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~person:"Baumann, Michael"
~person:"Crépey, Stéphane"
~person:"Leitner, Johannes"
~subject:"Theory"
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Search: subject:"stochastic differential equation"
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backward stochastic differential equation
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Baumann, Michael
Crépey, Stéphane
Leitner, Johannes
Kohlmann, Michael
7
Alfarano, Simone
4
Milaković, Mishael
4
Tang, Shanjian
4
Mundt, Philipp
3
Zhang, Yumo
3
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2
Birkner, Matthias
2
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2
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2
Jeanblanc, Monique
2
Kraft, Holger
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Kromer, Eduard
2
Kurbanmuradov, O.
2
Overbeck, Ludger
2
Runggaldier, Wolfgang J.
2
Sabelfeld, K.
2
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2
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2
Seifried, Frank Thomas
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Su, Fei
2
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Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
1
International journal of theoretical and applied finance
1
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ECONIS (ZBW)
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"Performance and effects of linear feedback stock trading strategies"
Baumann, Michael
-
2018
Persistent link: https://www.econbiz.de/10012153001
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2
Bilateral counterparty risk under funding constraints - part II : CVA
Crépey, Stéphane
- In:
Mathematical finance : an international journal of …
25
(
2015
)
1
,
pp. 23-50
Persistent link: https://www.econbiz.de/10011347256
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3
Bilateral counterparty risk under funding constraints - part I : pricing
Crépey, Stéphane
- In:
Mathematical finance : an international journal of …
25
(
2015
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011347260
Saved in:
4
Counterparty risk and funding : the four wings of the TVA
Crépey, Stéphane
;
Gerboud, Rémi
;
Grbac, Zorana
; …
- In:
International journal of theoretical and applied finance
16
(
2013
)
2
,
pp. 1-31
Persistent link: https://www.econbiz.de/10009748728
Saved in:
5
Utility maximization, duality, price for risk, semimartingale represenations & continuous time CAPM
Leitner, Johannes
-
2001
-
1. Aufl.
Persistent link: https://www.econbiz.de/10001626257
Saved in:
6
Utility maximization and duality
Leitner, Johannes
-
2000
Persistent link: https://www.econbiz.de/10001544835
Saved in:
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