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Option pricing and optimal stopping
Christopeit, Norbert - 1985
Persistent link: https://www.econbiz.de/10000709883
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Optimal control of linear systems with time varying drift parameters : the Guassian case
Christopeit, Norbert - 1996
Persistent link: https://www.econbiz.de/10000986515
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Necessary optimality conditions with application to a variational problem
Christopeit, Norbert - 1977
Persistent link: https://www.econbiz.de/10002006573
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A stochastic control model with chance constraints
Christopeit, Norbert - 1978
Persistent link: https://www.econbiz.de/10002006623
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Weak convergence of nonlinear transformations of integrated processes : the multivariate case
Christopeit, Norbert - In: Econometric theory 25 (2009) 5, pp. 1180-1207
Persistent link: https://www.econbiz.de/10003885741
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On minimax estimation in linear regression models with ellipsoidal constraints
Christopeit, Norbert - 1991
Persistent link: https://www.econbiz.de/10000833559
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On the existence of arbitrage : free measures in contingent claim valuation
Christopeit, Norbert - 1991
Persistent link: https://www.econbiz.de/10000834041
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On the existence and characterization of arbitrage free measures in contingent claim valuation
Christopeit, Norbert - 1992
Persistent link: https://www.econbiz.de/10000840393
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Asymptotic properties of least-squares estimators in semimartingale regression models
Christopeit, Norbert - 1985
Persistent link: https://www.econbiz.de/10000709862
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Strong consistency of least squares estimators in the monotone regression model with stochastic regressors
Christopeit, Norbert; Tosstorff, Günther - 1985
Persistent link: https://www.econbiz.de/10000709867