//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Aktar, Yalçin"
~person:"Elliott, Robert J."
~subject:"Optionspreistheorie"
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
Introduction to system sensiti...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Optionspreistheorie
Control theory
2
Kontrolltheorie
2
Option pricing theory
2
Stochastic process
2
Stochastischer Prozess
2
Cost function
1
Dynamic programming
1
Dynamische Optimierung
1
European options
1
Kostenfunktion
1
Markov chain
1
Markov chains
1
Markov-Kette
1
Mathematical programming
1
Mathematische Optimierung
1
Optimal stochastic control
1
Semilinear parabolic equations
1
Smooth solutions
1
Stochastic volatilities
1
Volatility
1
Volatilität
1
dynamic programming principle
1
maximum principle
1
regime-switching
1
two price finance
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Aktar, Yalçin
Elliott, Robert J.
Kohlmann, Michael
12
Tang, Shanjian
7
Ferrari, Giorgio
5
De Angelis, Tiziano
4
Dokučaev, Nikolaj G.
3
Federico, Salvatore
3
Belomestny, Denis
2
Bender, Christian
2
Henry-Labordere, Pierre
2
Hess, Markus
2
Junca, Mauricio
2
Kolodko, Anastasia
2
Luo, Xiaolin
2
Martyr, Randall
2
Moriarty, John
2
Saito, Taiga
2
Shevchenko, Pavel V.
2
Takahashi, Akihiko
2
Abergel, Frederic
1
Alexandropoulos, C. A.
1
Atkinson, Colin
1
Baldacci, Bastien
1
Barger, Weston
1
Barth, Andrea
1
Bergault, Philippe
1
Chevalier, Etienne
1
Chung, San-Lin
1
Cui, Xueting
1
Dai, Min
1
Dang, Duy-Minh
1
Dela Vega, Engel John C.
1
Denson, Nick
1
Di Giacinto, Marina
1
Egorov, Sergei
1
Ehrhardt, Matthias
1
El Aoud, Sofiene
1
Forsyth, Peter
1
Galichon, Alfred
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance : IJTAF
1
Mathematics and financial economics
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A remark on smooth solutions to a stochastic control problem with a power terminal cost function and stochastic volatilities
Aktar, Yalçin
;
Taflin, Erik
- In:
Mathematics and financial economics
8
(
2014
)
4
,
pp. 489-509
Persistent link: https://www.econbiz.de/10010491879
Saved in:
2
A stochastic control approach to bid-ask price modelling
Dela Vega, Engel John C.
;
Elliott, Robert J.
- In:
International journal of theoretical and applied …
25
(
2022
)
4/5
,
pp. 1-30
Persistent link: https://www.econbiz.de/10013371064
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->