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~institution:"University of Bonn, Germany"
~language:"und"
~subject:"Brownian motion"
~subject:"Nonlinear stochastic differential equation"
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Search: person:"Christopeit, Norbert"
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Brownian motion
Nonlinear stochastic differential equation
Portfolio strategy
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A Bayes- formula approach
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Adaptive control
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Contingent claim valuation
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Control problems
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Distributions of earthquake
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Extreme value distributions
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Financial markets
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Martingale measures
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Nonlinear filter
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Option pricing
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Seminartingale theory
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Statistics of extremes
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Statistics of random processes
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hedging
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incomplete markets
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stochastic integration
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Christopeit, Norbert
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University of Bonn, Germany
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Discussion Paper Serie B
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Some comments on a simple nonlinear filter
Christopeit, Norbert
-
University of Bonn, Germany
Persistent link: https://www.econbiz.de/10005028437
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Some comments on a simple nonlinear filter with application to adaptive control
Christopeit, Norbert
-
University of Bonn, Germany
Persistent link: https://www.econbiz.de/10005028496
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