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  • Search: subject:"Diffusionsapproximation"
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Year of publication
Subject
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Diffusionsapproximation 3 Call-Option 1 Expertenmeinung 1 Kreditmarkt 1 Kreidtmarkt 1 Markovkette 1 Mathematisches Modell 1 Nutzenmaximierung 1 Optionshandel 1 Partielle Information 1 Portfoliomanagement 1 Portfoliooptimierung 1 Stochastische optimale Kontrolle 1
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Online availability
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Free 1
Type of publication
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Book / Working Paper 3
Type of publication (narrower categories)
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Graue Literatur 1 Hochschulschrift 1 Non-commercial literature 1
Language
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English 2 German 1
Author
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Kunst, Robert M. 2 Nagaev, Alexander V. 2 Nagaev, Sergei A. 2 Frey, Rüdiger 1 Sass, Jörn 1 Schütze, Stephan 1 Wunderlich, Ralf 1
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Published in...
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Reihe Ökonomie / Institut für Höhere Studien (IHS), Wien 2
Source
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USB Cologne (EcoSocSci) 2 ECONIS (ZBW) 1
Showing 1 - 3 of 3
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Ein Nutzenmaximierungsproblem mit unvollständiger Information und Expertenmeinungen in einem Finanzmarkt mit Markov-modulierter Drift
Schütze, Stephan - 2016
Persistent link: https://www.econbiz.de/10012315545
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A diffusion approximation to the Markov chains model of the financial market and the expected riskless profit under selling of call and put options
Nagaev, Alexander V.; Nagaev, Sergei A.; Kunst, Robert M. - 2005
Persistent link: https://www.econbiz.de/10004864751
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A diffusion approximation for the riskless profit under selling of discrete time call options : non-identically distributed jumps
Nagaev, Alexander V.; Nagaev, Sergei A.; Kunst, Robert M. - 2005
Persistent link: https://www.econbiz.de/10004864752
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