6
Benth, Fred Espen
5
Fabozzi, Frank J.
5
Forde, Martin
5
Gatheral, Jim
5
Liu, Rui Hua
5
Macrina, Andrea
5
Takahashi, Akihiko
5
Abergel, Frédéric
4
Alòs, Elisa
4
Bayer, Christian
4
Capriotti, Luca
4
Hess, Markus
4
Lorig, Matthew
4
Oosterlee, Cornelis W.
4
Schmidt, Thorsten
4
Schoutens, Wim
4
Aguilar, Jean-Philippe
3
Antonelli, Fabio
3
Biagini, Francesca
3
Bianchi, Michele Leonardo
3
Bojarčenko, Svetlana I.
3
Cartea, Álvaro
3
Cheang, Gerald H. L.
3
Chiarella, Carl
3
Cui, Zhenyu
3
Elliott, Robert J.
3
Felpel, Mike
3
Fouque, Jean-Pierre
3
Funahashi, Hideharu
3
Grorud, Axel
3
Grzelak, Lech A.
3
Hainaut, Donatien
3
Hughston, Lane P.
3
Jacquier, Antoine
3
Jaimungal, Sebastian
3
Kienitz, Jörg
3
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International Conference on Stochastic Programming <15., 2019, Trondheim>
1
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International journal of theoretical and applied finance
Quantitative 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
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
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81
Energy economics
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Transportation research / E : an international journal
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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
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77
Finance research letters
74
Computational Management Science : CMS
73
Journal of banking & finance
71
Journal of economic theory
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Working paper
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Annals of finance
68
Omega : the international journal of management science
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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ECONIS (ZBW)
482
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1
Deep reinforcement learning for option pricing and hedging under dynamic expectile risk measures
Marzban, Saeed
;
Delage, Erick
;
Li, Jonathan Yu-Meng
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1411-1430
Persistent link: https://www.econbiz.de/10014419168
Saved in:
2
From optimal martingales to randomized dual optimal stopping
Belomestny, Denis
;
Schoenmakers, John
- In:
Quantitative finance
23
(
2023
)
7/8
,
pp. 1099-1113
Persistent link: https://www.econbiz.de/10014321666
Saved in:
3
Pricing Asian options with stochastic convenience yield and jumps
Ewald, Christian
;
Wu, Yuexiang
;
Zhang, Aihua
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 677-692
Persistent link: https://www.econbiz.de/10014304306
Saved in:
4
Improving the asymmetric stochastic volatility model with ex-post volatility : the identification of the asymmetry
Zhang, Zehua
;
Zhao, Ran
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 35-51
Persistent link: https://www.econbiz.de/10013490951
Saved in:
5
Markovian approximations of stochastic Volterra equations with the fractional kernel
Bayer, Christian
;
Breneis, Simon
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 53-70
Persistent link: https://www.econbiz.de/10013490954
Saved in:
6
Empirical deep hedging
Mikkilä, Oskari
;
Kanniainen, Juho
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 111-122
Persistent link: https://www.econbiz.de/10013490958
Saved in:
7
A default contagion model for pricing defaultable bonds from an information based perspective
Nakagawa, Hidetoshi
;
Takada, Hideyuki
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 169-185
Persistent link: https://www.econbiz.de/10013490963
Saved in:
8
The value and cost of more stages in stochastic programing : a statistical analysis on a set of portfolio choice problems
Birge, John R.
;
Blomvall, Jörgen
;
Ekblom, Jonas
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 95-112
Persistent link: https://www.econbiz.de/10012872523
Saved in:
9
Lifetime consumption and investment with housing, deferred annuities and home equity release
Jang, Chul
;
Owadally, Iqbal
;
Clare, Andrew D.
;
Kashif, …
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 129-145
Persistent link: https://www.econbiz.de/10012872527
Saved in:
10
Short-dated smile under rough volatility : asymptotics and numerics
Friz, Peter K.
;
Gassiat, Paul
;
Pigato, Paolo
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 463-480
Persistent link: https://www.econbiz.de/10013167770
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