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Finance and stochastics
SFB 373 Discussion Papers
903
Sonderforschungsbereich 373
827
Discussion papers of interdisciplinary research project 373
11
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
8
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4
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4
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Stochastic Processes and their Applications
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Deregulation and interdependence in the Asia-Pacific region : [papers presented at the Eighth Annual National Bureau of Economic Research East Asia Seminar on Economics (EASE8) held in Taipei in June 1997]
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Discussion paper series / School of Economics and Finance, the University of Hong Kong
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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1
Lévy processes in finance : a remedy to the non-stationarity of continuous martingales
Leblanc, Boris
- In:
Finance and stochastics
2
(
1998
)
4
,
pp. 399-408
Persistent link: https://www.econbiz.de/10001247134
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2
A clarification note about hitting times densities for Ornstein-Uhlenbeck processes
Göing-Jaeschke, Anja
;
Yor, Marc
- In:
Finance and stochastics
7
(
2003
)
3
,
pp. 413-415
Persistent link: https://www.econbiz.de/10001772723
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3
Comments on the life and mathematical lagacy of Wolfgang Doeblin
Bru, Bernard
;
Yor, Marc
- In:
Finance and stochastics
6
(
2002
)
1
,
pp. 3-47
Persistent link: https://www.econbiz.de/10001643743
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4
Stochastic volatility, jumps and hidden time changes
Geman, Hélyette
;
Madan, Dilip B.
;
Yor, Marc
- In:
Finance and stochastics
6
(
2002
)
1
,
pp. 63-90
Persistent link: https://www.econbiz.de/10001643753
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5
Pricing options on realized variance
Carr, Peter
;
Geman, Hélyette
;
Madan, Dilip B.
;
Yor, Marc
- In:
Finance and stochastics
9
(
2005
)
4
,
pp. 453-475
Persistent link: https://www.econbiz.de/10003123173
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6
Optional decomposition and Lagrange multipliers
Föllmer, Hans
- In:
Finance and stochastics
2
(
1998
)
1
,
pp. 69-81
Persistent link: https://www.econbiz.de/10001230154
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7
Optional decomposition and Lagrange multipliers
Föllmer, H.
;
Kabanov, Yu M.
- In:
Finance and stochastics
2
(
1998
)
1
,
pp. 69-82
Persistent link: https://www.econbiz.de/10008218820
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8
Risk assessment for uncertain cash flows : model ambiguity, discounting ambiguity, and the role of bubbles
Acciaio, Beatrice
;
Föllmer, Hans
;
Penner, Irina
- In:
Finance and stochastics
16
(
2012
)
4
,
pp. 669-709
Persistent link: https://www.econbiz.de/10009623537
Saved in:
9
Shifting martingale measures and the birth of a bubble as a submartingale
Biagini, Francesca
;
Föllmer, Hans
;
Nedelcu, Sorin
- In:
Finance and stochastics
18
(
2014
)
2
,
pp. 297-326
Persistent link: https://www.econbiz.de/10010340747
Saved in:
10
Convex measures of risk and trading constraints
Föllmer, Hans
;
Schied, Alexander
- In:
Finance and stochastics
6
(
2002
)
4
,
pp. 429-447
Persistent link: https://www.econbiz.de/10001702779
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