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type_genre:"Aufsatz im Buch"
type_genre:"Congress report"
~person:"Albach, Horst"
~person:"Di Nunno, Giulia"
~person:"Meffert, Heribert"
~person:"Samuelson, Paul Anthony"
~subject:"Stochastischer Prozess"
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Albach, Horst
Di Nunno, Giulia
Meffert, Heribert
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Advanced mathematical methods for finance
1
Mathematical modeling and numerical methods in finance : special volume
1
Options : classic approaches to pricing and modelling
1
The collected scientific papers of Paul A. Samuelson ; Vol. 3
1
The collected scientific papers of Paul A. Samuelson ; Vol. 4
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1
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
Anticipative stochastic control for Lévy processes with application to insider trading
Sulem, Agnès
;
Kohatsu-Higa, Arturo
;
Øksendal, Bernt K.
; …
-
2009
Persistent link: https://www.econbiz.de/10003827062
Saved in:
3
Rational theory of warrant pricing
Samuelson, Paul Anthony
- In:
Options : classic approaches to pricing and modelling
,
(pp. 1- 34)
.
1999
Persistent link: https://www.econbiz.de/10001772446
Saved in:
4
Fallacy of the log normal approximation to optimal portfolio decision making over many periods
Merton, Robert C.
-
1979
Persistent link: https://www.econbiz.de/10001260185
Saved in:
5
Lifetime portfolio selection by dynamic stochastic programming
Samuelson, Paul Anthony
-
1972
Persistent link: https://www.econbiz.de/10001260022
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