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Stochastic process
4
Stochastischer Prozess
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Option pricing theory
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Jump-diffusion
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Jump-diffusion models
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Bivariate jumps
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HJB PDE
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Jump diffusion
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Operations research letters
International journal of theoretical and applied finance
26
International Journal of Theoretical and Applied Finance (IJTAF)
21
Insurance / Mathematics & economics
18
Quantitative finance
16
Risk-Sensitive Investment Management
15
Journal of banking & finance
14
Finance and Stochastics
12
European journal of operational research : EJOR
11
Finance research letters
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Journal of Banking & Finance
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International journal of financial engineering
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Journal of economic dynamics & control
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Research Paper Series / Finance Discipline Group, Business School
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SFB 649 Discussion Papers
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Applied mathematical finance
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Insurance: Mathematics and Economics
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Statistics & Probability Letters
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Review of Derivatives Research
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The European journal of finance
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Mathematical Methods of Operations Research
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Review of derivatives research
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Scandinavian actuarial journal
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Stochastic Processes and their Applications
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The journal of computational finance
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Annals of finance
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International review of economics & finance : IREF
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1
Dividend optimization for
jump-diffusion
model with solvency constraints
Li, Yongwu
;
Li, Zhongfei
;
Wang, Shouyang
;
Xu, Zuo Quan
- In:
Operations research letters
48
(
2020
)
2
,
pp. 170-175
Persistent link: https://www.econbiz.de/10012254035
Saved in:
2
Optimal investment and risk control for an insurer with stochastic factor
Bo, Lijun
;
Wang, Shihua
- In:
Operations research letters
45
(
2017
)
3
,
pp. 259-265
Persistent link: https://www.econbiz.de/10011719330
Saved in:
3
The pricing of basket options : a weak convergence approach
Bo, Lijun
;
Wang, Yongjin
- In:
Operations research letters
45
(
2017
)
2
,
pp. 119-125
Persistent link: https://www.econbiz.de/10011687623
Saved in:
4
A closed-form expansion approach for pricing discretely monitored variance swaps
Li, Chenxu
;
Li, Xiaocheng
- In:
Operations research letters
43
(
2015
)
4
,
pp. 450-455
Persistent link: https://www.econbiz.de/10011372393
Saved in:
5
Option pricing under
jump-diffusion
models with mean-reverting bivariate jumps
Miao, Daniel Wei-chung
;
Lin, Xenos Chang-shuo
;
Chao, …
- In:
Operations research letters
42
(
2014
)
1
,
pp. 27-33
Persistent link: https://www.econbiz.de/10010259274
Saved in:
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