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~isPartOf:"Publications from Department of Management"
~source:"econis"
~type_genre:"Non-commercial literature"
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The Markov chain approximation approach for numerical solution of stochastic control problems : experiences from Merton's problem
Munk, Claus
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1998
Persistent link: https://www.econbiz.de/10000979842
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2
The valuation of contingent claims under portfolio constraints : reservation buying and selling prices
Munk, Claus
-
1998
Persistent link: https://www.econbiz.de/10000994405
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3
Stochastic duration and fast coupon bond option pricing in multi-factor models
Munk, Claus
-
1998
Persistent link: https://www.econbiz.de/10000995478
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4
No-arbitrage bounds on contingent claims prices with convex constraints on the dollar investments of the hedge portfolio
Munk, Claus
-
1997
Persistent link: https://www.econbiz.de/10000975849
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5
Numerical methods for continuous-time, continuous-state stochastic control problems
Munk, Claus
-
1997
Persistent link: https://www.econbiz.de/10000975852
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6
Optimal consumption: investment policies with undiversifiable income risk and borrowing constraints
Munk, Claus
-
1997
Persistent link: https://www.econbiz.de/10000976130
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