//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"2013-2016"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: "Primbs, James"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
2013-2016
Theorie
7
Theory
7
Portfolio selection
6
Portfolio-Management
6
Option pricing theory
4
Optionspreistheorie
4
Hedging
3
Anlageverhalten
2
Arbitrage pricing
2
Behavioural finance
2
Börsenkurs
2
CAPM
2
Derivat
2
Derivative
2
Forecasting model
2
Incomplete market
2
Mathematical programming
2
Mathematische Optimierung
2
Prognoseverfahren
2
Receding horizon control
2
Share price
2
Transaction costs
2
Transaktionskosten
2
Unvollkommener Markt
2
volatility smile
2
Applied mathematical finance
1
Arbitrage Pricing
1
Asset pricing
1
Black-Scholes model
1
Cointegration
1
Computational methods
1
Conditional mean-variance optimization
1
Constraints
1
Control and optimization
1
Control of stochastic systems
1
Control theory
1
Derivatives analysis
1
Derivatives hedging
1
Dynamic hedging
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Primbs, James A.
1
Yamada, Yuji
1
Published in...
All
Quantitative finance
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Pairs trading under transaction costs using model predictive control
Primbs, James A.
;
Yamada, Yuji
- In:
Quantitative finance
18
(
2018
)
6
,
pp. 885-895
Persistent link: https://www.econbiz.de/10011907977
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->