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Year of publication
Subject
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Finanzmathematik 3 Optionspreistheorie 2 Stochastischer Prozess 2 Differentialgleichung 1 Extremwertstatistik 1 Financial Engineering 1 Funktionalanalysis 1 Hilbert-Raum 1 Kontrollsystem 1 Lehrbuch 1 Monte-Carlo-Simulation 1 Optimierung 1 Portfolio Selection 1 Portfolio management /Mathematical models 1 Regelungssystem 1 Schätztheorie 1 Spieltheorie 1 Stabilität 1 Stochastische Analysis 1 Stochastische Kontrolltheorie 1 Stochastisches Modell 1 Versicherungsmathematik 1 Warteschlangentheorie 1
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Type of publication
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Book / Working Paper 12
Language
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English 7 Undetermined 5
Author
All
Musiela, Marek 2 Rutkowski, Marek 2 Balakrishnan, Alampallam V. 1 Borovkov, Aleksandr A. 1 Chaśminskij, Rafail Z. 1 Embrechts, Paul 1 Fernholz, Erhard Robert 1 Glasserman, Paul 1 Hijab, Omar 1 Ibragimov, Il'dar A. 1 Karatzas, Ioannis 1 Klüppelberg, Claudia 1 Mikosch, Thomas 1 Shreve, Steven E. 1 Steele, John Michael 1 Vorob¤ev, Nikolaj N. 1
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Published in...
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Applications of mathematics : stochastic modeling and applied probality ; stochastic mechanics, random media, signal processing and image synthesis, mathematical economics, stochastic optimization and finance stochastic control 12
Source
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USB Cologne (EcoSocSci) 12
Showing 1 - 10 of 12
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Monte Carlo methods in financial engineering
Glasserman, Paul - 2003
Persistent link: https://www.econbiz.de/10004835643
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Stochastic portfolio theory
Fernholz, Erhard Robert - 2002
Persistent link: https://www.econbiz.de/10004754275
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Stochastic calculus and financial applications
Steele, John Michael - 2001
Persistent link: https://www.econbiz.de/10004608564
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Martingale methods in financial modelling
Musiela, Marek; Rutkowski, Marek - 1998 - Corr. 2. print.
Persistent link: https://www.econbiz.de/10004592440
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Methods of mathematical finance
Karatzas, Ioannis; Shreve, Steven E. - 1998
Persistent link: https://www.econbiz.de/10004040539
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Martingale methods in financial modelling
Musiela, Marek; Rutkowski, Marek - 1997
Persistent link: https://www.econbiz.de/10004317444
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Modelling extremal events for insurance and finance
Embrechts, Paul; Klüppelberg, Claudia; Mikosch, Thomas - 1997
Persistent link: https://www.econbiz.de/10004307347
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Stabilization of control systems
Hijab, Omar - 1987 - 1. [Dr.]
Persistent link: https://www.econbiz.de/10004390200
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Statistical estimation : asymptotic theory
Ibragimov, Il'dar A.; Chaśminskij, Rafail Z. - 1981
Persistent link: https://www.econbiz.de/10004558838
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Game theory : lectures for economists and systems scientists
Vorob¤ev, Nikolaj N. - 1977
Persistent link: https://www.econbiz.de/10009605113
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