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isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Journal of econometrics
29
Econometric reviews
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European journal of operational research : EJOR
22
Finance research letters
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Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
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Journal of economic theory
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Applying maximum entropy to econometric problems
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Finance and stochastics
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International journal of production economics
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Opsearch : journal of the Operational Research Society of India
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Decision analytics journal
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Journal of banking & finance
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Journal of economic behavior & organization : JEBO
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Technological forecasting & social change : an international journal
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The North American journal of economics and finance : a journal of financial economics studies
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Economic systems research : journal of the International Input-Output Association
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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1
Measuring distribution model risk
Breuer, Thomas
;
Csiszár, Imre
- In:
Mathematical finance : an international journal of …
26
(
2016
)
2
,
pp. 395-411
Persistent link: https://www.econbiz.de/10011577166
Saved in:
2
More on minimal entropy-Hellinger martingale measure
Choulli, Tahir
;
Stricker, Christophe
- In:
Mathematical finance : an international journal of …
16
(
2006
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10003336776
Saved in:
3
Minimal entropy-Hellinger martingale measure in incomplete markets
Choulli, Tahir
;
Stricker, Christophe
- In:
Mathematical finance : an international journal of …
15
(
2005
)
3
,
pp. 465-490
Persistent link: https://www.econbiz.de/10002983174
Saved in:
4
Stochastic volatility models, correlation, and the q-optimal measure
Hobson, David G.
- In:
Mathematical finance : an international journal of …
14
(
2004
)
4
,
pp. 537-556
Persistent link: https://www.econbiz.de/10002396346
Saved in:
5
Exponential hedging and entropic penalties
Delbaen, Freddy
(
contributor
)
- In:
Mathematical finance : an international journal of …
12
(
2002
)
2
,
pp. 99-123
Persistent link: https://www.econbiz.de/10001686219
Saved in:
6
The minimal entropy martingale measure and the valuation problem in incomplete markets
Frittelli, Marco
- In:
Mathematical finance : an international journal of …
10
(
2000
)
1
,
pp. 39-52
Persistent link: https://www.econbiz.de/10002177131
Saved in:
7
Pricing via utility maximization and entropy
Rouge, Richard
;
El Karoui, Nicole
- In:
Mathematical finance : an international journal of …
10
(
2000
)
2
,
pp. 259-276
Persistent link: https://www.econbiz.de/10002177670
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