//--> //--> //-->
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
~isPartOf:"Diskussionsbeiträge / Fachbereich Wirtschaftswissenschaft, Universität Saarbrücken"
~isPartOf:"Finance and stochastics"
~isPartOf:"Journal of mathematical finance"
~subject:"Unvollkommener Markt"
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: subject_exact:"Differentialrechnung"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Unvollkommener Markt
Analysis
25
Mathematical analysis
25
Stochastic process
18
Stochastischer Prozess
18
Option pricing theory
14
Optionspreistheorie
14
Theorie
10
Theory
10
Portfolio selection
4
Portfolio-Management
4
Estimation theory
3
Experiment
3
Schätztheorie
3
Volatility
3
Volatilität
3
Backward Stochastic Differential Equation
2
Black-Scholes model
2
Black-Scholes-Modell
2
Control theory
2
Derivat
2
Derivative
2
Factor models
2
Finanzmathematik
2
Incomplete market
2
Kontrolltheorie
2
Mathematical finance
2
Risiko
2
Risikomanagement
2
Risk
2
Risk management
2
Stochastic Differential Equation
2
Asset-or-Nothing Option
1
Asymmetric risk
1
BSDE
1
Backward Stochastic Differential Equation with Jumps
1
Backward stochastic differential equation
1
Backward stochastic differential equations
1
Bismut-Elworthy-Li formula
1
Black-Scholes Partial Differential Equation
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Avanesyan, Levon
1
Shkolnikov, Mykhaylo
1
Sircar, Kaushik Ronnie
1
Xing, Hao
1
Published in...
All
Diskussionsbeiträge / Fachbereich Wirtschaftswissenschaft, Universität Saarbrücken
Finance and stochastics
Journal of mathematical finance
Annals of finance
1
Insurance / Mathematics & economics
1
Mathematical methods of operations research
1
SFB 649 discussion paper
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Construction of a class of forward performance processes in stochastic factor models, and an extension of Widder's theorem
Avanesyan, Levon
;
Shkolnikov, Mykhaylo
;
Sircar, Kaushik …
- In:
Finance and stochastics
24
(
2020
)
4
,
pp. 981-1011
Persistent link: https://www.econbiz.de/10012518139
Saved in:
2
Consumption-investment optimization with Epstein-Zin utility in incomplete markets
Xing, Hao
- In:
Finance and stochastics
21
(
2017
)
1
,
pp. 227-262
Persistent link: https://www.econbiz.de/10011944363
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->