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
~subject:"Mathematical programming"
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
Optimal Investment with Transa...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Mathematical programming
Theorie
58
Theory
58
Volatility
38
Volatilität
38
Stochastic process
31
Stochastischer Prozess
31
Portfolio selection
29
Portfolio-Management
29
Option pricing theory
27
Optionspreistheorie
27
Derivat
15
Derivative
15
Risiko
12
Risk
12
Spieltheorie
11
Game theory
10
Duopol
9
Duopoly
9
Transaction costs
9
Börsenkurs
8
Hedging
8
Share price
8
Transaktionskosten
8
Systemic risk
7
Systemrisiko
7
Electric power industry
6
Elektrizitätswirtschaft
6
Mathematische Optimierung
6
Oligopol
6
Oligopoly
6
Option trading
6
Optionsgeschäft
6
stochastic volatility
6
Credit risk
5
Electricity price
5
Financial crisis
5
Financial market
5
Finanzkrise
5
Finanzmarkt
5
more ...
less ...
Online availability
All
Undetermined
2
Free
1
Type of publication
All
Article
5
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Aufsatz im Buch
1
Book section
1
Graue Literatur
1
Hochschulschrift
1
Non-commercial literature
1
more ...
less ...
Language
All
English
6
Author
All
Sircar, Kaushik Ronnie
4
Bichuch, Maxim
2
Horst, Ulrich
2
Fouque, Jean-Pierre
1
Graewe, Paulwin
1
Hobbs, Benjamin Field
1
Ilhan, Aytac
1
Jonsson, Mattias
1
Soner, Halil Mete
1
Song, Xinyue
1
Sturm, Stephan
1
Zariphopoulou-Souganidis, Thaleia
1
more ...
less ...
Published in...
All
Energy economics
1
Finance and stochastics
1
Indifference pricing : theory and applications
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Mathematics and financial economics
1
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Portfolio optimization under convex incentive schemes
Bichuch, Maxim
;
Sturm, Stephan
- In:
Finance and stochastics
18
(
2014
)
4
,
pp. 873-915
Persistent link: https://www.econbiz.de/10010416186
Saved in:
2
Identifying optimal capacity expansion and differentiated capacity payments under risk aversion and market power : a financial Stackelberg game approach
Bichuch, Maxim
;
Hobbs, Benjamin Field
;
Song, Xinyue
- In:
Energy economics
120
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014283196
Saved in:
3
Special issue dedicated to the 2011 Humboldt-Princeton workshop on mathematical finance
Horst, Ulrich
;
Sircar, Kaushik Ronnie
- In:
Mathematics and financial economics
7
(
2013
)
2
,
pp. 129-130
Persistent link: https://www.econbiz.de/10009736874
Saved in:
4
Portfolio optimization
Ilhan, Aytac
;
Jonsson, Mattias
;
Sircar, Kaushik Ronnie
- In:
Indifference pricing : theory and applications
,
(pp. 183-210)
.
2009
Persistent link: https://www.econbiz.de/10003807585
Saved in:
5
Portfolio optimization and stochastic volatility asymptotics
Fouque, Jean-Pierre
;
Sircar, Kaushik Ronnie
; …
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 704-745
Persistent link: https://www.econbiz.de/10011764969
Saved in:
6
Optimal liquidation problems and HJB equations with singular terminal condition
Graewe, Paulwin
-
2017
Persistent link: https://www.econbiz.de/10012613268
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
