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Stochastic process
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Phillips, Peter C. B.
56
Chiarella, Carl
54
Sethi, Suresh
53
Cui, Zhenyu
47
Koopman, Siem Jan
47
Platen, Eckhard
46
Madan, Dilip B.
44
Benth, Fred Espen
43
Post, Thierry
43
Takahashi, Akihiko
43
Escudero, Laureano F.
41
McAleer, Michael
38
Barndorff-Nielsen, Ole E.
35
Fabozzi, Frank J.
35
Escobar, Marcos
34
Yu, Jun
34
Elliott, Robert J.
33
Hainaut, Donatien
32
Zhang, Qing
31
Carr, Peter
29
Chan, Joshua
29
Gendreau, Michel
29
Račev, Svetlozar T.
29
Siu, Tak Kuen
27
Wong, Wing Keung
26
Härdle, Wolfgang
25
Nguyen, Duy
25
Todorov, Viktor
25
Wong, Hoi Ying
25
Fouque, Jean-Pierre
24
Grasselli, Martino
24
Inderfurth, Karl
24
Kleijnen, Jack P. C.
24
Yamada, Toshihiro
24
Linton, Oliver
23
Schoutens, Wim
23
Jacquier, Antoine (Jack)
22
Oosterlee, Cornelis W.
22
Shephard, Neil G.
22
Alòs, Elisa
21
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National Bureau of Economic Research
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Springer Fachmedien Wiesbaden
7
Econometrisch Instituut <Rotterdam>
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Institutionen för Skogsekonomi <Umeå>
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Judge Institute of Management Studies
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Australian National University / Faculty of Economics and Commerce
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Ekonomiska forskningsinstitutet <Stockholm>
3
Queen Mary College / Department of Economics
3
Springer-Verlag GmbH
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University of Exeter / Department of Economics
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Weierstraß-Institut für Angewandte Analysis und Stochastik
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Bonn Graduate School of Economics
2
Centre for Economic Policy Research
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Chambre de commerce et d'industrie de Paris
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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European University Institute / Department of Economics
2
Federal Reserve System / Division of Research and Statistics
2
HWWA-Institut für Wirtschaftsforschung
2
International Center for Financial Asset Management and Engineering
2
Kansantaloustieteen Laitos <Helsinki>
2
School of Economics and Finance <Brisbane>
2
Social Systems Research Institute
2
Springer International Publishing
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Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
2
Universitat Pompeu Fabra / Departament d'Economia i Empresa
2
University of British Columbia / Finance Division
2
University of Chicago / Graduate School of Business
2
Universität Mannheim
2
Université de Montréal / Département de sciences économiques
2
Aarhus Universitet / Centre for Non-Linear Economic Modelling
1
Agricultural Land Markets - Efficiency and Regulation
1
Australian National University / Research School of Pacific and Asian Studies / Economics Division
1
Bachelier Finance Society
1
Banca d'Italia / Servizio Studi
1
Center for Economic Research <Tilburg>
1
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European journal of operational research : EJOR
588
International journal of theoretical and applied finance
333
Insurance
262
Finance and stochastics
220
Quantitative finance
193
Operations research
152
Computers & operations research : and their applications to problems of world concern ; an international journal
151
Journal of econometrics
151
International journal of production research
146
Risks : open access journal
137
Applied mathematical finance
131
Operations research letters
131
Mathematics of operations research
120
Mathematical finance : an international journal of mathematics, statistics and financial theory
118
The journal of computational finance
117
Journal of economic dynamics & control
109
Computational economics
108
Finance research letters
93
Journal of mathematical finance
90
International journal of production economics
89
Discussion paper / Tinbergen Institute
88
International journal of financial engineering
85
Mathematical methods of operations research
73
Economics letters
71
Journal of banking & finance
68
Computational Management Science : CMS
67
Annals of finance
65
INFORMS journal on computing : JOC
65
Journal of economic theory
64
Econometric reviews
63
Management science : journal of the Institute for Operations Research and the Management Sciences
62
Scandinavian actuarial journal
62
Energy economics
61
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
59
Economic modelling
58
Omega : the international journal of management science
55
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
54
Econometric theory
54
Transportation research / E : an international journal
54
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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ECONIS (ZBW)
13,907
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1
Einführung in die Stochastik der Finanzmärkte
Sandmann, Klaus
-
2001
-
2., verbesserte und erweiterte Auflage
Persistent link: https://www.econbiz.de/10001498159
Saved in:
2
A universal lattice
Chen, Ren-Raw
;
Yang, Tyler T.
- In:
Review of derivatives research
3
(
1999
)
2
,
pp. 115-133
Persistent link: https://www.econbiz.de/10001484568
Saved in:
3
Einführung in die Stochastik der Finanzmärkte : mit 19 Tabellen
Sandmann, Klaus
-
1999
Persistent link: https://www.econbiz.de/10001354860
Saved in:
4
Valuation of a credit default swap: the stable non-Gaussian versus the Gaussian approach
D'Souza, Dylan
;
Amir-Atefi, Keyvan
;
Racheva-Jotova, Borjana
- In:
Credit risk : measurement, evaluation and management ; …
,
(pp. 49-84)
.
2003
Persistent link: https://www.econbiz.de/10002001435
Saved in:
5
Pseudodiffusions and quadratic term structure models
Levendorskij, Sergej Z.
- In:
Mathematical finance : an international journal of …
15
(
2005
)
3
,
pp. 393-424
Persistent link: https://www.econbiz.de/10002983089
Saved in:
6
Einführung in die Stochastik der Finanzmärkte
Sandmann, Klaus
-
2010
-
3., vollst. überarb. und erw. Aufl.
Persistent link: https://www.econbiz.de/10003856589
Saved in:
7
Introduction to financial derivatives : modeling, pricing and hedging
Schumacher, Johannes M.
-
2020
Persistent link: https://www.econbiz.de/10012435295
Saved in:
8
Essays in mathematical finance : modeling the futures price
Blix, Magnus
-
2004
Persistent link: https://www.econbiz.de/10002831728
Saved in:
9
Dynamic asset pricing in a unified Bachelier-Black-Scholes-Erton model
Lindquist, W. Brent
;
Račev, Svetlozar T.
;
Gnawali, Jagdish
- In:
Risks : open access journal
12
(
2024
)
9
,
pp. 1-24
condition for the unified model to support a perpetual
derivative
. Discrete binomial pricing under the unified model is also …
Persistent link: https://www.econbiz.de/10015065971
Saved in:
10
Pricing fixed income derivatives under a three-factor CIR model with unspanned stochastic volatility
Han, Yuecai
;
Zhang, Fengtong
- In:
Review of derivatives research
27
(
2024
)
1
,
pp. 37-53
Persistent link: https://www.econbiz.de/10015133907
Saved in:
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