EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: isPartOf_id:10003743756
Narrow search

Narrow search

Year of publication
Subject
All
Theorie 6 Theory 6 Option pricing theory 3 Optionspreistheorie 3 Derivat 2 Derivative 2 Mathematical programming 2 Mathematische Optimierung 2 Portfolio selection 2 Portfolio-Management 2 CAPM 1 Dual optimization problem 1 Duales Optimierungsproblem 1 EU countries 1 EU-Staaten 1 Energiemarkt 1 Energy market 1 Hedging 1 Incomplete market 1 Insolvency 1 Insolvenz 1 Markov chain 1 Markov-Kette 1 Martingal 1 Martingale 1 Measurement 1 Messung 1 Nutzen 1 Risiko 1 Risikomanagement 1 Risikomaß 1 Risk 1 Risk management 1 Risk measure 1 Scientific method 1 USA 1 United States 1 Unvollkommener Markt 1 Utility 1 Weather 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
Carmona, René 2 El Karoui, Nicole 2 Barrieu, Pauline 1 Bielecki, Tomasz R. 1 Elliott, Robert J. 1 Hamadène, Said 1 Henderson, Vicky 1 Hobson, David G. 1 Hoek, John van der 1 Ilhan, Aytac 1 Jeanblanc, Monique 1 Jonsson, Mattias 1 Matoussi, Anis 1 Musiela, Marek 1 Sircar, Kaushik Ronnie 1 Zariphopoulou-Souganidis, Thaleia 1
more ... less ...
Published in...
All
Indifference pricing : theory and applications 9
Source
All
ECONIS (ZBW) 9
Showing 1 - 9 of 9
Cover Image
The single period binomial model
Musiela, Marek; Zariphopoulou-Souganidis, Thaleia - In: Indifference pricing : theory and applications, (pp. 3-43). 2009
Persistent link: https://www.econbiz.de/10003807577
Saved in:
Cover Image
Utility indifference pricing : an overview
Henderson, Vicky; Hobson, David G. - In: Indifference pricing : theory and applications, (pp. 44-73). 2009
Persistent link: https://www.econbiz.de/10003807578
Saved in:
Cover Image
Pricing, hedging, and designing derivatives with risk measures
Barrieu, Pauline; El Karoui, Nicole - In: Indifference pricing : theory and applications, (pp. 77-146). 2009
Persistent link: https://www.econbiz.de/10003807579
Saved in:
Cover Image
From Markovian to partially observable models
Carmona, René - In: Indifference pricing : theory and applications, (pp. 147-180). 2009
Persistent link: https://www.econbiz.de/10003807582
Saved in:
Cover Image
Portfolio optimization
Ilhan, Aytac; Jonsson, Mattias; Sircar, Kaushik Ronnie - In: Indifference pricing : theory and applications, (pp. 183-210). 2009
Persistent link: https://www.econbiz.de/10003807585
Saved in:
Cover Image
Indifference pricing of defaultable claims
Bielecki, Tomasz R.; Jeanblanc, Monique - In: Indifference pricing : theory and applications, (pp. 211-240). 2009
Persistent link: https://www.econbiz.de/10003807588
Saved in:
Cover Image
Applications to weather derivatives and energy contracts
Carmona, René - In: Indifference pricing : theory and applications, (pp. 241-264). 2009
Persistent link: https://www.econbiz.de/10003807590
Saved in:
Cover Image
Duality methods
Elliott, Robert J.; Hoek, John van der - In: Indifference pricing : theory and applications, (pp. 321-386). 2009
Persistent link: https://www.econbiz.de/10003807599
Saved in:
Cover Image
BSDEs and applications
El Karoui, Nicole; Hamadène, Said; Matoussi, Anis - In: Indifference pricing : theory and applications, (pp. 267-320). 2009
Persistent link: https://www.econbiz.de/10003807593
Saved in:
A service of the
zbw
FAQ-Assistent (beta)
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...