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~subject:"Stochastischer Prozess"
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Stochastischer Prozess
Theorie
55
Theory
55
Optionspreistheorie
27
Option pricing theory
26
Portfolio-Management
21
Portfolio selection
20
Asset and Liability Management
15
Benchmarked Asset Management
15
Classical Solutions
15
Dynamic Investment Management
15
Hamilton–Jacobi–Bellman Equations
15
Jump Diffusion Processes
15
Kelly Criterion
15
Lévy Processes
15
Risk Sensitive Control
15
Stochastic Control
15
Viscosity Solutions
15
Transaction costs
14
Transaktionskosten
13
Stochastic process
10
CAPM
9
Finanzmathematik
9
Martingal
8
Martingale
8
Optionsgeschäft
8
Unvollkommener Markt
8
Arbitrage
7
Arbitrage Pricing
7
Arbitrage pricing
7
Mathematical finance
7
Option trading
7
Volatility
7
Volatilität
7
Incomplete market
6
USA
6
United States
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Black-Scholes model
5
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7
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English
10
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Davis, Mark H. A.
5
Schachermayer, Walter
4
Lleo, Sébastien
2
Beiglböck, Mathias
1
Czichowsky, Christoph
1
Davis, M. H. A.
1
Föllmer, Hans
1
Lowther, George
1
Mataix-Pastor, Vicente
1
Pammer, Gudmund
1
Peyre, Rémi
1
Tompkins, Robert G.
1
Yang, Junjian
1
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Finance and stochastics
2
A Halsted Press book
1
Chapman and Hall mathematics series
1
International journal of theoretical and applied finance
1
Journal of banking & finance
1
Mathematics and financial economics
1
OR spectrum : quantitative approaches in management
1
The handbook of post crisis financial modelling
1
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ECONIS (ZBW)
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1
Stock index futures markets : stochastic volatility models and smiles
Tompkins, Robert G.
- In:
The journal of futures markets
21
(
2001
)
1
,
pp. 43-78
Persistent link: https://www.econbiz.de/10001537233
Saved in:
2
Model-free methods in valuation and hedging of derivative securities
Davis, Mark H. A.
- In:
The handbook of post crisis financial modelling
,
(pp. 168-189)
.
2016
Persistent link: https://www.econbiz.de/10011475750
Saved in:
3
Asymptotic theory of transaction costs
Schachermayer, Walter
-
2017
Persistent link: https://www.econbiz.de/10011763489
Saved in:
4
Linear estimation and stochastic control
Davis, Mark H. A.
-
1977
-
1. publ.
Persistent link: https://www.econbiz.de/10000089406
Saved in:
5
Jump-diffusion asset-liabilty management via risk-sensitive control
Davis, Mark H. A.
;
Lleo, Sébastien
- In:
OR spectrum : quantitative approaches in management
37
(
2015
)
3
,
pp. 655-675
Persistent link: https://www.econbiz.de/10011296728
Saved in:
6
Debiased expert forecasts in continuous-time asset allocation
Davis, Mark H. A.
;
Lleo, Sébastien
- In:
Journal of banking & finance
113
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012226106
Saved in:
7
Arbitrage-free interpolation of the swap curve
Davis, Mark H. A.
;
Mataix-Pastor, Vicente
- In:
International journal of theoretical and applied finance
12
(
2009
)
7
,
pp. 969-1005
Persistent link: https://www.econbiz.de/10003928772
Saved in:
8
Shadow prices, fractional Brownian motion, and portfolio optimisation under transaction costs
Czichowsky, Christoph
;
Peyre, Rémi
;
Schachermayer, Walter
- In:
Finance and stochastics
22
(
2018
)
1
,
pp. 161-180
Persistent link: https://www.econbiz.de/10011945647
Saved in:
9
Asymptotic arbitrage and large deviations
Föllmer, Hans
;
Schachermayer, Walter
- In:
Mathematics and financial economics
1
(
2008
)
3/4
,
pp. 213-249
Persistent link: https://www.econbiz.de/10003722526
Saved in:
10
Faking Brownian motion with continuous Markov martingales
Beiglböck, Mathias
;
Lowther, George
;
Pammer, Gudmund
; …
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 259-284
Persistent link: https://www.econbiz.de/10014447742
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