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~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Quantitative finance"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Stochastic process"
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Stochastic process
307
Stochastischer Prozess
307
Option pricing theory
141
Optionspreistheorie
141
Volatility
136
Volatilität
136
Theorie
125
Theory
125
Portfolio selection
61
Portfolio-Management
61
Stochastic volatility
50
Option trading
34
Optionsgeschäft
34
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33
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31
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Dynamic programming
23
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22
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Aufsatz in Zeitschrift
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307
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307
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Escobar, Marcos
6
Li, Kai
5
Bayer, Christian
4
Branger, Nicole
4
Gatheral, Jim
4
Cui, Zhenyu
3
Elliott, Robert J.
3
Felpel, Mike
3
Hainaut, Donatien
3
He, Xue-zhong
3
Kienitz, Jörg
3
Ma, Jingtang
3
Madan, Dilip B.
3
McWalter, Thomas A.
3
Radoičić, Radoš
3
Rosenbaum, Mathieu
3
Yang, Nian
3
Zhu, Song-Ping
3
Abergel, Frédéric
2
Aguilar, Jean-Philippe
2
Alfarano, Simone
2
Alfeus, Mesias
2
Alòs, Elisa
2
Blomvall, Jörgen
2
Brignone, Riccardo
2
Cai, Ning
2
Chambers, Marcus J.
2
Chan, Tat Lung
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Chen, Jing
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2
Cheng, Yuyang
2
Chiarella, Carl
2
Choi, Jaehyuk
2
Consigli, Giorgio
2
Deelstra, Griselda
2
Eberlein, Ernst
2
Endres, Sylvia
2
Ewald, Christian
2
Ferrando, Sebastian
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Journal of economic dynamics & control
Quantitative finance
European journal of operational research : EJOR
633
International journal of theoretical and applied finance
324
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
180
Operations research
173
International journal of production research
168
Operations research letters
164
Mathematics of operations research
161
Risks : open access journal
128
International journal of production economics
125
Applied mathematical finance
122
Mathematical finance : an international journal of mathematics, statistics and financial theory
115
Computational economics
110
The journal of computational finance
105
Economics letters
95
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
89
Journal of mathematical finance
89
Econometric reviews
86
Finance research letters
85
Energy economics
84
Economic modelling
81
Management science : journal of the Institute for Operations Research and the Management Sciences
81
INFORMS journal on computing : JOC
80
International journal of financial engineering
80
Transportation research / E : an international journal
79
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
79
Omega : the international journal of management science
76
Journal of banking & finance
71
Journal of economic theory
71
Mathematical methods of operations research
71
Computational Management Science : CMS
70
Annals of finance
69
Annals of operations research
63
Econometric theory
61
Scandinavian actuarial journal
57
The journal of futures markets
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ECONIS (ZBW)
307
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10
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307
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1
Interest rate convexity in a Gaussian framework
Jacquier, Antoine
;
Oumgari, Mugad
- In:
Quantitative finance
24
(
2024
)
6
,
pp. 677-689
Persistent link: https://www.econbiz.de/10015050786
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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
Saved in:
10
Optimal trade execution for Gaussian signals with power-law resilience
Forde, Martin
;
Sánchez-Betancourt, Leandro
;
Smith, Benjamin
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 585-596
Persistent link: https://www.econbiz.de/10013167782
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