//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~accessRights:"free"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Random time horizon"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
random time horizon
3
Stackelberg differential game
2
ambiguity
2
insurance
2
Aktienoption
1
Hedging
1
Lebensversicherung
1
Life insurance
1
Option pricing theory
1
Optionspreistheorie
1
Portfolio selection
1
Portfolio-Management
1
Stock option
1
choice rules
1
classical solutions to PDEs
1
credit risk
1
diffusion approximation
1
employee stock options
1
investment–consumption problem
1
life insurance
1
mean-variance hedging
1
mean-variance premium principle
1
numéraire-invariance
1
optional measures
1
preferences
1
quasi-linear parabolic PDEs
1
random time-horizon utility maximization
1
more ...
less ...
Online availability
All
Free
Undetermined
6
Type of publication
All
Article
3
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Undetermined
1
Author
All
Cao, Jingyi
2
Young, Virginia R.
2
Kardaras, Constantinos
1
Kladívko, Kamil
1
Li, Dongchen
1
Zervos, Mihail
1
Zou, Bin
1
more ...
less ...
Institution
All
London School of Economics (LSE)
1
Published in...
All
Scandinavian actuarial journal
2
LSE Research Online Documents on Economics
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Source
All
ECONIS (ZBW)
3
RePEc
1
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Asymptotic analysis of a Stackelberg differential game for insurance under model ambiguity
Cao, Jingyi
;
Young, Virginia R.
- In:
Scandinavian actuarial journal
2023
(
2023
)
6
,
pp. 598-623
Persistent link: https://www.econbiz.de/10014383863
Saved in:
2
Stackelberg differential game for insurance under model ambiguity : general divergence
Cao, Jingyi
;
Li, Dongchen
;
Young, Virginia R.
;
Zou, Bin
- In:
Scandinavian actuarial journal
2023
(
2023
)
7
,
pp. 735-763
Persistent link: https://www.econbiz.de/10014383896
Saved in:
3
Mean-variance hedging of contingent claims with random maturity
Kladívko, Kamil
;
Zervos, Mihail
- In:
Mathematical finance : an international journal of …
33
(
2023
)
4
,
pp. 1213-1247
Persistent link: https://www.econbiz.de/10014370649
Saved in:
4
Numéraire-invariant preferences in financial modeling
Kardaras, Constantinos
-
London School of Economics (LSE)
-
2010
numéraire investment with a
random
time-horizon
. …
Persistent link: https://www.econbiz.de/10010884726
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->