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type_genre:"Hochschulschrift"
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Signal extraction by the extremum Monte Carlo method
Moussa, Karim
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2024
Persistent link: https://www.econbiz.de/10014512213
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Algorithmic optimization and its application in finance
Avdiu, Kujtim
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2021
Persistent link: https://www.econbiz.de/10013337406
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3
Robust aspects of hedging and valuation in incomplete markets and related backward SDE theory
Kentia Tonleu, Klébert
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2016
Persistent link: https://www.econbiz.de/10011590047
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4
Essays on higher order approximation solution methods for DSGE models
Lan, Hong
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2015
Persistent link: https://www.econbiz.de/10011334249
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5
Zur Prognose des Value-at-Risk und Expected Shortfall mit zeitdiskreten Stochastic-Volatility-Modellen : empirische Ergebnisse für Finanzmarktzeitreihen
Dimitrov, Valentin S.
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2015
Persistent link: https://www.econbiz.de/10011343772
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6
Projections of the stochastic discount factor and optimal volatility derivatives
Dyachenko, Artem
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2019
Persistent link: https://www.econbiz.de/10012416803
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7
An empirical study on the measurement and determinants of macroeconomic uncertainty
Ulm, Maren
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2018
Persistent link: https://www.econbiz.de/10012115215
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8
Model-based and empirical analyses of stochastic fluctuations in economy and finance
Zadourian, Rubina
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2018
Persistent link: https://www.econbiz.de/10011914214
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9
Modeling and forecasting asset volatility
Bekierman, Jeremias
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2017
Persistent link: https://www.econbiz.de/10011861477
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10
Essays on applications of particle learning in financial econometrics
Rios Arango, Maria Paula
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2012
Persistent link: https://www.econbiz.de/10011819186
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11
Efficient pricing algorithms for exotic derivatives
Lord, Roger
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2008
Persistent link: https://www.econbiz.de/10003775897
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