Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"International journal of theoretical and applied finance"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Stein estimation of Poisson pr...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Portfolio selection
2
Portfolio-Management
2
Stochastic process
2
Stochastischer Prozess
2
BSDE
1
BSPDE
1
Control theory
1
Credit risk
1
Kontrolltheorie
1
Kreditrisiko
1
Markov chain
1
Markov-Kette
1
Mathematical programming
1
Mathematische Optimierung
1
Numerical analysis
1
Numerisches Verfahren
1
Nutzen
1
Optimal stopping
1
Option pricing theory
1
Optionspreistheorie
1
Quadratic BSDEs
1
Search theory
1
Simulation
1
Suchtheorie
1
Utility
1
credit risk
1
diffusion processes
1
distortion
1
enlargement of filtration
1
free boundary problems
1
logarithmic transformation
1
numerical scheme
1
quadratic growth
1
regime-switching models
1
stochastic optimal control
1
ultimate maximum
1
utility optimization
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Réveillac, Anthony
2
Imkeller, Peter
1
Jeanblanc, Monique
1
Liu, Yue
1
Mastrolia, Thibaut
1
Possamai͏̈, Dylan
1
Privault, Nicolas
1
Zhang, Jianing
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
Statistics & Probability Letters
5
Economics Papers from University Paris Dauphine
4
Advanced series on statistical science & applied probability
3
Finance and Stochastics
3
Finance and stochastics
3
Stochastic Processes and their Applications
3
Chapman & Hall/CRC financial mathematics series
2
International Journal of Theoretical and Applied Finance (IJTAF)
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Papers / arXiv.org
2
SFB 649 Discussion Paper
2
SFB 649 discussion paper
2
Advanced Series on Statistical Science and Applied Probability Ser.
1
Asia-Pacific financial markets
1
Astin bulletin : the journal of the International Actuarial Association
1
CREATES Research Papers
1
CREATES research paper
1
Frontiers of mathematical finance : FMF
1
Insurance: Mathematics and Economics
1
Post-Print / HAL
1
Quantitative Finance
1
Risk and decision analysis
1
SFB 649 Discussion Papers
1
Série des documents de travail
1
The journal of computational finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Solvability and numerical simulation of BSDEs related to BSPDEs with applications to utility maximization
Imkeller, Peter
;
Réveillac, Anthony
;
Zhang, Jianing
- In:
International journal of theoretical and applied finance
14
(
2011
)
5
,
pp. 635-667
Persistent link: https://www.econbiz.de/10009298518
Saved in:
2
Utility maximization with random horizon : a BSDE approach
Jeanblanc, Monique
;
Mastrolia, Thibaut
;
Possamai͏̈, Dylan
- In:
International journal of theoretical and applied finance
18
(
2015
)
7
,
pp. 1-43
Persistent link: https://www.econbiz.de/10011404177
Saved in:
3
Selling at the ultimate maximum in a regime-switching model
Liu, Yue
;
Privault, Nicolas
- In:
International journal of theoretical and applied finance
20
(
2017
)
3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011686946
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
