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~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~person:"Platen, Eckhard"
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7901 05-05-14; 7835/0206
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Derivat
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Derivative
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Estimation theory
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Hedging
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Portfolio selection
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Portfolio-Management
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constant elasticity of variance model
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derivative hedging
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diffusion coefficient function
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growth optimal portfolio
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Platen, Eckhard
Fabozzi, Frank J.
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Baldeaux, Jan
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Blazsek, Szabolcs
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Dark, Jonathan Graeme
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
43
Asia-Pacific financial markets
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
International journal of theoretical and applied finance
4
Research paper / Quantitative Finance Research Group, University of Technology Sydney
4
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
2
Applied mathematical finance
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Australian economic papers
1
Decisions in economics and finance : a journal of applied mathematics
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Discussion papers of interdisciplinary research project 373
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Journal of banking & finance
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Mathematics and financial economics
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Quantitative Finance Research Centre Research Paper
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Quantitative Finance Research Centre, University of Technology, Sydney, Research Paper Number 282
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Research Paper Number 296, Quantitative Finance Research Centre, University of Technology, Sydney, August 2011
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Research Paper Number: 253, Quantitative Finance Research Centre, University of Technology, Sydney
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Research Paper Number: 297, Quantitative Finance Research Centre, University of Technology, Sydney
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Research paper series / Swiss Finance Institute
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Springer Finance
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Springer finance
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Swiss Finance Institute Research Paper
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The Kyoto economic review
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The journal of asset management
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University of Technology, Sydney, Quantitative Finance Research Centre, Research Paper
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A tractable model for indices approximating the growth optimal portfolio
Baldeaux, Jan
;
Ignatieva, Ekaterina
;
Platen, Eckhard
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
18
(
2014
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10010347344
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