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~subject:"Dynamische Optimierung"
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Dynamische Optimierung
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Decision under uncertainty
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Portfolio selection
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dynamic programming
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Ohnishi, Masamitsu
5
Shimoshimizu, Makoto
2
Ebina, Aki
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Kijima, Masaaki
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Ochiai, Natsumi
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Tamba, Yasuhiro
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Applied mathematical finance
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Journal of mathematical finance
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Mathematical methods of operations research
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Quantitative finance
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Ōsaka Daigaku keizaigaku
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ECONIS (ZBW)
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Stochastic orders and their applications in financial optimization
Kijima, Masaaki
;
Ohnishi, Masamitsu
- In:
Mathematical methods of operations research
50
(
1999
)
2
,
pp. 351-372
Persistent link: https://www.econbiz.de/10001428857
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2
Dynamic asset allocation under uncertainty
Ohnishi, Masamitsu
;
Tamba, Yasuhiro
- In:
Ōsaka Daigaku keizaigaku
53
(
2003
)
3
,
pp. 234-246
Persistent link: https://www.econbiz.de/10001949693
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3
Valuation of game swaptions under the generalized Ho-Lee model
Ebina, Aki
;
Ochiai, Natsumi
;
Ohnishi, Masamitsu
- In:
Journal of mathematical finance
6
(
2016
)
5
,
pp. 1002-1016
Persistent link: https://www.econbiz.de/10011658160
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4
Optimal and equilibrium execution strategies with generalized price impact
Ohnishi, Masamitsu
;
Shimoshimizu, Makoto
- In:
Quantitative finance
20
(
2020
)
10
,
pp. 1625-1644
Persistent link: https://www.econbiz.de/10012295627
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5
Trade execution games in a Markovian environment
Ohnishi, Masamitsu
;
Shimoshimizu, Makoto
- In:
Applied mathematical finance
31
(
2024
)
4
,
pp. 239-277
Persistent link: https://www.econbiz.de/10015415729
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