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isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~subject:"Theory"
~isPartOf:"Mathematical methods of operations research"
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Mathematical methods of operations research
Finance and stochastics
60
Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
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1
Generalized method of integrated moments for high-frequency data
Li, Jia
;
Xiu, Dacheng
- In:
Econometrica : journal of the Econometric Society, an …
84
(
2016
)
4
,
pp. 1613-1633
Persistent link: https://www.econbiz.de/10011611168
Saved in:
2
Martingale optimal transport in the discrete case via simple linear programming techniques
Bäuerle, Nicole
;
Schmithals, Daniel Matthias
- In:
Mathematical methods of operations research
90
(
2019
)
3
,
pp. 453-476
Persistent link: https://www.econbiz.de/10012153873
Saved in:
3
Management of a hydropower system via convex duality
Dahl, Kristina Rognlien
- In:
Mathematical methods of operations research
89
(
2019
)
1
,
pp. 43-71
Persistent link: https://www.econbiz.de/10011991715
Saved in:
4
Performance analysis of a reflected fluid production/inventory model
Barron, Yonit
- In:
Mathematical methods of operations research
83
(
2016
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011446605
Saved in:
5
Estimation of jump tails
Bollerslev, Tim
;
Todorov, Viktor
- In:
Econometrica : journal of the Econometric Society, an …
79
(
2011
)
6
,
pp. 1727-1783
Persistent link: https://www.econbiz.de/10009425124
Saved in:
6
Optimal investment with deferred capital gains taxes : a simple martingale method approach
Seifried, Frank Thomas
- In:
Mathematical methods of operations research
71
(
2010
)
1
,
pp. 181-199
Persistent link: https://www.econbiz.de/10003958350
Saved in:
7
Inference for continuous semimartingales observed at high frequency
Mykland, Per A.
;
Zhang, Lan
- In:
Econometrica : journal of the Econometric Society, an …
77
(
2009
)
5
,
pp. 1403-1445
Persistent link: https://www.econbiz.de/10003914908
Saved in:
8
Comparative testing of experts
Najjar, Nabil I. al-
;
Weinstein, Jonathan
- In:
Econometrica : journal of the Econometric Society, an …
76
(
2008
)
3
,
pp. 541-559
Persistent link: https://www.econbiz.de/10003721907
Saved in:
9
The relative entropy in CGMY processes and its applications to finance
Kim, Young Shin
;
Lee, Jeong Hyun
- In:
Mathematical methods of operations research
66
(
2007
)
2
,
pp. 327-338
Persistent link: https://www.econbiz.de/10003564151
Saved in:
10
Ruin problems for a discrete time risk model with random interest rate
Yang, Hailiang
;
Zhang, Lihong
- In:
Mathematical methods of operations research
63
(
2006
)
2
,
pp. 287-299
Persistent link: https://www.econbiz.de/10003334096
Saved in:
11
Optimal portfolio strategies benchmarking the stock market
Gabih, Abdelali
;
Grecksch, Wilfried
;
Richter, Matthias
; …
- In:
Mathematical methods of operations research
64
(
2006
)
2
,
pp. 211-225
Persistent link: https://www.econbiz.de/10003380210
Saved in:
12
Optimal portfolios for exponential Lévy processes
Kallsen, Jan
- In:
Mathematical methods of operations research
51
(
2000
)
3
,
pp. 357-374
Persistent link: https://www.econbiz.de/10001519649
Saved in:
13
Price systems constructed by optimal dynamic portfolios
Schäl, Manfred
- In:
Mathematical methods of operations research
51
(
2000
)
3
,
pp. 375-397
Persistent link: https://www.econbiz.de/10001519650
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14
On value preserving and growth optimal portfolios
Korn, Ralf
;
Schäl, Manfred
- In:
Mathematical methods of operations research
50
(
1999
)
2
,
pp. 189-218
Persistent link: https://www.econbiz.de/10001428084
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