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~subject:"Continuous-time model"
~subject:"stochastic volatility"
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Search: subject:"Continuous Time"
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Continuous-time model
stochastic volatility
Theorie
215
Theory
195
continuous time
114
Stochastischer Prozess
102
Stochastic process
93
Continuous time
86
Game theory
66
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66
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65
Spieltheorie
63
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54
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50
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41
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38
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18
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Continuous Time
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McAleer, Michael
5
Ebina, Takeshi
4
Gao, Jiti
4
Gentle, James E.
4
Härdle, Wolfgang Karl
4
Matsushima, Noriaki
4
Casas, Isabel
3
Fabra, Natalia
3
García, Alfredo
3
Haug, Stephan
3
Hong, Yongmiao
3
Ishida, Isao
3
Oya, Kosuke
3
Alòs, Elisa
2
Czado, Claudia
2
Li, Haitao
2
Moreno, Manuel
2
Mori, Yuichi
2
Nishide, Katsumasa
2
Platania, Federico
2
Allen, Dave
1
Asl, Neda Beheshti
1
Brockhaus, Oliver
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Kaishev, Vladimir K.
1
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1
Klüppelberg, Claudia
1
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1
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
3
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2
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
2
Department of Economics and Finance, College of Business and Economics
1
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
1
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1
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1
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1
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1
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1
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European Journal of Operational Research
1
European journal of operational research : EJOR
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Handbook of economic forecasting ; 1
1
International journal of theoretical and applied finance
1
Journal of mathematical economics
1
KIER Working Papers
1
Mathematics and Computers in Simulation (MATCOM)
1
Operational research : an international journal
1
SFB 373 Discussion Paper
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SFB 373 Discussion Papers
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Statistical Inference for Stochastic Processes
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The European journal of finance
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RePEc
23
ECONIS (ZBW)
13
EconStor
8
BASE
1
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1
A novel two-phase decomposition-based algorithm to solve MINLP pipeline scheduling problem
Asl, Neda Beheshti
;
MirHassani, S. A.
;
Relvas, S.
; …
- In:
Operational research : an international journal
22
(
2022
)
5
,
pp. 4829-4863
Persistent link: https://www.econbiz.de/10013445589
Saved in:
2
The CTMC–Heston model : calibration and exotic option pricing with SWIFT
Leitao, Álvaro
;
Kirkby, J. Lars
;
Ortiz-Garcia, Luis
- In:
The journal of computational finance
24
(
2021
)
4
,
pp. 71-114
Persistent link: https://www.econbiz.de/10012544164
Saved in:
3
Bayesian persuasion with optimal learning
Liao, Xiaoye
- In:
Journal of mathematical economics
97
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013183690
Saved in:
4
Demand uncertainty, product differentiation, and entry timing under spatial competition
Ebina, Takeshi
;
Matsushima, Noriaki
;
Nishide, Katsumasa
-
2017
continuous-time
spatial competition duopoly model a la d'Aspremont et al. (1979). Under a sequential equilibrium, the threshold …
Persistent link: https://www.econbiz.de/10012013675
Saved in:
5
Product differentiation and entry timing in a
continuous-time
spatial competition model with vertical relations
Ebina, Takeshi
;
Matsushima, Noriaki
-
2017
We study the entry timing and location decisions of two exclusive buyer-supplier relationships in a
continuous-time
…
Persistent link: https://www.econbiz.de/10012013677
Saved in:
6
Product differentiation and entry timing in a
continuous-time
spatial competition model with vertical relations
Ebina, Takeshi
;
Matsushima, Noriaki
-
2017
We study the entry timing and location decisions of two exclusive buyer-supplier relationships in a
continuous-time
…
Persistent link: https://www.econbiz.de/10011723843
Saved in:
7
Demand uncertainty, product differentiation, and entry timing under spatial competition
Ebina, Takeshi
;
Matsushima, Noriaki
;
Nishide, Katsumasa
-
2017
continuous-time
spatial competition duopoly model a la d'Aspremont et al. (1979). Under a sequential equilibrium, the threshold …
Persistent link: https://www.econbiz.de/10011671810
Saved in:
8
The investment decision with technological and market uncertainties
Fan, Yunfeng
;
Sarkar, Sudipto
;
Zhang, Chuanqian
- In:
The European journal of finance
25
(
2019
)
2
,
pp. 116-138
Persistent link: https://www.econbiz.de/10012206960
Saved in:
9
ABC of SV: Limited Information Likelihood Inference in Stochastic Volatility Jump-Diffusion Models
Creel, Michael
;
Kristensen, Dennis
-
School of Economics and Management, University of Aarhus
-
2014
We develop novel methods for estimation and filtering of
continuous-time
models with stochastic volatility and jumps …
Persistent link: https://www.econbiz.de/10010892068
Saved in:
10
On some functionals of the first passage times in models with switching stochastic volatility
Gapeev, Pavel V.
;
Brockhaus, Oliver
;
Dubois, Mathieu
- In:
International journal of theoretical and applied finance
21
(
2018
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011845962
Saved in:
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