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Stochastic process
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18
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Finance and stochastics
Journal of economic dynamics & control
18
International journal of theoretical and applied finance
17
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15
European journal of operational research : EJOR
11
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10
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9
Mathematical finance : an international journal of mathematics, statistics and financial theory
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1
Discount models
Filipović, Damir
- In:
Finance and stochastics
27
(
2023
)
4
,
pp. 933-946
Persistent link: https://www.econbiz.de/10014426399
Saved in:
2
A risk-neutral equilibrium leading to uncertain volatility pricing
Muhle-Karbe, Johannes
;
Nutz, Marcel
- In:
Finance and stochastics
22
(
2018
)
2
,
pp. 281-295
Persistent link: https://www.econbiz.de/10011945712
Saved in:
3
Explosion in the quasi-Gaussian HJM model
Pirjol, Dan
;
Zhu, Lingjiong
- In:
Finance and stochastics
22
(
2018
)
3
,
pp. 643-666
Persistent link: https://www.econbiz.de/10011945882
Saved in:
4
Weak time-derivatives and no-arbitrage pricing
Marinacci, Massimo
;
Severino, Federico
- In:
Finance and stochastics
22
(
2018
)
4
,
pp. 1007-1036
Persistent link: https://www.econbiz.de/10011946595
Saved in:
5
Shifting martingale measures and the birth of a bubble as a submartingale
Biagini, Francesca
;
Föllmer, Hans
;
Nedelcu, Sorin
- In:
Finance and stochastics
18
(
2014
)
2
,
pp. 297-326
Persistent link: https://www.econbiz.de/10010340747
Saved in:
6
Fundamental theorems of asset pricing for piecewise semimartingales of stochastic dimension
Strong, Winslow
- In:
Finance and stochastics
18
(
2014
)
3
,
pp. 487-514
Persistent link: https://www.econbiz.de/10010396056
Saved in:
7
On the calibration of local jump-diffusion asset price models
Kindermann, Stefan
;
Mayer, Philipp
- In:
Finance and stochastics
15
(
2011
)
4
,
pp. 685-724
Persistent link: https://www.econbiz.de/10009423286
Saved in:
8
Liquidity risk, price impacts and the replication problem
Roch, Alexandre F.
- In:
Finance and stochastics
15
(
2011
)
3
,
pp. 399-419
Persistent link: https://www.econbiz.de/10009303238
Saved in:
9
On the pricing of forward starting options in Heston's model on stochastic volatility
Kruse, Susanne
;
Nögel, Ulrich
- In:
Finance and stochastics
9
(
2005
)
2
,
pp. 233-250
Persistent link: https://www.econbiz.de/10002747182
Saved in:
10
Computations of Greeks in a market with jumps via the Malliavin calculus
El-Khatib, Youssef
;
Privault, Nicolas
- In:
Finance and stochastics
8
(
2004
)
2
,
pp. 161-179
Persistent link: https://www.econbiz.de/10002012446
Saved in:
11
Stochastic volatility, jumps and hidden time changes
Geman, Hélyette
;
Madan, Dilip B.
;
Yor, Marc
- In:
Finance and stochastics
6
(
2002
)
1
,
pp. 63-90
Persistent link: https://www.econbiz.de/10001643753
Saved in:
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