On pathwise functional Itô calculus and its applications to mathematical finance
vorgelegt von Iryna Voloshchenko aus ; Referent: Professor Dr. Alxander Schied
| Year of publication: |
2016
|
|---|---|
| Authors: | Voloshchenko, Iryna |
| Other Persons: | Schied, Alexander (degree supervisor) |
| Institutions: | Universität Mannheim (degree granting) |
| Publisher: |
Mannheim |
| Subject: | Pathwise Itô calculus | Föllmer integral | functional Itô formula | portfolio analysis | market portfolio | portfolio generating functionals | functional master formula on path space | entropy weighting | Stochastik | Finanzmathematik | Robuste Statistik |
| Extent: | 1 Online-Ressource |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Online-Ressource ; Graue Literatur ; Non-commercial literature |
| Language: | English ; German |
| Thesis: | Dissertation, Universität Mannheim, 2016 |
| Notes: | Zusammenfassung in deutscher Sprache |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012321250