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Year of publication
Subject
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Analysis 1,268 Mathematical analysis 796 Theorie 547 Theory 504 Stochastischer Prozess 466 analysis 460 Stochastic process 436 Optionspreistheorie 273 Option pricing theory 259 ANALYSIS 87 Mathematik 77 Finanzmathematik 74 АНАЛИЗ 74 Mathematical finance 67 Portfolio-Management 64 Schätztheorie 64 Estimation theory 62 Mathematics 61 Portfolio selection 59 Volatilität 58 Mathematische Optimierung 55 Volatility 55 Mathematical programming 54 Risk 54 Black-Scholes-Modell 53 Risiko 51 Black-Scholes model 49 Hedging 49 Derivat 47 Derivative 47 Kontrolltheorie 44 Control theory 39 Monte-Carlo-Simulation 37 Monte Carlo simulation 36 Einführung 33 АНАЛіЗ 32 Lineare Algebra 30 Nichtlineare Regression 30 Nonlinear regression 30 Markov chain 29
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Online availability
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Free 849 Undetermined 392 CC license 32
Type of publication
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Article 1,038 Book / Working Paper 765 Other 10 Journal 3
Type of publication (narrower categories)
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Article in journal 527 Aufsatz in Zeitschrift 527 Working Paper 260 Graue Literatur 222 Non-commercial literature 222 Arbeitspapier 203 Lehrbuch 48 Thesis 48 Aufsatz im Buch 45 Book section 45 Textbook 39 Hochschulschrift 38 research-article 36 Article 17 Collection of articles of several authors 11 Sammelwerk 11 Bibliografie enthalten 6 Bibliography included 6 Konferenzschrift 6 viewpoint 6 Conference paper 5 Einführung 5 Konferenzbeitrag 5 Aufgabensammlung 4 Collection of articles written by one author 4 Congress Report 4 Forschungsbericht 4 Sammlung 4 conceptual-paper 4 review-article 4 Aufsatzsammlung 3 Conference Paper 3 case-report 3 Conference proceedings 2 Research Report 2 non-article 2 review 2 CD-ROM, DVD 1 Case study 1 Fallstudie 1
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Language
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English 1,206 Undetermined 464 German 109 Lithuanian 13 Russian 8 Spanish 4 French 3 Romanian 3 Czech 2 Kazakh 2 Hungarian 1 Polish 1 Portuguese 1 Serbian 1
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Author
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Platen, Eckhard 17 Kohlmann, Michael 15 Takahashi, Akihiko 14 Yamada, Toshihiro 14 Küchler, Uwe 13 Wälde, Klaus 13 Chiarella, Carl 11 Sennewald, Ken 11 Horst, Ulrich 10 Buckwar, Evelyn 8 Leitner, Johannes 8 Singer, Hermann 8 Fally, Thibault 7 Zhou, Xun Yu 7 ANGHELACHE, Constantin 6 Bilo, Charlotte 6 Caporale, Guglielmo Maria 6 Cerrato, Mario 6 Frontczak, Robert 6 Kupper, Michael 6 Liesenfeld, Roman 6 Sørensen, Michael 6 Amos, Olasore Abiodun 5 Benth, Fred Espen 5 DeJong, David Neil 5 Dharmarajan, Hariharan 5 Gilsing, Hagen 5 Hakenes, Hendrik 5 Idowu, Alao Bashir 5 Irmen, Andreas 5 La Torre, Davide 5 Larek, Emil 5 Liu, Baoding 5 Magnus, Jan R. 5 Mazzoni, Thomas 5 Meyer-Gohde, Alexander 5 Moura, Guilherme Valle 5 Richard, Jean-François 5 Schöbel, Rainer 5 Shen, Yang 5
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 18 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 16 International Water Management Institute (IWMI) 12 eSocialSciences 12 Princeton University Press 8 Siauliai University 8 EconWPA 4 Agricultural and Food Policy Center (AFPC), Department of Agricultural Economics 3 Department of Economics, Iowa State University 3 Dipartimento di Economia e Management, Università degli Studi di Trento 3 Laboratoire d'Économie d'Orléans (LEO), Faculté de droit, d'économie et de gestion 3 National Bureau of Economic Research 3 Springer Fachmedien Wiesbaden 3 Arenguseire Keskus 2 Centre for the Study of Economic and Social Change in Europe <London> 2 Department of Agricultural, Food and Resource Economics, Michigan State University 2 Europäische Kommission / Generaldirektion Justiz und Verbraucher 2 HAL 2 Institute for Prospective Technological Studies (IPTS), Joint Research Centre 2 Springer-Verlag GmbH 2 Vilnius Gediminas Technical University 2 AETS 1 Agency for Fundamental Rights, Wien 1 BEUC - The European Consumer Organisation 1 Center for Tobacco Control Research and Education, UC San Francisco 1 Center for U.S.-Mexican Studies, UC San Diego 1 Centre for Analytical Finance <Århus> 1 Centre for Strategy & Evaluation Services 1 Centre for Strategy and Evaluation Services <Sevenoaks> 1 Conference Nonlinear Analysis and Its Applications in Engineering and Economics <1996> 1 DIAL 1 Department of Agricultural Marketing and Co-Operation, University of Agricultural Sciences 1 Department of Economics and Business, Universitat Pompeu Fabra 1 Department of Economics, Rutgers University-New Brunswick 1 Department of Economics, Tufts University 1 Department of Economics, University of California-Santa Barbara (UCSB) 1 Department of Economics, University of Massachusetts-Amherst 1 Dipartimenti e Istituti di Scienze Economiche, Università Cattolica del Sacro Cuore 1 Directorate General for Health & Consumers 1 Départment des sciences administratives, Université du Québec en Outaouais (UQO) 1
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Published in...
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Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty 24 The journal of computational finance 23 International journal of theoretical and applied finance 20 MPRA Paper 18 Mathematics Preprint Archive 17 Romanian Statistical Review Supplement 17 Бизнес Информ 17 Discussion papers of interdisciplinary research project 373 16 Insurance / Mathematics & economics 14 Mathematical finance : an international journal of mathematics, statistics and financial theory 13 Research paper / Quantitative Finance Research Centre, University of Technology Sydney 13 European research studies 12 IWMI Research Reports 12 Journal of mathematical finance 12 Working Papers / eSocialSciences 12 Working papers / Harvard Business School, Division of Research 12 Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse 11 Dynamic games and applications : DGA 11 Finance and stochastics 11 Quantitative finance 11 Heidelberger Taschenbücher 10 Theoretical and Applied Economics 10 Applied mathematical finance 9 CESifo working papers 9 Mathematics of operations research 9 SFB 649 Discussion Paper 9 SFB 649 discussion paper 9 Annals of Faculty of Economics 8 CESifo Working Paper 8 Diskussionsbeiträge / Fakultät Wirtschaftswissenschaft, FernUniversität in Hagen 8 International journal of financial engineering 8 Journal of mathematical economics 8 Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW) 8 CoFE Discussion Paper 7 CoFE discussion papers 7 Computational economics 7 Discussion paper / Tinbergen Institute 7 Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz 7 Lehrbuch 7 Ovidius University Annals, Economic Sciences Series 7
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Source
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ECONIS (ZBW) 1,043 RePEc 462 USB Cologne (EcoSocSci) 93 EconStor 79 Other ZBW resources 65 BASE 56 ArchiDok 10 USB Cologne (business full texts) 8
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Showing 1 - 50 of 1,816
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Asymptotic expansions as control variates for deep solvers to fully-coupled forward-backward stochastic differential equations
Naito, Makoto; Saito, Taiga; Takahashi, Akihiko; … - 2025
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Asymptotic expansions as control variates for deep solvers to fully-coupled forward-backward stochastic differential equations
Naito, Makoto; Saito, Taiga; Takahashi, Akihiko - 2025
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ML Techniques Integration in Digital Learning Platforms: Students' Dataset Statistical Analysis
Shala Riza, Lediana; Abazi Bexheti, Lejla - In: ENTRENOVA - ENTerprise REsearch InNOVAtion 10 (2025) 1, pp. 22-32
With the use of technology-enhanced learning platforms and an abundance of available educational data, it is possible to analyze student learning behavior and solve problems, improve the learning environment, and make data-driven decisions. A virtual learning environment effectively provide...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015403947
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Eco-innovative transformation of the urban infrastructure of Ukraine on the way to post-war recovery
Kryshtal, Halyna; Tomakh, Viktoriia; Ivanova, Tetiana; … - In: Financial and Credit Activity: Problems of Theory and … 2 (2024) 55, pp. 391-408
The study is aimed at summarizing the processes of eco-innovative (green) transformation of urban infrastructure and researching possible prospects for the development of Ukraine in this context. In the course of the research, the possibilities of "green" transformation of urban infrastructure...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014526873
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Leading a post-pandemic workforce : understanding employees’ changing work ethic
Arciniega, Luis M.; Woehr, David J.; González, Luis - In: Business research quarterly : BRQ 27 (2024) 1, pp. 26-39
A recent cross-cultural study suggests employees may be classified, based on their scores on a measure of work ethic, into three profiles labeled as "live to work," "work to live," and "work as a necessary evil." The present study assesses whether these profiles were stable before and after an...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014500827
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Employee perceptions of their work environment, work passion, and work intentions : a replication study using three samples
Peyton, Taylor; Zigarmi, Drea - In: Business research quarterly : BRQ 27 (2024) 2, pp. 121-143
This study contributes to the emerging literature on the employee work passion appraisal (EWPA) model, by replicating structural equation modeling across three samples (total n = 4,613). We examine passion for work as a mediator of employees' work environment characteristics and work intentions....
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Optimal consumption for recursive preferences with local substitution under risk
Li, Hanwu; Riedel, Frank - 2024
We explore intertemporal preferences that are recursive and account for local intertemporal substitution. First, we establish a rigorous foundation for these preferences and analyze their properties. Next, we examine the associated optimal consumption problem, proving the existence and...
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The opportunity cost of not repurposing public expenditure in food and agriculture in sub-Saharan African countries : background paper for The State of Food and Security and Nutrition in the World 2024
Sánchez, Marco V.; Cicowiez, Martín; Pernechele, Valentina - 2024
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A fuzzy fractional power series approximation and Taylor expansion for solving fuzzy fractional differential equation
Singh, Payal; Gazi, Kamal Hossain; Rahaman, Mostafijur; … - In: Decision analytics journal 10 (2024), pp. 1-16
Fuzzy fractional differential has the strength to capture the senses of memory and uncertainty simultaneously involved in dynamical systems. However, a solution for fuzzy fractional differential equations is not always found regularly. This paper discusses a numerical solution approach for the...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014541871
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A stochastically correlated bivariate square-root model
Silva, Allan Jonathan da; Baczynski, Jack; Vicente, … - In: International Journal of Financial Studies : open … 12 (2024) 2, pp. 1-24
We introduce a novel stochastically correlated two-factor (i.e., bivariate) diffusion process under the square-root format, for which we analytically obtain the corresponding solutions for the conditional moment-generating functions and conditional characteristic functions. Such solutions...
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Modelling the industrial production of electric and gas utilities through the CIR3 model
Ceci, Claudia; Bufalo, Michele; Orlando, Giuseppe - In: Mathematics and financial economics 18 (2024) 1, pp. 1-25
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Management of marketing risks in sustainable development
Ostapchuk, Anatolii; Karpenko, Larysa; Abuselidze, George; … - In: E3S Web of Conferences 371 (2023), pp. 1-7
The article examines the essence and analyzes the types of marketing risks. The classification of marketing risks by internal and external factors of influence on marketing activity and “4R” marketing tools has been improved. Considerable attention is paid to the role of marketing research...
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Trade in Times of Uncertainty
Matzner, Anna; Meyer, Birgit; Oberhofer, Harald - 2023
This paper analyses the direct and indirect trade volume and trade cost effects of uncertainty on international trade and economic welfare using a structural gravity framework for a panel of 97 developed and developing countries from 2000 to 2018. Our results suggest that an increase in...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014290194
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The infinite-horizon investment-consumption problem for Epstein-Zin stochastic differential utility. I : foundations
Herdegen, Martin; Hobson, David G.; Jerome, Joseph - In: Finance and stochastics 27 (2023) 1, pp. 127-158
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Trade in times of uncertainty
Matzner, Anna Hilda; Meyer, Birgit; Oberhofer, Harald - 2023
This paper analyses the direct and indirect trade volume and trade cost effects of uncertainty on international trade and economic welfare using a structural gravity framework for a panel of 97 developed and developing countries from 2000 to 2018. Our results suggest that an increase in...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013550200
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Grassmannian Flows and Applications to Nonlinear Partial Differential Equations
Beck, Margaret; Doikou, Anastasia; Malham, Simon; … - 2023
We show how solutions to a large class of partial differential equations with nonlocal Riccati-type nonlinearities can be generated from the corresponding linearized equations, from arbitrary initial data. It is well known that evolutionary matrix Riccati equations can be generated by projecting...
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Discount models
Filipović, Damir - In: Finance and stochastics 27 (2023) 4, pp. 933-946
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Improving the expert and analytical activities of the external state audit bodies : the case of foreign experience in the sphere of tourism
Sembiyeva, Lyazzat; Shanaibayeva, Zhuldyz; Teczke, Maciej; … - In: Montenegrin journal of economics 19 (2023) 3, pp. 179-189
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Analysis of numerical integration schemes for the Heston model : a case study based on the pricing of investment certificates
Fusaro, Michelangelo; Giribone, Pier Giuseppe; Tissone, … - In: Risk management magazine 18 (2023) 2, pp. 13-26
The Heston model is one of the most used techniques for estimating the fair value and the risk measures associated with investment certificates. Typically, the pricing engine implements a significant number of projections of the underlying until maturity, it calculates the pay-off for all the...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014383148
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New asymptotic expansion formula via Malliavin calculus and its application to rough differential equation driven by fractional Brownian motion
Takahashi, Akihiko; Yamada, Toshihiro - 2023 - This version: July 3, 2023
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014383870
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Investment attractiveness of Ukraine's economy as a dominant factor in attracting international capital : analysis, prospects, priorities
Mashchenko, Olha; Pavlova, Halina; Аtamas, Oleksandr - In: Baltic Journal of Economic Studies 9 (2023) 5, pp. 164-168
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Study of critical factors of social tension in regional systems
Gavkalova, Nataliia; Stepanenko, Nataliia; Ponomarenko, … - In: Baltic Journal of Economic Studies 9 (2023) 3, pp. 66-76
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The design and evaluation of a picture fuzzy mining safety system with picture fuzzy differential equations
Mondal, Debapriya; Garai, Totan; Roy, Gopal Chandra; … - In: Decision analytics journal 9 (2023), pp. 1-12
The mining industry continues to play a significant role in developing the economy in developing countries. The need for minerals influences the magnitude of the mining industry, and safety concerns have taken on considerable importance in this sector. Equipment failure and breakdown will...
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Optimal investment and reinsurance strategies under 4/2 stochastic volatility model
Wang, Wenyuan; Muravey, Dmitry; Shen, Yang; Zeng, Yan - 2023
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Revolutionizing marketing : unveiling the quantum theory of consumer engagement
Torres, Camila Dayanna Torres; Maussa, Andrés Juan Patiño - In: Journal of business 15 (2023) 1, pp. 63-82
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Consumer's online brand-related activities in Instagram and their impact on word-of-mouth
Nastisin, Ludovit; Kmec, Kvetoslav; Kral, Stefan - In: Marketing i menedžment innovacij : m&mi 14 (2023) 2, pp. 44-50
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Innovative management of biomass cost value based on accounting and analysis of production costs of agricultural activities
Zadorozhnyi, Zenovii-Mykhaylo; Muravskyi, Volodymyr; … - In: Marketing i menedžment innovacij : m&mi 14 (2023) 4, pp. 99-111
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A prey-refuge harvesting model using intuitionistic fuzzy sets
Acharya, Ashish; Mahata, Animesh; Sil, Nikhilesh; … - In: Decision analytics journal 8 (2023), pp. 1-11
This study considers the classical Lotka-Volterra model for a prey-predator system with harvesting effort and catchability coefficients for both species incorporating a new prey-refuge parameter. Trapezoidal intuitionistic fuzzy numbers are considered to describe the initial values of the prey...
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A neutrosophic differential equation approach for modelling glucose distribution in the bloodstream using neutrosophic sets
Acharya, Ashish; Mahata, Animesh; Mukherjee, Supriya; … - In: Decision analytics journal 8 (2023), pp. 1-11
Neutrosophic sets are a generalization of fuzzy sets and intuitionistic fuzzy sets. They play an important role in addressing uncertainty, vagueness, and indeterminacy in problem-solving. Differential equations in a neutrosophic environment under Hukuhara differentiability are used to model the...
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Credit risk pricing in a consumption-based equilibrium framework with incomplete accounting information
Ma, Junchi; Ogunsolu, Mobolaji; Qiu, Jinniao; Sezer, … - In: Mathematical finance : an international journal of … 33 (2023) 3, pp. 666-708
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Lanchester's differential equations as operational command decision making tools
Kostić, Mladen; Jovanović, Aca - In: Serbian journal of management : an international … 18 (2023) 1, pp. 71-92
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Dynamic Risk Measures for Processes Via Reflected Backward Stochastic Differential Equations with Time Delayed Generators
Li, Zhimin; Zhou, Min; Yan, Rui - 2023
In this paper, we study the problem of dynamic convex risk measures via reflected backward stochastic differential equations with time delayed generators (RBSDEs with time delayed generators, in short). Under some assumptions on the generators of the equations, we prove that the RBSDEs with a...
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A probabilistic solution to high-dimensional continuous-time macro and finance models
Ji, Huang - 2023
This paper introduces the probabilistic formulation of continuous-time economic models: forward stochastic differential equations (SDE) govern the dynamics of backward-looking variables, and backward SDEs capture that of forward-looking variables. Deep learning streamlines the search for the...
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New asymptotic expansion formula via Malliavin calculus and its application to rough differential equation driven by fractional Brownian motion
Takahashi, Akihiko; Yamada, Toshihiro - 2023 - This version: July 3, 2023
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014331906
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Application of Malliavin Calculus and Wiener Chaos to Option Pricing Theory (1st Phd Manuscript)
Benhamou, Eric - 2023
This dissertation provides a contribution to the option pricing literature by means of some recent developments in probability theory, namely the Malliavin Calculus and the Wiener chaos theory. It sheds new light on some old and complicated problems by means of these new techniques. It...
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An invitation to stochastic differential equations in healthcare
Breda, Dimitri; Canci, Jung Kyu; D'Ambrosio, Raffaele - In: Quantitative Models in Life Science Business : From …, (pp. 97-110). 2023
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014226389
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Empirical relationship between social cohesion and economic growth in Pakistan : a time series analysis
Zafar, Rabia; Ali, Asghar; Khurshid, Zunaira - In: Pakistan journal of applied economics : PJAE 33 (2023) 1, pp. 17-31
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Pareto optimal cooperative control of mean-field backward stochastic differential system in finite horizon
Saranya, G.; Deepa, R.; Muthukumar, P. - In: Dynamic games and applications : DGA 15 (2025) 1, pp. 279-305
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Equilibria in the large-scale competition for market share in a commodity with resource-buying
Brown, Luke C.; Ambrose, David M. - In: Dynamic games and applications : DGA 15 (2025) 1, pp. 48-73
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Holistic view of intuition and analysis in leadership decision-making and problem-solving
Hallo, Leonie - In: Administrative Sciences 12 (2022) 1, pp. 1-25
Making decisions is a key task for leaders and managers. Senior leaders are currently exposed to increasing amounts of data which they must process quickly in our current dynamic world. Complex factors in the business world are not always best approached through an analytical framework. Using...
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How to re-enchant workplaces and organizations? An introduction to the special issue
Beltrán Martín, Inmaculada; Rodríguez Sánchez, Alma Ma - In: BRQ Business Research Quarterly 25 (2022) 1, pp. 2-7
Enchanting work is a polysemic term that can account for multiple interpretations. It can be defined as a feeling of being connected in an affirmative way to existence. In organizational terms, enchanted workplaces are places of wonder that allow people to be active agents, who can impact on...
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Marktorientierte Gestaltung von Geschäftsmodellen in der Musikbranche: Praxisorientierte Anwendungsfälle der Blockchain-Technologie
Baierl, Ronny; Reichel, Adrian - In: HMD Praxis der Wirtschaftsinformatik 59 (2022) 5, pp. 1380-1394
Der vorliegende Beitrag dient der Gewinnung von Erkenntnissen über die Geschäftsmodelle von Blockchain-Anwendungen in der Musikbranche. Für diesen Zweck wird zunächst prägnant grundlegendes Fachwissen in Bezug auf die Blockchain-Technologie, die Musikbranche sowie Geschäftsmodelle im...
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The formation of strategic portfolio of the development of risk management in telecommunications enterprises during martial law and post-war conditions
Vynogradova, Olena; Pysar, Nadiia; Zakharzhevska, Alina - In: Technology audit and production reserves 6 (2022) 4/68, pp. 12-16
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Developing Fractional Stochastic Differential Equations with Stochastic Interest Rate Following the CIR Model
El Hajaji, Abdelmajid; Bayad, Siham; Hilal, Khalid; El … - 2022
In the light of present-day research, as we all know, the financial market owns the characteristics of self-similarity and long-range dependence and Fractional Brownian motion has these properties. From that point, The model with fractional stochastic volatility could be more businesslike than...
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Economic and distributional impacts of the proposed new Enveloped Property Transactions Tax : report for Government of Jersey Economics Unit
Head, Tiffany; Jones, Siôn; Koch, Laura; Pate, Luke - 2022
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How to re-enchant workplaces and organizations? : an introduction to the special issue
Beltrán Martín, Inmaculada; Rodríguez Sánchez, Alma Ma - In: Business research quarterly : BRQ 25 (2022) 1, pp. 2-7
Enchanting work is a polysemic term that can account for multiple interpretations. It can be defined as a feeling of being connected in an affirmative way to existence. In organizational terms, enchanted workplaces are places of wonder that allow people to be active agents, who can impact on...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012806064
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Holistic view of intuition and analysis in leadership decision-making and problem-solving
Hallo, Leonie; Nguyen Tiep - In: Administrative Sciences : open access journal 12 (2022) 1, pp. 1-25
Making decisions is a key task for leaders and managers. Senior leaders are currently exposed to increasing amounts of data which they must process quickly in our current dynamic world. Complex factors in the business world are not always best approached through an analytical framework. Using...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012816322
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Diffusion on the peer-to-peer network
Riposo, Julien - In: Journal of risk and financial management : JRFM 15 (2022) 2, pp. 1-45
In a peer-to-peer complex environment, information is permanently diffused. Such an environment can be modeled as a graph, where there are flows of information. The interest of such modeling is that (1) one can describe the exchanges through time from an initial state of the network, (2) the...
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Aboodh and Mahgoub Transform in Boundary Value Problems of System of Ordinary Differential Equations
Patil, Dinkar - 2022
Integral transforms plays important role in solving differential equations and integral equations. In this paper we discuss application of Aboodh transform and Mahgoub transform in solvingboundary value problem of system of ordinary differential equations and result shows that Aboodhtransform...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013295992
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Partial Information, Return Predictability and Identification of Linear Stochastic Differential Equations
Buccheri, Giuseppe - 2022
Asset allocation and option pricing models are often formulated by means of linear stochastic differential equations. We show that this class of models is not identifiable from information contained in discrete-time data when the expected return process is unobservable. The indeterminacy arises...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013296829
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