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~isPartOf:"Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business"
~subject:"Stochastischer Prozess"
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Stochastischer Prozess
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
Discussion papers of interdisciplinary research project 373
17
International journal of theoretical and applied finance
16
Insurance / Mathematics & economics
15
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
11
The journal of computational finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
10
Finance and stochastics
9
Journal of mathematical finance
9
Mathematics of operations research
7
Quantitative finance
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Annals of finance
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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
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Applied mathematical finance
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CESifo working papers
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Dynamic games and applications : DGA
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Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
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International journal of financial engineering
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Journal of economic dynamics & control
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Probability theory and related fields
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Risks : open access journal
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SFB 649 discussion paper
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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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CIRJE discussion papers / F series
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Economic modelling
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Mathematical finance : an international journal of mathematics, statistics and financial economics
4
Mathematical methods of operations research
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Asia-Pacific financial markets
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CARF working paper
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CREATES research paper
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Diskussionsbeiträge / Fakultät Wirtschaftswissenschaft, FernUniversität in Hagen
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Journal of econometrics
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Journal of mathematical economics
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Scandinavian actuarial journal
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The journal of computational finance : JFC
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Astin bulletin : the journal of the International Actuarial Association
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Statistical inference for discrete-time samples from affine stochastic delay differential equations
Küchler, Uwe
(
contributor
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Sørensen, Michael
(
contributor
)
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2007
Persistent link: https://www.econbiz.de/10003413529
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Estimation for stochastic differential equations with a small diffusion coefficient
Gloter, Arnaud
(
contributor
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Sørensen, Michael
(
contributor
)
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2005
Persistent link: https://www.econbiz.de/10003221210
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Small diffusion asymptotics for discretely sampled stochastic differential equations
Sørensen, Michael
(
contributor
); …
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2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660122
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