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~subject:"Option pricing theory"
~isPartOf:"Mathematical methods of operations research"
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Option pricing theory
Analysis
4
Mathematical analysis
4
Stochastic process
4
Stochastischer Prozess
4
Optionspreistheorie
3
Portfolio selection
2
Portfolio-Management
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Volatility
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Backward stochastic differential equation
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Backward stochastic differential equations
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CIR process
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Control theory
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Efficient frontier
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Efficient strategy
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Entscheidung unter Unsicherheit
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Forward-backward stochastic equations
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Good-deal bounds
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Good-deal hedging
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Hedging
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Incomplete market
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Incomplete markets
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Kontrolltheorie
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Kushner-Stratonovich equations
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Markov chain
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Markov regime-switching
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Markov-Kette
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Martingal
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Martingale
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Martingale duality method
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Mean-variance criterion
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Model uncertainty
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Multiple priors
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Nichtlineare Regression
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Non-linear filtering
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Nonlinear regression
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Optimal investment
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Abergel, Frédérik
1
Becherer, Dirk
1
Guo, Junyi
1
Ibrahim, Dalia
1
Kentia Tonleu, Klébert
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Sun, Zhongyang
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Mathematical methods of operations research
The journal of computational finance
16
International journal of theoretical and applied finance
15
Finance and stochastics
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
8
Quantitative finance
8
International journal of financial engineering
6
Journal of mathematical finance
6
Applied mathematical finance
5
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
5
Insurance / Mathematics & economics
5
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
5
Risks : open access journal
5
CARF working paper
4
CIRJE discussion papers / F series
4
Computational economics
4
SFB 649 discussion paper
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Tübinger Diskussionsbeitrag
4
CESifo working papers
3
CoFE discussion papers
3
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
3
International journal of theoretical and applied finance : IJTAF
3
Annals of finance
2
Astin bulletin : the journal of the International Actuarial Association
2
Decisions in economics and finance : DEF ; a journal of applied mathematics
2
Decisions in economics and finance : a journal of applied mathematics
2
European journal of operational research : EJOR
2
Lecture notes in economics and mathematical systems : LNEMS
2
Scandinavian actuarial journal
2
Tübinger Diskussionsbeiträge
2
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
2
Asia Pacific financial markets
1
Asia-Pacific financial markets
1
Aspects of mathematical finance
1
Beiträge aus dem Institut für Statistik und Ökonometrie der Universität Hamburg
1
Beiträge zur betriebswirtschaftlichen Forschung
1
Cogent economics & finance
1
Computational methods in financial engineering : essays in honour of Manfred Gilli
1
Computational optimization and applications : an international journal
1
Contemporary quantitative finance : essays in honour of Eckhard Platen
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Non-linear filtering and optimal investment under partial information for stochastic volatility models
Ibrahim, Dalia
;
Abergel, Frédérik
- In:
Mathematical methods of operations research
87
(
2018
)
3
,
pp. 311-346
Persistent link: https://www.econbiz.de/10011874006
Saved in:
2
Optimal mean-variance investment and reinsurance problem for an insurer with stochastic volatility
Sun, Zhongyang
;
Guo, Junyi
- In:
Mathematical methods of operations research
88
(
2018
)
1
,
pp. 59-79
Persistent link: https://www.econbiz.de/10011903385
Saved in:
3
Hedging under generalized good-deal bounds and model uncertainty
Becherer, Dirk
;
Kentia Tonleu, Klébert
- In:
Mathematical methods of operations research
86
(
2017
)
1
,
pp. 171-214
Persistent link: https://www.econbiz.de/10011714399
Saved in:
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