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~subject:"Stochastische Differenzengleichung"
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Stochastische Differenzengleichung
Theorie
35
Stochastischer Prozess
30
Theory
25
Hedging
22
Kontrolltheorie
21
Stochastic process
21
Optionspreistheorie
20
Analysis
16
Control theory
14
Option pricing theory
14
Mathematical analysis
11
Black-Scholes-Modell
10
Portfolio-Management
9
Black-Scholes model
7
Portfolio selection
7
backward stochastic differential equation
6
Risiko
4
mean-variance hedging
4
Börsenkurs
3
Informationsökonomik
3
Marktmikrostruktur
3
Risk
3
Suchtheorie
3
backward stochastic Riccati equation
3
stochastic linear-quadratic control problem
3
Derivat <Wertpapier>
2
Economics of information
2
Finanzmathematik
2
Kongress
2
Market microstructure
2
Martingal
2
Martingale
2
Monte Carlo simulation
2
Search theory
2
Share price
2
Stochastische Kontrolltheorie
2
backward semimartingale equations
2
variance-optimal martingale measure
2
AMS Subject Classifications
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Book / Working Paper
2
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English
2
Author
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Kohlmann, Michael
2
Zhou, Xun Yu
2
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Discussion paper series / CoFE
2
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USB Cologne (EcoSocSci)
2
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Backward stochastic differential equations and stoachstic controls : a new perspective
Kohlmann, Michael
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Zhou, Xun Yu
-
1999
Persistent link: https://www.econbiz.de/10004057406
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The informed and uninformed agent's price of contingent claim
Kohlmann, Michael
;
Zhou, Xun Yu
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1999
Persistent link: https://www.econbiz.de/10004053146
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