//--> //--> //-->
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:"Dela Vega, Engel John C."
~person:"Di Giacinto, Marina"
~source:"econis"
~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
5
Kontrolltheorie
5
Portfolio selection
4
Portfolio-Management
4
Stochastic process
4
Stochastischer Prozess
4
Dynamic programming
3
Dynamische Optimierung
3
Mathematical programming
3
Mathematische Optimierung
3
Optionspreistheorie
2
Pension fund
2
Pensionskasse
2
Analysis
1
Backward Stochastic Differential Equation
1
Capital income
1
Constrained portfolio
1
Decumulation phase
1
European options
1
Experiment
1
Hamilton-Jacobi-Bellmann equation
1
Kapitaleinkommen
1
Least Square Method
1
Markov chain
1
Markov chains
1
Markov-Kette
1
Mathematical analysis
1
Numerical analysis
1
Numerisches Verfahren
1
Optimal execution
1
Portfolio Choice
1
Risikomaß
1
Risk measure
1
Stochastic Maximum Principle
1
Stochastic Optimal Control
1
Stochastic optimal control
1
Theorie
1
Theory
1
dynamic programming principle
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
2
Language
All
English
2
Author
All
Dela Vega, Engel John C.
Di Giacinto, Marina
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
Chung, San-Lin
1
Egorov, Sergei
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
Kalife, Aymeric
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
European journal of operational research : EJOR
1
International journal of theoretical and applied finance : IJTAF
1
Source
All
ECONIS (ZBW)
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A stochastic control approach to bid-ask price modelling
Dela Vega, Engel John C.
;
Elliott, Robert J.
- In:
International journal of theoretical and applied …
25
(
2022
)
4/5
,
pp. 1-30
Persistent link: https://www.econbiz.de/10013371064
Saved in:
2
Income drawdown option with minimum guarantee
Di Giacinto, Marina
;
Federico, Salvatore
;
Gozzi, Fausto
; …
- In:
European journal of operational research : EJOR
234
(
2014
)
3
,
pp. 610-624
Persistent link: https://www.econbiz.de/10010360497
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->