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~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
23
International journal of theoretical and applied finance
20
The journal of computational finance
19
Discussion papers of interdisciplinary research project 373
17
Mathematical finance : an international journal of mathematics, statistics and financial theory
16
Insurance / Mathematics & economics
15
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
13
Journal of mathematical finance
12
Finance and stochastics
11
Mathematics Preprint Archive
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Quantitative finance
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SFB 649 discussion paper
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Dynamic games and applications : DGA
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Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
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International journal of financial engineering
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Risks : open access journal
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Contemporary quantitative finance : essays in honour of Eckhard Platen
6
Heidelberger Taschenbücher
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Journal of economic dynamics & control
5
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Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
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Advanced mathematical methods for finance
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CIRJE discussion papers / F series
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Discussion paper / Tinbergen Institute
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Diskussionsbeiträge / Fachbereich Wirtschaftswissenschaft, FernUniversität in Hagen : Diskussionspapier
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ECONIS (ZBW)
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Lyapunov exponents for linear delay equations in arbitrary phase spaces
Riedle, Markus
-
2002
Persistent link: https://www.econbiz.de/10001697766
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2
On Lp-stability of numerical schemes for affine stochastic delay differential equations : stochastic recurrance relations
Gilsing, Hagen
-
2002
Persistent link: https://www.econbiz.de/10001746309
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3
Weak discrete time approximation of stochastic differential equations with time delay
Küchler, Uwe
;
Platen, Eckhard
-
2001
Persistent link: https://www.econbiz.de/10001597004
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4
Affine stochastic differential equations with infinite delay on abstract phase spaces
Riedle, Markus
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2001
Persistent link: https://www.econbiz.de/10001659918
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5
Weak approximation of stochastic differential delay equations
Shardlow, Tony
;
Buckwar, Evelyn
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2001
Persistent link: https://www.econbiz.de/10001639694
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6
Über die Stabilität des Euler-Schemas für eine affine stochastische Differentialgleichung mit Gedächtnis
Gilsing, Hagen
;
Küchler, Uwe
;
Platen, Eckhard
-
2001
Persistent link: https://www.econbiz.de/10001609566
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7
Exponential stability in P-th mean of solutions, and of convergent Euler type solutions, of stochastic delay differential equations
Baker, Christopher
;
Buckwar, Evelyn
-
2001
Persistent link: https://www.econbiz.de/10001652437
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8
Minimax rates for nonparametric estimation of the drift functional in affine stochastic delay equations
Reiss, Markus
-
2000
Persistent link: https://www.econbiz.de/10001528173
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9
The stochastic equation P t + 1
Horst, Ulrich
-
2000
Persistent link: https://www.econbiz.de/10001470288
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10
Asymptotic equivalence of discretely observed geometric Brownian motion to a Gaussian shift
Butucea, Cristina
;
Nussbaum, Michael
-
1999
Persistent link: https://www.econbiz.de/10001425816
Saved in:
11
Strong discrete time approximation of stochastic differential equations with time delay
Küchler, Uwe
;
Platen, Eckhard
-
1999
Persistent link: https://www.econbiz.de/10001404962
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