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subject:"Martingal"
~subject:"Control theory"
~type_genre:"Aufsatz im Buch"
~type_genre:"Thesis"
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Martingal
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1
Leitner, Johannes
1
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Advanced mathematical methods for finance
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ECONIS (ZBW)
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Stochastic differential equations and stochastic optimal control for economists : learning by exercising
Löfgren, Karl-Gustaf
-
2017
Persistent link: https://www.econbiz.de/10011666706
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2
Some new BSDE results for an infinite-horizon stochastic control problem
Hu, Ying
;
Schweizer, Martin
- In:
Advanced mathematical methods for finance
,
(pp. 367-395)
.
2011
Persistent link: https://www.econbiz.de/10008991281
Saved in:
3
A general maximum principle for anticipative stochastic control and applications to insider trading
Di Nunno, Giulia
;
Pamen, Olivier Menoukeu
;
Øksendal, …
- In:
Advanced mathematical methods for finance
,
(pp. 181-221)
.
2011
Persistent link: https://www.econbiz.de/10008991293
Saved in:
4
Ambit processes and stochastic partial differential equations
Barndorff-Nielsen, Ole E.
;
Benth, Fred Espen
;
Veraart, …
- In:
Advanced mathematical methods for finance
,
(pp. 35-74)
.
2011
Persistent link: https://www.econbiz.de/10008991339
Saved in:
5
Carleman linearization of linearly observable polynomial systems
Mozyrska, Dorota
;
Bartosiewicz, Zbigniew
- In:
Mathematical control theory and finance
,
(pp. 311-323)
.
2008
Persistent link: https://www.econbiz.de/10003755886
Saved in:
6
Die Approximation der Anpassungsdynamik in makroökonomischen Modellen mit der Backward-Integration-Methode
Brunner, Martin
-
2002
Persistent link: https://www.econbiz.de/10001627935
Saved in:
7
Utility maximization, duality, price for risk, semimartingale represenations & continuous time CAPM
Leitner, Johannes
-
2001
-
1. Aufl.
Persistent link: https://www.econbiz.de/10001626257
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