Optimality and risk - modern trends in mathematical finance : the Kabanov Festschrift
Year of publication: |
2009
|
---|---|
Other Persons: | Delbaen, Freddy (contributor) |
Publisher: |
Heidelberg [u.a.] : Springer |
Subject: | Jurij M. Kabanov | Stochastischer Prozess | Finanzmathematik | Aufsatzsammlung |
Description of contents: | Table of Contents [digitool.hbz-nrw.de] ; Description [digitool.hbz-nrw.de] |
-
Contemporary quantitative finance : essays in honour of Eckhard Platen
Chiarella, Carl, (2010)
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Mathematik in der modernen Finanzwelt : Derivate, Portfoliomodelle und Ratingverfahren
Reitz, Stefan, (2011)
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Shreve, Steven E., (2004)
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The fundamental theorem of asset pricing for unbounded stochastic processes
Delbaen, Freddy, (1999)
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Dynamic Monetary Risk Measures for Bounded Discrete-Time Processes
Cheridito, Patrick, (2006)
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Surplus sharing with coherent utility functions
Coculescu, Delia, (2019)
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