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~isPartOf:"Journal of mathematical finance"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
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Ngare, Philip
4
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3
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Journal of mathematical finance
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
European journal of operational research : EJOR
650
International journal of theoretical and applied finance
325
Insurance / Mathematics & economics
282
Journal of econometrics
225
VDI-Berichte
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Schriftenreihe der Deutschen Verkehrswissenschaftlichen Gesellschaft / B
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196
Computers & operations research : and their applications to problems of world concern ; an international journal
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International journal of production economics
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Risks : open access journal
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Applied mathematical finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
116
Computational economics
113
The journal of computational finance
103
Lecture notes in economics and mathematical systems : operations research, computer science, social science
98
Economics letters
96
Lecture notes in computer science
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Kurs / Deutsche Verkehrswissenschaftliche Gesellschaft e.V., DVWG
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Econometric reviews
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INFORMS journal on computing : JOC
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Energy economics
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Transportation research / E : an international journal
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Transportation science : a journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
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1
A stochastic volatility model with Markov switching
So, Mike Ka-pui
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
2
,
pp. 244-253
Persistent link: https://www.econbiz.de/10001243996
Saved in:
2
A maximum likelihood approach for non-Gaussian stochastic volatility models
Fridman, Moshe
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
3
,
pp. 284-291
Persistent link: https://www.econbiz.de/10001246512
Saved in:
3
Conditional law of the hitting time for a Lévy process in incomplete observation
Ngom, Waly
- In:
Journal of mathematical finance
5
(
2015
)
5
,
pp. 505-524
Persistent link: https://www.econbiz.de/10011440708
Saved in:
4
On the stochastic dominance of portfolio insurance strategies
Maalej, Hela
;
Prigent, Jean-Luc
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 14-27
Persistent link: https://www.econbiz.de/10011542992
Saved in:
5
Uncertain volatility derivative model based on the polynomial chaos
Drakos, Stefanos
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 55-63
Persistent link: https://www.econbiz.de/10011543102
Saved in:
6
Multivariate stochastic volatility estimation with sparse grid integration
Esen, Halil Erturk
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 68-81
Persistent link: https://www.econbiz.de/10011543122
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7
A comparative study of equilibrium equity premium under discrete distributions of jump amplitudes
Mukupa, George M.
;
Offen, Elias R.
;
Kunda, Douglas
; …
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 232-246
Persistent link: https://www.econbiz.de/10011543918
Saved in:
8
Attenuated model of pricing credit default swap under the fractional Brownian motion environment
Gu, Wenjing
;
Liu, Yinglin
;
Hao, Ruili
- In:
Journal of mathematical finance
6
(
2016
)
2
,
pp. 247-259
Persistent link: https://www.econbiz.de/10011543929
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9
A linear regression approach for determining explicit expressions for option prices for equity option pricing models with dependent volatility and return processes
Jagannathan, Raj
- In:
Journal of mathematical finance
6
(
2016
)
2
,
pp. 303-323
Persistent link: https://www.econbiz.de/10011544516
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10
Optimal investment strategy for defined contribution pension scheme under the Heston volatility model
Okonkwo, Chidi U.
;
Osu, Bright O.
;
Ihedioha, Silas A.
; …
- In:
Journal of mathematical finance
8
(
2018
)
4
,
pp. 613-622
Persistent link: https://www.econbiz.de/10012016220
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