Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
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: isPartOf_id:10003204148
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
9
Theory
9
Stochastic process
4
Stochastischer Prozess
4
Investitionsentscheidung
3
Investment decision
3
Option pricing theory
3
Optionspreistheorie
3
Portfolio selection
3
Portfolio-Management
3
Production
2
Produktion
2
Search theory
2
Suchtheorie
2
Asymmetric information
1
Asymmetrische Information
1
Bayes-Statistik
1
Bayesian inference
1
Business start-up
1
Capital income
1
Control theory
1
Dynamic programming
1
Dynamische Optimierung
1
Erwartungsnutzen
1
Estimation
1
Expected utility
1
Financial investment
1
Financial market
1
Finanzmarkt
1
Hedging
1
Intertemporal choice
1
Intertemporale Entscheidung
1
Kapitalanlage
1
Kapitaleinkommen
1
Kontrolltheorie
1
Multivariate Analyse
1
Multivariate analysis
1
Production capacity
1
Produktionskapazität
1
Real options analysis
1
more ...
less ...
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Aufsatz im Buch
9
Book section
9
Language
All
English
9
Author
All
Stettner, Łukasz
2
Arkin, Vadin I.
1
Bingham, Nick H.
1
Davis, Mark H. A.
1
DiMasi, Giovanni B.
1
Fajadro, José
1
Gasbarra, Dario
1
Kabanov, Jurij M.
1
Kijima, Masaaki
1
Mordecki, Ernesto
1
Pham, Huyên
1
Rásonyi, Miklós
1
Schmidt, Rafael
1
Slastnikov, Aleksandr D.
1
Valkeila, Esko
1
Vostrikova, Lioudmilla
1
more ...
less ...
Published in...
All
From stochastic calculus to mathematical finance : the Shiryaev Festschrift ; [Second Bachelier Colloquium on Stochastic Calculus and Probability, Metabief, France, January 9 - 15, 2005]
9
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Optimal time to invest under tax exemptions
Arkin, Vadin I.
;
Slastnikov, Aleksandr D.
- In:
From stochastic calculus to mathematical finance : the …
,
(pp. 17-32)
.
2006
Persistent link: https://www.econbiz.de/10003287147
Saved in:
2
Interplay between distributional and temporal dependence : an empirical study with high-frequency asset returns
Bingham, Nick H.
;
Schmidt, Rafael
- In:
From stochastic calculus to mathematical finance : the …
,
(pp. 69-90)
.
2006
Persistent link: https://www.econbiz.de/10003287150
Saved in:
3
Optimal hedging with basis risk
Davis, Mark H. A.
- In:
From stochastic calculus to mathematical finance : the …
,
(pp. 169-187)
.
2006
Persistent link: https://www.econbiz.de/10003287153
Saved in:
4
Remarks on risk neutral and risk sensitive portfolio optimization
DiMasi, Giovanni B.
;
Stettner, Łukasz
- In:
From stochastic calculus to mathematical finance : the …
,
(pp. 211-226)
.
2006
Persistent link: https://www.econbiz.de/10003287158
Saved in:
5
A note on pricing, duality and symmetry for two-dimensional lévy markets
Fajadro, José
;
Mordecki, Ernesto
- In:
From stochastic calculus to mathematical finance : the …
,
(pp. 249-256)
.
2006
Persistent link: https://www.econbiz.de/10003287162
Saved in:
6
Enlargement of filtration and additional information in pricing models : Bayesian approach
Gasbarra, Dario
;
Valkeila, Esko
;
Vostrikova, Lioudmilla
- In:
From stochastic calculus to mathematical finance : the …
,
(pp. 257-285)
.
2006
Persistent link: https://www.econbiz.de/10003287165
Saved in:
7
A consumption-investment problem with production possibilities
Kabanov, Jurij M.
;
Kijima, Masaaki
- In:
From stochastic calculus to mathematical finance : the …
,
(pp. 315-332)
.
2006
Persistent link: https://www.econbiz.de/10003287167
Saved in:
8
Explicit solution to an irreversible investement model with a stochastic production capacity
Pham, Huyên
- In:
From stochastic calculus to mathematical finance : the …
,
(pp. 547-565)
.
2006
Persistent link: https://www.econbiz.de/10003287171
Saved in:
9
On the existence of optimal portfolios for the utility maximization problem in discrete time financial market models
Rásonyi, Miklós
;
Stettner, Łukasz
- In:
From stochastic calculus to mathematical finance : the …
,
(pp. 589-608)
.
2006
Persistent link: https://www.econbiz.de/10003287180
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
FAQ-Assistent (beta)
×
Loading...
