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Varianzanalyse
Theorie
66
Theory
66
Portfolio selection
56
Portfolio-Management
56
Optionspreistheorie
31
Option pricing theory
27
Stochastischer Prozess
14
Stochastic process
13
Mathematical programming
11
Mathematische Optimierung
11
Black-Scholes model
10
Finanzmathematik
10
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9
Monte Carlo simulation
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Monte-Carlo-Simulation
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Optimal portfolios
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Option trading
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Optionsgeschäft
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Mathematical finance
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Estimation theory
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Martingal
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Schätztheorie
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life insurance
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proxy modeling
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Control theory
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Article
3
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3
Graue Literatur
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English
4
Author
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Korn, Ralf
4
Klüppelberg, Claudia
2
Emmer, Susanne
1
Pupashenko, Mykhailo
1
Wilmott, Paul
1
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Applied mathematical finance
1
Berichte zur Stochastik und verwandten Gebieten
1
International journal of theoretical and applied finance
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
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ECONIS (ZBW)
4
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1
A new variance reduction technique for estimating value-at-risk
Korn, Ralf
;
Pupashenko, Mykhailo
- In:
Applied mathematical finance
22
(
2015
)
1/2
,
pp. 83-98
Persistent link: https://www.econbiz.de/10010505164
Saved in:
2
Optimal portfolios under the threat of a crash
Korn, Ralf
;
Wilmott, Paul
- In:
International journal of theoretical and applied finance
5
(
2002
)
2
,
pp. 171-187
Persistent link: https://www.econbiz.de/10001662970
Saved in:
3
Optimal portfolios with bounded capital at risk
Emmer, Susanne
;
Klüppelberg, Claudia
;
Korn, Ralf
- In:
Mathematical finance : an international journal of …
11
(
2001
)
4
,
pp. 365-384
Persistent link: https://www.econbiz.de/10001620446
Saved in:
4
Optimal portfolios with bounded value-at-risk
Klüppelberg, Claudia
;
Korn, Ralf
-
1998
Persistent link: https://www.econbiz.de/10000682685
Saved in:
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