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Year of publication
Subject
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Theorie 13 Theory 13 Option pricing theory 8 Optionspreistheorie 8 Stochastic process 7 Stochastischer Prozess 7 Portfolio selection 5 Portfolio-Management 5 Hedging 3 Control theory 2 Financial market 2 Finanzmarkt 2 Finanzmathematik 2 Kontrolltheorie 2 Mathematical finance 2 Monte Carlo simulation 2 Monte-Carlo-Simulation 2 Risikopräferenz 2 Risk attitude 2 Analysis 1 Black-Scholes model 1 Black-Scholes-Modell 1 Börsenkurs 1 CAPM 1 Dynamic programming 1 Dynamische Optimierung 1 Erwartungsnutzen 1 Expected utility 1 Incomplete information 1 Innovation diffusion 1 Innovationsdiffusion 1 Insider trading 1 Insiderhandel 1 Intertemporal choice 1 Intertemporale Entscheidung 1 Linear algebra 1 Lineare Algebra 1 Markov chain 1 Markov-Kette 1 Martingal 1
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Type of publication
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Article 18
Type of publication (narrower categories)
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Aufsatz im Buch 18 Book section 18 Systematic review 1 Übersichtsarbeit 1
Language
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English 18
Author
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Bensoussan, Alain 2 Zhang, Qiang 2 Achdou, Yves 1 Bally, Vlad 1 Bavouzet, Marie-Pierre 1 Corsi, Marco 1 Di Nunno, Giulia 1 Elliott, Robert J. 1 Fernholz, Robert 1 Fouque, Jean-Pierre 1 Föllmer, Hans 1 Geman, Hélyette 1 Gobet, Emmanuel 1 Han, Chuan-Hsiang 1 Hoek, John van der 1 Karatzas, Ioannis 1 Kohatsu-Higa, Arturo 1 Messaoud, Marouen 1 Pagès, Gilles 1 Pham, Huyên 1 Pironneau, Olivier 1 Printems, Jacques 1 Proske, Frank 1 Royal, Andrew J. 1 Runggaldier, Wolfgang J. 1 Schied, Alexander 1 Sulem, Agnès 1 Taksar, Tanya 1 Talay, Denis 1 Weber, Stefan 1 Yang, Dennis Tao 1 Yu, Minjie 1 Zariphopoulou-Souganidis, Thaleia 1 Zhou, T. 1 Øksendal, Bernt K. 1
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Published in...
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Mathematical modeling and numerical methods in finance : special volume 18
Source
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ECONIS (ZBW) 18
Showing 1 - 10 of 18
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Model risk in finance : some modeling and numerical analysis issues
Talay, Denis - 2009
Persistent link: https://www.econbiz.de/10003826903
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Robust preferences and robust portfolio choice
Schied, Alexander; Föllmer, Hans; Weber, Stefan - 2009
Persistent link: https://www.econbiz.de/10003826910
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Stochastic portfolio theory : an overview
Karatzas, Ioannis; Fernholz, Robert - 2009
Persistent link: https://www.econbiz.de/10003826916
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Asymmetric variance reduction for pricing american options
Han, Chuan-Hsiang; Fouque, Jean-Pierre - 2009
Persistent link: https://www.econbiz.de/10003826937
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Downside and drawdown risk characteristics of optimal portfolios in continuous time
Yang, Dennis Tao; Yu, Minjie; Zhang, Qiang - 2009
Persistent link: https://www.econbiz.de/10003826949
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Investment performance measurement under asymptotically linear local risk tolerance
Zariphopoulou-Souganidis, Thaleia; Zhou, T. - 2009
Persistent link: https://www.econbiz.de/10003826961
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Malliavin calculus for pure jump processes and applications to finance
Bavouzet, Marie-Pierre; Messaoud, Marouen; Bally, Vlad - 2009
Persistent link: https://www.econbiz.de/10003826973
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On the discrete time capital asset pricing model
Bensoussan, Alain - 2009
Persistent link: https://www.econbiz.de/10003826995
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Numerical approximation by quantization of control problems in finance under partial observations
Pham, Huyên; Corsi, Marco; Runggaldier, Wolfgang J. - 2009
Persistent link: https://www.econbiz.de/10003827001
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Recombining binomial tree approximations for diffusions
Hoek, John van der - 2009
Persistent link: https://www.econbiz.de/10003827008
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