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~subject:"Stochastischer Prozess"
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Stochastischer Prozess
Theorie
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Börsenkurs
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Share price
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Consumer behaviour
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McAleer, Michael
96
Koopman, Siem Jan
82
Phillips, Peter C. B.
79
Sethi, Suresh
64
Chiarella, Carl
59
Ferrari, Giorgio
58
Platen, Eckhard
57
Cui, Zhenyu
51
Madan, Dilip B.
51
Benth, Fred Espen
50
Post, Thierry
50
Takahashi, Akihiko
50
Chan, Joshua
46
Escudero, Laureano F.
45
Barndorff-Nielsen, Ole E.
44
Asai, Manabu
43
Linton, Oliver
43
Yu, Jun
43
Fabozzi, Frank J.
40
Shephard, Neil G.
40
Wong, Wing Keung
39
Stein, Jerome L.
37
Elliott, Robert J.
36
Todorov, Viktor
36
Escobar, Marcos
35
Gao, Jiti
35
Gil-Alaña, Luis A.
35
Hainaut, Donatien
35
Härdle, Wolfgang
35
Zhang, Qing
35
Gendreau, Michel
34
Tsionas, Efthymios G.
34
Wong, Hoi Ying
33
Račev, Svetlozar T.
32
Kleijnen, Jack P. C.
30
Lucas, André
30
Siu, Tak Kuen
30
Whang, Yoon-jae
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Carr, Peter
29
Kohlmann, Michael
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National Bureau of Economic Research
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Centre for Analytical Finance <Århus>
17
Springer Fachmedien Wiesbaden
9
Econometrisch Instituut <Rotterdam>
6
Erasmus Research Institute of Management
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Queen Mary College / Department of Economics
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Aarhus Universitet / Afdeling for Nationaløkonomi
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Ekonomiska forskningsinstitutet <Stockholm>
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Institutionen för Skogsekonomi <Umeå>
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Judge Institute of Management Studies
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Nuffield College
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European University Institute / Department of Economics
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Springer-Verlag GmbH
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University of Chicago / Graduate School of Business
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University of Essex / Department of Economics
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Walter de Gruyter GmbH & Co. KG
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Weierstraß-Institut für Angewandte Analysis und Stochastik
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Bonn Graduate School of Economics
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Books on Demand GmbH <Norderstedt>
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Center for Economic Research <Tilburg>
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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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International Center for Financial Asset Management and Engineering
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Kansantaloustieteen Laitos <Helsinki>
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Meeting on Stochastic Programming <1979, Oberwolfach>
2
School of Economics and Finance <Brisbane>
2
Social Systems Research Institute
2
Springer International Publishing
2
Trinity College Dublin / Department of Economics
2
Umeå Universitet / Institutionen för Nationalekonomi
2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
2
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European journal of operational research : EJOR
714
International journal of theoretical and applied finance
360
Insurance / Mathematics & economics
335
Journal of econometrics
282
Finance and stochastics
245
Operations research
213
Quantitative finance
210
Mathematics of operations research
207
Operations research letters
196
Computers & operations research : and their applications to problems of world concern ; an international journal
194
International journal of production research
189
Journal of economic dynamics & control
154
Risks : open access journal
152
Applied mathematical finance
142
Discussion paper / Tinbergen Institute
140
Computational economics
139
International journal of production economics
130
Economics letters
127
The journal of computational finance
124
Mathematical finance : an international journal of mathematics, statistics and financial theory
122
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
108
Finance research letters
105
Journal of mathematical finance
105
Management science : journal of the Institute for Operations Research and the Management Sciences
103
Econometric reviews
98
Energy economics
93
Mathematical methods of operations research
92
International journal of financial engineering
90
INFORMS journal on computing : JOC
87
Omega : the international journal of management science
84
Annals of finance
82
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
81
Annals of operations research
80
Economic modelling
80
Journal of banking & finance
79
Journal of economic theory
78
Working paper
78
Computational Management Science : CMS
76
Transportation research / E : an international journal
75
Scandinavian actuarial journal
73
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ECONIS (ZBW)
19,105
EconStor
315
USB Cologne (EcoSocSci)
113
USB Cologne (business full texts)
2
OLC EcoSci
2
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1
Fractional
risk
process in insurance
Kumar, Arun
;
Leonenko, Nikolaj
;
Pichler, Alois
- In:
Mathematics and financial economics
14
(
2020
)
1
,
pp. 43-65
Persistent link: https://www.econbiz.de/10012239969
Saved in:
2
Risk
measures and nonlinear expectations
Chen, Zengjing
;
He, Kun
;
Kulperger, Reg
- In:
Journal of mathematical finance
3
(
2013
)
3
,
pp. 383-391
Persistent link: https://www.econbiz.de/10010239533
Saved in:
3
On s-convex bounds for Beta-unimodal distributions with applications to basis
risk
assessment
Lefevre, Claude
;
Loisel, Stéphane
;
Montesinos, Pierre
- In:
Scandinavian actuarial journal
2021
(
2021
)
6
,
pp. 476-504
Persistent link: https://www.econbiz.de/10012588355
Saved in:
4
Ranking the extreme claim amounts in dependent individual
risk
models
Torrado, Nuria
;
Navarro, Jorge
- In:
Scandinavian actuarial journal
2021
(
2021
)
3
,
pp. 218-247
Persistent link: https://www.econbiz.de/10012500261
Saved in:
5
Interplay of insurance and financial risks in a stochastic environment
Tang, Qihe
;
Yang, Yang
- In:
Scandinavian actuarial journal
2019
(
2019
)
5
,
pp. 432-451
Persistent link: https://www.econbiz.de/10012194959
Saved in:
6
Multidimensional dynamic
risk
measure via conditional g-expectation
Xu, Yuhong
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 638-673
Persistent link: https://www.econbiz.de/10011583787
Saved in:
7
Entropy based
risk
measures
Pichler, Alois
;
Schlotter, Ruben
- In:
European journal of operational research : EJOR
285
(
2020
)
1
,
pp. 223-236
Persistent link: https://www.econbiz.de/10012239544
Saved in:
8
Epi-regularization of
risk
measures
Kouri, Drew P.
;
Surowiec, Thomas M.
- In:
Mathematics of operations research
45
(
2020
)
2
,
pp. 774-795
Persistent link: https://www.econbiz.de/10012242555
Saved in:
9
A
risk
model with renewal shot-noise Cox process
Dassios, Angelos
;
Jang, Jiwook
;
Zhao, Hongbiao
- In:
Insurance / Mathematics & economics
65
(
2015
),
pp. 55-65
Persistent link: https://www.econbiz.de/10011422868
Saved in:
10
Ruin probabilities in multivariate
risk
models with periodic common shock
Cojocaru, Ionica
- In:
Scandinavian actuarial journal
(
2017
)
2
,
pp. 159-174
Persistent link: https://www.econbiz.de/10011772073
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