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~subject:"Stochastischer Prozess"
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Search: subject:"Geometric Brownian Motion"
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Stochastischer Prozess
Stochastic process
79
geometric Brownian motion
51
Geometric Brownian motion
48
Option pricing theory
47
Optionspreistheorie
47
Theorie
42
Theory
41
Geometric Brownian Motion
31
Portfolio selection
17
Portfolio-Management
17
Derivat
15
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15
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14
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14
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13
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12
optimal stopping
10
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9
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9
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9
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9
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9
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8
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8
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7
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7
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Chan, Leunglung
4
Feng, Runhuan
4
Gapeev, Pavel V.
3
Jeanblanc, Monique
3
Min, K. Jo
3
Volkmer, Hans W.
3
Dastranj, Elham
2
Diasakos, Theodoros M.
2
Eisenberg, Julia
2
Fabozzi, Frank J.
2
Gao, Min
2
Hooper, Vincent J.
2
Kim, Young Shin
2
Kutalia, Tsotne
2
Li, Dong
2
Lian, Yu-Min
2
Peskir, Goran
2
Pointon, John
2
Račev, Svetlozar T.
2
Song, Xiaojing
2
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2
Tippett, Mark
2
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2
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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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International journal of theoretical and applied finance
6
Journal of mathematical finance
6
Insurance / Mathematics & economics
5
Mathematics and financial economics
4
International journal of financial engineering
3
The European journal of finance
3
Econometric reviews
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2
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1
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1
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IEEE transactions on engineering management : EM
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IMA journal of management mathematics
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International Journal of Energy Economics and Policy : IJEEP
1
International journal of business
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International journal of economic perspectives : IJEP
1
International journal of sustainable economy : IJSE
1
International journal of theoretical and applied finance : IJTAF
1
Inventi impact: international trade
1
Iranian journal of economic studies : IJES
1
Journal of economic and financial sciences : JEF
1
Journal of economic studies
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Journal of economics and development : JED
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ECONIS (ZBW)
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EconStor
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1
Arbitrage problems with reflected
geometric
Brownian
motion
Buckner, Dean
;
Dowd, Kevin
;
Hulley, Hardy
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014447570
Saved in:
2
A real options model for remanufacturing facility installation decisions
Sadat, Mohammad Ahnaf
;
Kremer, Gül
;
Min, K. Jo
- In:
Decision analytics journal
7
(
2023
),
pp. 1-19
.g., exchange rate volatility, raw material price volatility, etc.), we assume it is characterized by a
geometric
Brownian
motion
…
Persistent link: https://www.econbiz.de/10014436613
Saved in:
3
Pricing options on a mean-reverting asset by the analytical operator splitting method
Lo, C. F.
;
He, Y. W.
- In:
International journal of financial engineering
9
(
2022
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10013367498
Saved in:
4
Gaussian process regression for forecasting gasoline prices in Jordan
Ajlouni, Sameh Asim
;
Alodat, Moh'd Taleb
- In:
International Journal of Energy Economics and Policy : IJEEP
11
(
2021
)
3
,
pp. 502-509
Persistent link: https://www.econbiz.de/10012622773
Saved in:
5
Dynamic portfolio speculation via an informationally more structured ITO process
Feghhi Kashani, Mohamamd
;
Mohebimajd, Ahmadreza
- In:
Iranian journal of economic studies : IJES
10
(
2021
)
2
,
pp. 315-337
Persistent link: https://www.econbiz.de/10013364165
Saved in:
6
Subleading correction to the Asian options volatility in the black-scholes model
Pirjol, Dan
- In:
International journal of theoretical and applied …
26
(
2023
)
2/3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014365668
Saved in:
7
Statistical arbitrage : factor investing approach
Akyildirim, Erdinc
;
Goncu, Ahmet
;
Hekimoglu, Alper
; …
- In:
OR spectrum : quantitative approaches in management
45
(
2023
)
4
,
pp. 1295-1331
Persistent link: https://www.econbiz.de/10014519079
Saved in:
8
Comparison of financial models for stock price prediction
Islam, Mohammad Rafiqul
;
Nguyen, Nguyet
- In:
Journal of risk and financial management : JRFM
13
(
2020
)
8/181
,
pp. 1-19
, artificial neural network, and stochastic process-
geometric
Brownian
motion
. Each of the methods is used to build predictive …
Persistent link: https://www.econbiz.de/10012321966
Saved in:
9
Volatility modelling and VaR : the case of Bitcoin, Ether and Ripple
Ječmínek, Jakub
;
Kukalová, Gabriela
;
Moravec, Lukáš
- In:
Danube : law and economics review
11
(
2020
)
3
,
pp. 253-269
(given by
Geometric
Brownian
Motion
). We conclude that the best method for value-at-risk estimation for cryptocurrencies is …
Persistent link: https://www.econbiz.de/10012309770
Saved in:
10
A new method to solve fuzzy stochastic finance problem
Dash, Jayanta Kumar
;
Panda, Sumitra
;
Panda, Golak Bihari
- In:
Journal of economic studies
49
(
2022
)
2
,
pp. 243-258
Persistent link: https://www.econbiz.de/10013173397
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