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~isPartOf:"Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz"
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backward stochastic differential equation
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Kohlmann, Michael
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Leitner, Johannes
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Zhou, Xun Yu
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Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
23
International journal of theoretical and applied finance
20
The journal of computational finance
19
Discussion papers of interdisciplinary research project 373
17
Mathematical finance : an international journal of mathematics, statistics and financial theory
16
Insurance / Mathematics & economics
15
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
13
Journal of mathematical finance
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Finance and stochastics
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Mathematics Preprint Archive
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CESifo working papers
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SFB 649 discussion paper
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Dynamic games and applications : DGA
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Journal of mathematical economics
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Mathematics of operations research
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CoFE discussion papers
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International journal of financial engineering
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Lehrbuch
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Risks : open access journal
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Annals of finance
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Contemporary quantitative finance : essays in honour of Eckhard Platen
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Heidelberger Taschenbücher
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Journal of economic dynamics & control
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Macroeconomic dynamics
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Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
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Advanced mathematical methods for finance
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CIRJE discussion papers / F series
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Discussion paper / Tinbergen Institute
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Diskussionsbeiträge / Fachbereich Wirtschaftswissenschaft, FernUniversität in Hagen : Diskussionspapier
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Economic modelling
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IMA journal of management mathematics
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ECONIS (ZBW)
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1
Neyman-Pearson hedging and dynamic measures of risk
Kohlmann, Michael
-
2000
Persistent link: https://www.econbiz.de/10001475180
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2
Utility maximization and duality
Leitner, Johannes
-
2000
Persistent link: https://www.econbiz.de/10001544835
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3
Convergence of arbitrage-free discrete time Markovian market models
Leitner, Johannes
-
2000
Persistent link: https://www.econbiz.de/10001450616
Saved in:
4
BSDES with stochastic Lipschitz condition
Bender, Christian
;
Kohlmann, Michael
-
2000
Persistent link: https://www.econbiz.de/10001450618
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5
(Reflected) backward stochastic differential equations and contingent claims
Kohlmann, Michael
-
1999
Persistent link: https://www.econbiz.de/10001387121
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6
The informed and uninformed agent's price of a contingent claim
Kohlmann, Michael
;
Zhou, Xun Yu
-
1999
Persistent link: https://www.econbiz.de/10001387122
Saved in:
7
Backward stochastic differential equations and stochastic controls : a new perspective
Kohlmann, Michael
;
Zhou, Xun Yu
-
1999
Persistent link: https://www.econbiz.de/10001381857
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