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Optimality and risk - modern trends in mathematical finance : the Kabanov Festschrift
5
Contemporary quantitative finance : essays in honour of Eckhard Platen
4
Recent advances in financial engineering : proceedings of the 2008 Daiwa International Workshop on Financial Engineering
2
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1
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1
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
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1
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1
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Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
1
Mathematical modeling and numerical methods in finance : special volume
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1
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1
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Stochastic methods in finance : lectures given at the C.I.M.E.-E.M.S. Summer School held in Bressanone/Brixen, Italy, July 6 - 12, 2003
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Thought-leadership in supply chain finance and risk management
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Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modelling ; Part B
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Trends in mathematical economics : dialogues between Southern Europe and Latin America
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ECONIS (ZBW)
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1
Joint normality test for the returns on the futures and spot
Chen, Sheng-syan
;
Lee, Cheng F.
;
Shrestha, Keshab
-
2024
Persistent link: https://www.econbiz.de/10015046717
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2
Operations revenue insurance
Guiotto, Paolo
;
Roncoroni, Andrea
;
Tédongap, Roméo
- In:
Thought-leadership in supply chain finance and risk …
,
(pp. 27-52)
.
2022
Persistent link: https://www.econbiz.de/10013334716
Saved in:
3
On quantile estimator in volatility model with non-negative error density and Bayesian perspective
Dutta, Debajit
;
Dhar, Subhra Sankar
;
Mitra, Amit
-
2019
Persistent link: https://www.econbiz.de/10012244179
Saved in:
4
The minimal weighted Kaniadakis entropy martingale measure for valuation problems in financial markets
Sheraz, Muhammad
;
Preda, Vasile
;
Dedu, Silvia
-
2016
Persistent link: https://www.econbiz.de/10013161615
Saved in:
5
A unified view of LIBOR models
Glau, Kathrin
;
Grbac, Zorana
;
Papapantoleon, Antonis
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 423-452)
.
2016
Persistent link: https://www.econbiz.de/10011800390
Saved in:
6
Relative entropy criterion and CAPM-like pricing
Xanthopoulos, Stylianos Z.
- In:
Trends in mathematical economics : dialogues between …
,
(pp. 369-379)
.
2016
Persistent link: https://www.econbiz.de/10011800875
Saved in:
7
Variance minimization for constrained discounted continuous-time MDPs with exponentially distributed stopping times
Fei, Jun
;
Feinberg, Eugene A.
-
2013
Persistent link: https://www.econbiz.de/10010192736
Saved in:
8
Ambit processes and stochastic partial differential equations
Barndorff-Nielsen, Ole E.
;
Benth, Fred Espen
;
Veraart, …
- In:
Advanced mathematical methods for finance
,
(pp. 35-74)
.
2011
Persistent link: https://www.econbiz.de/10008991339
Saved in:
9
Martingales and wide band exchange rate regimes : the tenge-dollar case since the February 2009 devaluation
Gissy, William Gerard
- In:
Consumer issues in global economics, finance and business
,
(pp. 9-15)
.
2011
Persistent link: https://www.econbiz.de/10009427474
Saved in:
10
Estimating functions for discretely sampled diffusion-type models
Bibby, Bo Martin
;
Jacobsen, Martin
;
Sørensen, Michael
-
2010
Persistent link: https://www.econbiz.de/10003900641
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11
Stochastic processes and models
Chalamandaris, George
;
Malliaris, Anastasios G.
- In:
Financial derivatives : pricing and risk management
,
(pp. 455-475)
.
2010
Persistent link: https://www.econbiz.de/10003920445
Saved in:
12
Pension funds under inflation risk
Zhang, Aihua
- In:
Pension fund risk management : financial and actuarial …
,
(pp. 85-101)
.
2010
Persistent link: https://www.econbiz.de/10003938145
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13
Constructing random times with given survival processes and applications to valuation of credit derivatives
Gapeev, Pavel V.
;
Jeanblanc, Monique
;
Li, Libo
; …
- In:
Contemporary quantitative finance : essays in honour of …
,
(pp. 255-280)
.
2010
Persistent link: https://www.econbiz.de/10008749243
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14
A remarkable [sigma]-finite measure associated with last passage times and penalisation problems
Najnudel, Joseph
;
Nikeghbali, Ashkan
- In:
Contemporary quantitative finance : essays in honour of …
,
(pp. 77-97)
.
2010
Persistent link: https://www.econbiz.de/10008749310
Saved in:
15
The economic plausibility of strict local martingales in financial modelling
Hulley, Hardy
- In:
Contemporary quantitative finance : essays in honour of …
,
(pp. 53-75)
.
2010
Persistent link: https://www.econbiz.de/10008749312
Saved in:
16
M6-on minimal market models and minimal martingale measures
Hulley, Hardy
;
Schweizer, Martin
- In:
Contemporary quantitative finance : essays in honour of …
,
(pp. 35-51)
.
2010
Persistent link: https://www.econbiz.de/10008749314
Saved in:
17
Utility indifference pricing : an overview
Henderson, Vicky
;
Hobson, David G.
- In:
Indifference pricing : theory and applications
,
(pp. 44-73)
.
2009
Persistent link: https://www.econbiz.de/10003807578
Saved in:
18
Mean square error for the Leland-Lott hedging strategy
Gamys, Moussa
;
Kabanov, Jurij M.
- In:
Recent advances in financial engineering : proceedings …
,
(pp. 1-25)
.
2009
Persistent link: https://www.econbiz.de/10003871153
Saved in:
19
Option pricing based on geometric stable processes and minimal entropy martingale measures
Miyahara, Yoshio
;
Moriwaki, Naruhiko
- In:
Recent advances in financial engineering : proceedings …
,
(pp. 119-133)
.
2009
Persistent link: https://www.econbiz.de/10003871176
Saved in:
20
Immersion property and credit risk modelling
Jeanblanc, Monique
;
Cam, Yann Le
- In:
Optimality and risk - modern trends in mathematical …
,
(pp. 99-131)
.
2009
Persistent link: https://www.econbiz.de/10003948445
Saved in:
21
The expected number of intersections of a four valued bounded martingale with any level may be infinite
Gordon, Alexander
;
Sonin, Isaac M.
- In:
Optimality and risk - modern trends in mathematical …
,
(pp. 87-98)
.
2009
Persistent link: https://www.econbiz.de/10003948448
Saved in:
22
Exponential utility indifference valuation in a general semimartingale model
Frei, Christoph
;
Schweizer, Martin
- In:
Optimality and risk - modern trends in mathematical …
,
(pp. 49-86)
.
2009
Persistent link: https://www.econbiz.de/10003948452
Saved in:
23
On certain distributions associated with the range of Martingales
Cherny, Alexander
;
Dupire, Bruno
- In:
Optimality and risk - modern trends in mathematical …
,
(pp. 29-38)
.
2009
Persistent link: https://www.econbiz.de/10003948468
Saved in:
24
On the approximation of geometric fractional Brownian motion
Valkeila, Esko
- In:
Optimality and risk - modern trends in mathematical …
,
(pp. 251-266)
.
2009
Persistent link: https://www.econbiz.de/10003948911
Saved in:
25
Asymmetric variance reduction for pricing american options
Han, Chuan-Hsiang
;
Fouque, Jean-Pierre
-
2009
Persistent link: https://www.econbiz.de/10003826937
Saved in:
26
Financial uncertainty, risk measures and robust preferences
Föllmer, Hans
- In:
Aspects of mathematical finance
,
(pp. 3-13)
.
2008
Persistent link: https://www.econbiz.de/10003653082
Saved in:
27
Utility indifference pricing with market incompleteness
Monoyios, Michael
- In:
Nonlinear models in mathematical finance : new research …
,
(pp. 67-100)
.
2008
Persistent link: https://www.econbiz.de/10011954430
Saved in:
28
An alternative approach for estimating the coefficients of the term structure equation : a two-factor model
Gómez-del-Valle, Lourdes
;
Martínez-Rodríguez, Julia
-
2006
Persistent link: https://www.econbiz.de/10003630292
Saved in:
29
Modeling and valuation of credit risk
Bielecki, Tomasz R.
;
Jeanblanc, Monique
;
Rutkowski, Marek
- In:
Stochastic methods in finance : lectures given at the …
,
(pp. 27-126)
.
2004
Persistent link: https://www.econbiz.de/10002526431
Saved in:
30
An autoregressive conditional binominal option pricing model
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
- In:
Mathematical finance - Bachelier Congress, 2000 : …
,
(pp. 353-373)
.
2002
Persistent link: https://www.econbiz.de/10001679460
Saved in:
31
An out-of-sample, nonparametric test of the Martingale difference hypothesis
McCracken, Michael W.
- In:
Applying Kernel and nonparametric estimation to …
,
(pp. 49-75)
.
2000
Persistent link: https://www.econbiz.de/10001548462
Saved in:
32
A remark on default risk models
Kusuoka, Shigeo
- In:
Advances in mathematical economics
1
(
1999
),
pp. 69-82
Persistent link: https://www.econbiz.de/10001565547
Saved in:
33
On the rate of convergence for linear functionals of sums of martingale differences
Rychlik, Z.
-
1985
Persistent link: https://www.econbiz.de/10001325513
Saved in:
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