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~isPartOf:"Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz"
~type_genre:"Graue Literatur"
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Analysis
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Kohlmann, Michael
5
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Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
Discussion papers of interdisciplinary research project 373
17
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
13
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12
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Neyman-Pearson hedging and dynamic measures of risk
Kohlmann, Michael
-
2000
Persistent link: https://www.econbiz.de/10001475180
Saved in:
2
Utility maximization and duality
Leitner, Johannes
-
2000
Persistent link: https://www.econbiz.de/10001544835
Saved in:
3
Convergence of arbitrage-free discrete time Markovian market models
Leitner, Johannes
-
2000
Persistent link: https://www.econbiz.de/10001450616
Saved in:
4
BSDES with stochastic Lipschitz condition
Bender, Christian
;
Kohlmann, Michael
-
2000
Persistent link: https://www.econbiz.de/10001450618
Saved in:
5
(Reflected) backward stochastic differential equations and contingent claims
Kohlmann, Michael
-
1999
Persistent link: https://www.econbiz.de/10001387121
Saved in:
6
The informed and uninformed agent's price of a contingent claim
Kohlmann, Michael
;
Zhou, Xun Yu
-
1999
Persistent link: https://www.econbiz.de/10001387122
Saved in:
7
Backward stochastic differential equations and stochastic controls : a new perspective
Kohlmann, Michael
;
Zhou, Xun Yu
-
1999
Persistent link: https://www.econbiz.de/10001381857
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