//--> //--> //-->
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
~person:"Chung, San-Lin"
~person:"Egorov, Sergei"
~person:"Kalife, Aymeric"
~subject:"Option pricing theory"
~type_genre:"Aufsatz in Zeitschrift"
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_exact:"Regelungstheorie"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
Control theory
3
Kontrolltheorie
3
Optionspreistheorie
3
Portfolio selection
2
Portfolio-Management
2
Stochastic process
2
Stochastischer Prozess
2
Börsenkurs
1
Dynamic programming
1
Dynamische Optimierung
1
Financial market
1
Financial markets
1
Finanzmarkt
1
HJB equation
1
Hamilton-Jacobi-Bellman equation
1
Market impact
1
Mathematical programming
1
Mathematische Optimierung
1
Optimal investment/consumption problem
1
Option trading
1
Optionsgeschäft
1
Share price
1
Stochastic control
1
Theorie
1
Theory
1
Transaction costs
1
Transaktionskosten
1
mean-variance
1
optimal execution
1
option pricing
1
stochastic control
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
3
Language
All
English
3
Author
All
Chung, San-Lin
Egorov, Sergei
Kalife, Aymeric
Dokučaev, Nikolaj G.
3
Bender, Christian
2
De Angelis, Tiziano
2
Federico, Salvatore
2
Ferrari, Giorgio
2
Hess, Markus
2
Junca, Mauricio
2
Aktar, Yalçin
1
Alexandropoulos, C. A.
1
Atkinson, Colin
1
Baldacci, Bastien
1
Barger, Weston
1
Barth, Andrea
1
Bergault, Philippe
1
Chevalier, Etienne
1
Dela Vega, Engel John C.
1
Di Giacinto, Marina
1
Ehrhardt, Matthias
1
Elliott, Robert J.
1
Gombani, Andrea
1
Gozzi, Fausto
1
Guerdouh, Dalila
1
Guéant, Olivier
1
Günther, Michael
1
Han, Bingyan
1
Hernández, Camilo
1
Hongler, Max-Olivier
1
Horst, Ulrich
1
Khelfallah, Nabil
1
Kiriakopoulos, Konstantinos
1
Kossaczký, Igor
1
Koulis, Alexandros
1
Kremsner, Stefan
1
Lauriere, Mathieu
1
Leal, Laura
1
Lehalle, Charles-Albert
1
Li, Zhongfei
1
more ...
less ...
Published in...
All
Applied financial economics
1
Finance and stochastics
1
Market microstructure and liquidity
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Optimal investment and consumption for financial markets with jumps under transaction costs
Egorov, Sergei
;
Pergamenchtchikov, Serguei
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 123-159
Persistent link: https://www.econbiz.de/10014447608
Saved in:
2
On optimal options book execution strategies with market impact
Kalife, Aymeric
;
Mouti, Saad
- In:
Market microstructure and liquidity
2
(
2016
)
3/4
,
pp. 1-40
Persistent link: https://www.econbiz.de/10011715825
Saved in:
3
On the use and improvement of Hull and White's control variate technique
Chung, San-Lin
;
Shackleton, Mark B.
- In:
Applied financial economics
15
(
2005
)
16
,
pp. 1171-1179
Persistent link: https://www.econbiz.de/10003213709
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->