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  • Search: subject:"Principle of Estimation and Control"
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Year of publication
Subject
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Dynamic programming 1 Dynamische Optimierung 1 Hedging 1 Markov chain 1 Markov-Kette 1 Option pricing theory 1 Optionspreistheorie 1 PEC 1 Principle of Estimation and Control 1 Sensitivity analysis 1 Sensitivitätsanalyse 1 Theorie 1 Theory 1
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Type of publication
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Book / Working Paper 1
Type of publication (narrower categories)
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Hochschulschrift 1 Thesis 1
Language
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German 1
Author
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Pfeifer, Dietmar 1 Röhrs, Volker 1
Published in...
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Veröffentlichungen des Seminars für Versicherungswissenschaft der Universität Hamburg und des Vereins zur Förderung der Versicherungswissenschaft in Hamburg e.V. / C 1
Source
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ECONIS (ZBW) 1
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Sensitivitätsanalysen und adaptive Politiken zur Absicherung von Optionen in diskreter Zeit
Röhrs, Volker - 2000
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