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~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
European journal of operational research : EJOR
643
International journal of theoretical and applied finance
324
Insurance / Mathematics & economics
282
Journal of econometrics
219
Finance and stochastics
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Computers & operations research : and their applications to problems of world concern ; an international journal
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International journal of production research
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Finance research letters
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Economic modelling
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Transportation research / E : an international journal
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INFORMS journal on computing : JOC
80
International journal of financial engineering
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Transportation science : a journal of the Institute for Operations Research and the Management Sciences
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Mathematical methods of operations research
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Omega : the international journal of management science
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Computational Management Science : CMS
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Journal of banking & finance
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Working paper
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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ECONIS (ZBW)
57
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1
Lyapunov exponents for linear delay equations in arbitrary phase spaces
Riedle, Markus
-
2002
Persistent link: https://www.econbiz.de/10001697766
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2
Statistical inference for time-inhomogeneous volatility models
Mercurio, Danilo
;
Spokojnyj, Vladimir G.
-
2002
Persistent link: https://www.econbiz.de/10001697768
Saved in:
3
Stability of linear stochastic difference equations in controlled random environments
Horst, Ulrich
-
2002
Persistent link: https://www.econbiz.de/10001719907
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4
Malliavin's calculus in insider models : additional utility and free lunches
Imkeller, Peter
-
2002
Persistent link: https://www.econbiz.de/10001666561
Saved in:
5
Efficient hedging for a complete jump-diffusion model
Kirch, Michael
;
Krutchenko, R. N.
;
Melʹnikov, Aleksandr V.
-
2002
Persistent link: https://www.econbiz.de/10001684697
Saved in:
6
Correlated default with incomplete information
Giesecke, Kay
-
2002
Persistent link: https://www.econbiz.de/10001684707
Saved in:
7
Nonparametric specification testing for continuous-time models with application to spot interest rates
Hong, Yongmiao
;
Li, Haitao
-
2002
Persistent link: https://www.econbiz.de/10001684716
Saved in:
8
Testing the diffusion coefficient
Kleinow, Torsten
-
2002
Persistent link: https://www.econbiz.de/10001684924
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9
Hedging and portfolio optimization in illiquid financial markets
Bank, Peter
;
Baum, Dietmar
-
2002
Persistent link: https://www.econbiz.de/10001685047
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10
On Lp-stability of numerical schemes for affine stochastic delay differential equations : stochastic recurrance relations
Gilsing, Hagen
-
2002
Persistent link: https://www.econbiz.de/10001746309
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