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~subject:"Mathematische Optimierung"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
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Mathematische Optimierung
Analysis
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Mathematical analysis
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Theorie
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Stochastic process
10
Stochastischer Prozess
10
Option pricing theory
8
Optionspreistheorie
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Risk
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backward stochastic differential equation
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Elie, Romuald
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Espinosa, Gilles-Eduard
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Mathematics Preprint Archive
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Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
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Foundations of Management : the journal of Warsaw University of Technology
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Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
1
Graduate texts in mathematics : GTM
1
International journal of enterprise network management
1
International journal of theoretical and applied finance
1
Journal of Eastern Europe research in business & economics : JEERBE
1
Journal of mathematical finance
1
Lecture Notes in Economics and Mathematical Systems
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Lecture notes in economics and mathematical systems : LNEMS
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Mathematical control theory and finance
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Springer Finance
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ECONIS (ZBW)
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Optimal selling rules for monetary invariant criteria : tracking the maximum of a portfolio with negative drift
Elie, Romuald
;
Espinosa, Gilles-Eduard
- In:
Mathematical finance : an international journal of …
25
(
2015
)
4
,
pp. 754-788
Persistent link: https://www.econbiz.de/10011350516
Saved in:
2
Robust utility maximization in nondominated models with 2BSDE : the uncertain volatility model
Matoussi, Anis
;
Possamaï, Dylan
;
Zhou, Chao
- In:
Mathematical finance : an international journal of …
25
(
2015
)
2
,
pp. 258-287
Persistent link: https://www.econbiz.de/10011350647
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