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Search: subject_exact:"Brownian motion"
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Finanzmathematik
Brownian motion
332
Stochastischer Prozess
80
Stochastic process
77
Theorie
69
Theory
67
Levy process
37
Levy-Prozess
37
Optionspreistheorie
31
Brownsche Bewegung
29
Brownian Motion
28
Option pricing theory
28
Time series analysis
14
Volatilität
14
Zeitreihenanalyse
14
Volatility
13
Portfolio selection
11
Portfolio-Management
11
Langevin equation
10
Markov chain
10
Simulation
9
Schätztheorie
8
Unit root
8
unit root
8
Börsenkurs
7
Cointegration
7
Credit derivative
7
Derivat
7
Derivative
7
Estimation theory
7
Financial crisis
7
Finanzkrise
7
Kreditderivat
7
Option trading
7
Optionsgeschäft
7
Probability theory
7
Share price
7
brownian motion
7
cointegration
7
Brownian local time
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Ross, Sheldon M.
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Behrends, Ehrhard
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Huang, Zhiyue
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Joshi, Mark S.
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Karatzas, Ioannis
1
Li, Shilong
1
Paterson, Jane
1
Paterson, Jane M.
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Shreve, Steven E.
1
Wiersema, Ubbo F.
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Yin, Chuancun
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Applications of mathematics : stochastic modelling and applied probability
1
International series on actuarial science
1
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Quantitative finance and economics
1
Springer finance
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Wiley finance series
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ECONIS (ZBW)
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Stochastic interest model driven by compound Poisson process and Brownian motion with applications in life contingencies
Li, Shilong
;
Zhao, Xia
;
Yin, Chuancun
;
Huang, Zhiyue
- In:
Quantitative finance and economics
2
(
2018
)
1
,
pp. 246-260
Persistent link: https://www.econbiz.de/10012137937
Saved in:
2
Introduction to mathematical portfolio theory
Joshi, Mark S.
;
Paterson, Jane
-
2013
Persistent link: https://www.econbiz.de/10009773166
Saved in:
3
Markovprozesse und stochastische Differentialgleichungen : vom Zufallsspaziergang zur Black-Scholes-Formel
Behrends, Ehrhard
-
2013
Persistent link: https://www.econbiz.de/10009678166
Saved in:
4
Brownian motion calculus
Wiersema, Ubbo F.
-
2008
Persistent link: https://www.econbiz.de/10002581692
Saved in:
5
Methods of mathematical finance
Karatzas, Ioannis
;
Shreve, Steven E.
-
2003
-
[Nachdr.]
Persistent link: https://www.econbiz.de/10002642179
Saved in:
6
An elementary introduction to mathematical finance : options and other topics
Ross, Sheldon M.
-
2003
-
2. ed.
Persistent link: https://www.econbiz.de/10011513295
Saved in:
7
Exponential functionals of Brownian motion and related processes
Yor, Marc
-
2001
Persistent link: https://www.econbiz.de/10001559455
Saved in:
8
An introduction to mathematical finance : options and other topics
Ross, Sheldon M.
-
1999
-
1. publ.
Persistent link: https://www.econbiz.de/10001391962
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