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~isPartOf:"Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Working paper"
~subject:"Black-Scholes-Modell"
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Search: subject_exact:"Optimal control problem"
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Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
Mathematical finance : an international journal of mathematics, statistics and financial theory
Working paper
CoFE discussion papers
3
Applied mathematical finance
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Journal of mathematical finance
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Operations research proceedings 2001 : selected papers of the International Conference on Operations Research (OR 2001) ; Duisburg, September 3-5, 2001 ; with 38 tables
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ECONIS (ZBW)
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Neyman-Pearson hedging and dynamic measures of risk
Kohlmann, Michael
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2000
Persistent link: https://www.econbiz.de/10001475180
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Backward stochastic differential equations and stochastic controls : a new perspective
Kohlmann, Michael
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Zhou, Xun Yu
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1999
Persistent link: https://www.econbiz.de/10001381857
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3
(Reflected) backward stochastic differential equations and contingent claims
Kohlmann, Michael
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1999
Persistent link: https://www.econbiz.de/10001387121
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