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~person:"Ignatieva, Ekaterina"
~subject:"growth optimal portfolio"
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growth optimal portfolio
Hedging
2
Portfolio selection
2
Portfolio-Management
2
7901 05-05-14; 7835/0206
1
Anleihe
1
Bond
1
CAPM
1
Derivat
1
Derivative
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Estimation theory
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Long-dated bond pricing
1
Option pricing theory
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Optionspreistheorie
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Schätztheorie
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Yield curve
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Zinsstruktur
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constant elasticity of variance model
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derivative hedging
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diffusion coefficient function
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Ignatieva, Ekaterina
Platen, Eckhard
58
Zhu, Qiji Jim
6
Miller, Shane
5
Rendek, Renata
5
Baldeaux, Jan
4
Heath, David
4
Maier-Paape, Stanislaus
4
Breymann, Wolfgang
3
Bruti-Liberati, Nicola
3
PLATEN, ECKHARD
3
Runggaldier, Wolfgang
3
West, Jason
3
Dewasurendra, Sagara
2
Fung, Man Chung
2
Ignatieva, Katja
2
Judice, Pedro
2
Kelly, Leah
2
Le, Truc
2
Nikitopoulos-Sklibosios, Christina
2
Stahl, Gerhard
2
Al-Aradi, Ali
1
Becherer, Dirk
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Buhlmann, Hans
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CHRISTENSEN, MORTEN MOSEGAARD
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Fergusson, Kevin
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Filipovic, Damir
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Hulley, Hardy
1
Jaimungal, Sebastian
1
Jaschke, S.
1
Leisen, Dietmar
1
MILLER, SHANE M.
1
Marquardt, T.
1
Miller, Shane M
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Nikeghbali, Ashkan
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Applied mathematical finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
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ECONIS (ZBW)
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A hybrid model for pricing and hedging of long-dated bonds
Baldeaux, Jan
;
Fung, Man Chung
;
Ignatieva, Ekaterina
; …
- In:
Applied mathematical finance
22
(
2015
)
3/4
,
pp. 366-398
Persistent link: https://www.econbiz.de/10011436216
Saved in:
2
A tractable model for indices approximating the
growth
optimal
portfolio
Baldeaux, Jan
;
Ignatieva, Ekaterina
;
Platen, Eckhard
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
18
(
2014
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10010347344
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