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CAPM
Theorie
35
Stochastischer Prozess
30
Theory
26
Stochastic process
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Hedging
21
Kontrolltheorie
20
Optionspreistheorie
19
Analysis
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Control theory
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Option pricing theory
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Mathematical analysis
11
Black-Scholes-Modell
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Portfolio-Management
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Black-Scholes model
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Portfolio selection
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backward stochastic differential equation
6
Risiko
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mean-variance hedging
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Börsenkurs
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Informationsökonomik
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Marktmikrostruktur
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Martingal
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Martingale
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Risk
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Suchtheorie
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backward stochastic Riccati equation
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stochastic linear-quadratic control problem
3
Compatible bond-stock market
2
Derivat <Wertpapier>
2
Economics of information
2
Finanzmathematik
2
Kongress
2
Market microstructure
2
Monte Carlo simulation
2
Search theory
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Share price
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Stochastische Differenzengleichung
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Stochastische Kontrolltheorie
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backward semimartingale equations
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Kohlmann, Michael
2
Tang, Shanjian
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Xiong, Dewen
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Workshop on Mathematical Finance <2000, Konstanz>
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International journal of theoretical and applied finance
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ECONIS (ZBW)
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Mathematical finance
Kohlmann, Michael
(
ed.
);
Tang, Shanjian
(
contributor
)
-
2001
Persistent link: https://www.econbiz.de/10001563491
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The compatible bond-stock market with jumps
Xiong, Dewen
;
Kohlmann, Michael
- In:
International journal of theoretical and applied finance
14
(
2011
)
5
,
pp. 723-755
Persistent link: https://www.econbiz.de/10009298440
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