//--> //--> //-->
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
~person:"Kabanov, Jurij M."
~subject:"Theory"
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:"Levy process"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Theory
Lévy process
2
Stochastic process
2
Stochastischer Prozess
2
Autoregression with random coefficients
1
Bellman function
1
Consumption-investment problem
1
Distributional equation
1
Dual models
1
Dynamic programming
1
Dynamische Optimierung
1
HJB equation
1
Lyapunov function
1
Option pricing theory
1
Optionspreistheorie
1
Price process
1
Probability theory
1
Renewal theory
1
Ruin probabilities
1
Theorie
1
Transaction costs
1
Transaktionskosten
1
Wahrscheinlichkeitsrechnung
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Kabanov, Jurij M.
Seo, Sang Byung
2
Wachter, Jessica
2
Abraham, Rebecca
1
Barndorff-Nielsen, Ole E.
1
Bito, Christian
1
Bladt, Mogens
1
Brockwell, Peter J.
1
Callander, Steven
1
Chen, Yu-Fu
1
Chernozhukov, Victor
1
Chetverikov, Denis
1
Cont, Rama
1
Dahlbokum, Achim
1
Dumas, Bernard
1
Esche, Felix
1
Funke, Michael
1
Grothe, Oliver
1
Haug, Stephan
1
Hitaj, Asmerilda
1
Ho, Tak Yui
1
Härtel, Maximilian
1
Itkin, Andrey
1
Jevtić, Petar
1
Kamihigashi, Takashi
1
Kato, Kengo
1
Klüppelberg, Claudia
1
Li, Jinzhu
1
Lindner, Alexander
1
Lépinette, Emmanuel
1
Matouschek, Niko
1
Mba, Jules Clement
1
Mercuri, Lorenzo
1
Mildenhall, Stephen J.
1
Mwambi, Sutene Mwambetania
1
Müller, Wolf
1
Nielsen, Bo Friis
1
Peralta, Oscar
1
Perera, Ryle S.
1
Qin, Chengwei
1
more ...
less ...
Published in...
All
Finance and stochastics
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Consumption-investment problem with transaction costs for Lévy-driven price processes
Vallière, Dimitri De
;
Kabanov, Jurij M.
;
Lépinette, …
- In:
Finance and stochastics
20
(
2016
)
3
,
pp. 705-740
Persistent link: https://www.econbiz.de/10011531437
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->