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~subject:"Stochastic process"
~type:"article"
~type_genre:"Aufsatz im Buch"
~type_genre:"Conference paper"
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Decision making and risk/return optimization in financial economics
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On the multidimensional Black-Scholes partial differential equation
Guillaume, Tristan
- In:
Decision making and risk/return optimization in …
,
(pp. 229-251)
.
2019
Persistent link: https://www.econbiz.de/10012134802
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Multivariate option pricing models with Lévy and Sato VG marginal processes
Guillaume, Florence
- In:
International journal of theoretical and applied finance
21
(
2018
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011854500
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Multivariate stochastic volatility
Chib, Siddhartha
;
Omori, Yasuhiro
;
Asai, Manabu
- In:
Handbook of financial time series
,
(pp. 365-400)
.
2009
Persistent link: https://www.econbiz.de/10003833972
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4
Multivariate input processes
Biller, Bahar
;
Ghosh, Soumyadip
- In:
Simulation
,
(pp. 123-153)
.
2006
Persistent link: https://www.econbiz.de/10003587811
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5
Efficiency gains from quasi-differencing under nonstationarity
Phillips, Peter C. B.
;
Lee, Chin Chin
-
1996
Persistent link: https://www.econbiz.de/10001589738
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