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Finance and stochastics
European journal of operational research : EJOR
738
Physica A: Statistical Mechanics and its Applications
715
International journal of theoretical and applied finance
370
Insurance / Mathematics & economics
338
Journal of econometrics
289
Operations research
216
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194
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144
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138
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133
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125
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124
Finance research letters
118
IMF Working Papers
109
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109
Management science : journal of the Institute for Operations Research and the Management Sciences
107
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105
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94
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93
International journal of financial engineering
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Omega : the international journal of management science
89
INFORMS journal on computing : JOC
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86
Journal of banking & finance
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ECONIS (ZBW)
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1
Fractional Brownian motion, random walks and binary market models
Sottinen, Tommi
- In:
Finance and stochastics
5
(
2001
)
3
,
pp. 343-355
Persistent link: https://www.econbiz.de/10001599280
Saved in:
2
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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3
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
Saved in:
4
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
Saved in:
5
Irreversible investment problems
Øksendal, Anders
- In:
Finance and stochastics
4
(
2000
)
2
,
pp. 223-250
Persistent link: https://www.econbiz.de/10001487038
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6
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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7
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
Saved in:
8
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
Saved in:
9
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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10
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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