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subject:"Martingal"
~subject:"Data-Envelopment-Analyse"
~subject:"Portfolio-Management"
~type_genre:"Aufsatz im Buch"
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Martingal
Data-Envelopment-Analyse
Portfolio-Management
Analysis
37
Mathematical analysis
37
Theorie
32
Theory
32
Stochastic process
18
Stochastischer Prozess
18
Option pricing theory
10
Optionspreistheorie
10
Control theory
3
Kontrolltheorie
3
Numerical analysis
3
Numerisches Verfahren
3
Portfolio selection
3
Black-Scholes model
2
Black-Scholes-Modell
2
Estimation theory
2
Mathematical programming
2
Mathematische Optimierung
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Schätztheorie
2
2000-2006
1
Aktienindex
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Black-Scholes multidimensional equation
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Comparison
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1
Data envelopment analysis
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Derivat
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Derivative
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Dimension
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Double barrier
1
Economy of time
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Erwartungsnutzen
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Evolutionary algorithm
1
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Aufsatz im Buch
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Barndorff-Nielsen, Ole E.
1
Benth, Fred Espen
1
Di Nunno, Giulia
1
Maringer, Dietmar G.
1
Musiela, Marek
1
Pamen, Olivier Menoukeu
1
Proske, Frank
1
Staat, Matthias
1
Veraart, Almut E. D.
1
Zariphopoulou-Souganidis, Thaleia
1
Øksendal, Bernt K.
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Published in...
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Advanced mathematical methods for finance
2
Contemporary quantitative finance : essays in honour of Eckhard Platen
1
Data envelopment analysis in the service sector
1
Natural computing in computational finance ; [the inspiration for this book stemmed from the success of EvoFin 2007, the first European Workshop on Evolutionary Computation in Finance and Economics, which was held as part of the EvoWorkshops at Evo* in Valencia, Spain in April 2007]
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ECONIS (ZBW)
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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
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2
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:
3
Stochastic partial differential equations and portfolio choice
Musiela, Marek
;
Zariphopoulou-Souganidis, Thaleia
- In:
Contemporary quantitative finance : essays in honour of …
,
(pp. 195-216)
.
2010
Persistent link: https://www.econbiz.de/10008749273
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4
Constrained index tracking under loss aversion using differential evolution
Maringer, Dietmar G.
- In:
Natural computing in computational finance ; [the …
,
(pp. 7-24)
.
2008
Persistent link: https://www.econbiz.de/10009515177
Saved in:
5
Treating non-discretionary variables one way or the other: implications for efficiency scores and their interpretation
Staat, Matthias
- In:
Data envelopment analysis in the service sector
,
(pp. 23-49)
.
1999
Persistent link: https://www.econbiz.de/10001437145
Saved in:
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