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Financial market dynamics
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Stochastic process
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4
Filipović, Damir
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Finance and stochastics
European journal of operational research : EJOR
883
Physica A: Statistical Mechanics and its Applications
696
International journal of theoretical and applied finance
363
Insurance / Mathematics & economics
338
Journal of econometrics
283
Operations research
219
Quantitative finance
218
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207
Operations research letters
198
Computers & operations research : and their applications to problems of world concern ; an international journal
195
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192
Journal of economic dynamics & control
163
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162
The European Physical Journal B - Condensed Matter and Complex Systems
152
Discussion paper / Tinbergen Institute
148
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144
Computational economics
144
International journal of production economics
138
MPRA Paper
138
Economics letters
136
The journal of computational finance
127
Mathematical finance : an international journal of mathematics, statistics and financial theory
122
Working paper
120
Finance research letters
119
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
110
Journal of mathematical finance
109
NBER working paper series
108
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100
Econometric reviews
99
Energy economics
96
CESifo working papers
93
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93
Omega : the international journal of management science
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European economy
92
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92
International journal of financial engineering
91
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ECONIS (ZBW)
245
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1
A correction note on the first passage time of an Ornstein-Uhlenbeck process to a boundary
Leblanc, Boris
;
Renault, Olivier
;
Scaillet, Olivier
- In:
Finance and stochastics
4
(
2000
)
1
,
pp. 109-111
Persistent link: https://www.econbiz.de/10001486629
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2
Option pricing impact of alternative continuous-time dynamics for discretely-observed stock prices
Brigo, Damiano
;
Mercurio, Fabio
- In:
Finance and stochastics
4
(
2000
)
2
,
pp. 147-159
Persistent link: https://www.econbiz.de/10001486694
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3
Superreplication in stochastic volatility models and optimal stopping
Frey, Rüdiger
- In:
Finance and stochastics
4
(
2000
)
2
,
pp. 161-187
Persistent link: https://www.econbiz.de/10001486701
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4
Irreversible investment problems
Øksendal, Anders
- In:
Finance and stochastics
4
(
2000
)
2
,
pp. 223-250
Persistent link: https://www.econbiz.de/10001487038
Saved in:
5
Convergence of discrete time option pricing models under stochastic interest rates
Lesne, Jean-Philippe
;
Prigent, Jean-Luc
;
Scaillet, Olivier
- In:
Finance and stochastics
4
(
2000
)
1
,
pp. 81-93
Persistent link: https://www.econbiz.de/10001487041
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6
Processes of normal inverse Gaussian type
Barndorff-Nielsen, Ole E.
- In:
Finance and stochastics
2
(
1998
)
1
,
pp. 41-68
Persistent link: https://www.econbiz.de/10001230156
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7
Mean-variance hedging for continuous processes : new proofs and examples
Pham, Huyên
- In:
Finance and stochastics
2
(
1998
)
2
,
pp. 173-198
Persistent link: https://www.econbiz.de/10001235406
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8
Exploding hedging errors for digital options
Gallus, Christoph
- In:
Finance and stochastics
3
(
1999
)
2
,
pp. 187-201
Persistent link: https://www.econbiz.de/10001367045
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9
A short term interest rate model
Platen, Eckhard
- In:
Finance and stochastics
3
(
1999
)
2
,
pp. 215-225
Persistent link: https://www.econbiz.de/10001367329
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10
Functional convergence of Snell envelopes : application to American options approximations
Mulinacci, Sabrina
- In:
Finance and stochastics
2
(
1998
)
3
,
pp. 311-327
Persistent link: https://www.econbiz.de/10001243268
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