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subject:"Hedging"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Recent advances in financial engineering 2012 : proceedings of the International Workshop on Finance 2012, the University of Tokyo, Japan, 30-31 October 2012"
~person:"Bielecki, Tomasz R."
~subject:"Mathematische Optimierung"
~subject:"Risk"
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Mathematische Optimierung
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Bielecki, Tomasz R.
Lin, Qian
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Journal of economic dynamics & control
Recent advances in financial engineering 2012 : proceedings of the International Workshop on Finance 2012, the University of Tokyo, Japan, 30-31 October 2012
International journal of theoretical and applied finance
2
Finance and stochastics
1
Mathematical methods of operations research : ZOR
1
Paris Princeton lectures on mathematical finance
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ECONIS (ZBW)
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A bottom-up dynamic model of portfolio credit risk : part II ; common-shock interpretation, calibration and hedging issues
Bielecki, Tomasz R.
;
Cousin, Areski
;
Crépey, Stéphane
; …
- In:
Recent advances in financial engineering 2012 : …
,
(pp. 51-73)
.
2014
Persistent link: https://www.econbiz.de/10010359906
Saved in:
2
Risk sensitive asset allocation
Bielecki, Tomasz R.
;
Pliska, Stanley R.
;
Sherris, Michael
- In:
Journal of economic dynamics & control
24
(
2000
)
8
,
pp. 1145-1177
Persistent link: https://www.econbiz.de/10001474593
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