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Optimal prediction problems and the last zero of spectrally negative Lévy processes
Pedraza Ramírez, José Manuel
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2021
Persistent link: https://www.econbiz.de/10012938989
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2
Rough volatility and portfolio optimisation under small transaction costs
Schelling, Denis Matthias
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2019
Persistent link: https://www.econbiz.de/10012533244
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3
On the running maximum of brownian motion and associated lookback options
Ho, Tak Yui
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2018
Persistent link: https://www.econbiz.de/10012533193
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4
Lévy semistationary models with applications in energy markets
Sauri, Orimar
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2015
Persistent link: https://www.econbiz.de/10011439886
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5
Estimation of continuous time models driven by Lévy Processes
Floor Brix, Anne
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2014
Persistent link: https://www.econbiz.de/10011369534
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6
Nonparametric estimation of the jump component in financial time series
Yener, Serkan
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2012
Persistent link: https://www.econbiz.de/10010408673
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7
Jumps and uncertainties in financial markets : applications of Lévy processes and implied volatilities
Stadler, Johannes
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2017
Persistent link: https://www.econbiz.de/10011638660
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Real options valuation : the importance of stochastic process choice in commodity price modelling
Schöne, Max
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2015
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Aufl. 2015
Persistent link: https://www.econbiz.de/10010419770
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