//--> //--> //-->
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:"Egorov, Sergei"
~person:"Kalife, Aymeric"
~person:"Li, Zhongfei"
~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
4
Kontrolltheorie
4
Optionspreistheorie
3
Portfolio selection
3
Portfolio-Management
3
Stochastic process
3
Stochastischer Prozess
3
Insurance
2
Reinsurance
2
Rückversicherung
2
Versicherung
2
Ambiguity-Averse Insurer
1
Börsenkurs
1
Dynamic programming
1
Dynamische Optimierung
1
Financial market
1
Financial markets
1
Finanzmarkt
1
HJB equation
1
Hamilton-Jacobi-Bellman equation
1
Incomplete market
1
Market impact
1
Mathematical programming
1
Mathematische Optimierung
1
Optimal investment/consumption problem
1
Option trading
1
Optionsgeschäft
1
Reinsurance and investment strategy
1
Risikomodell
1
Risk model
1
Robust optimal control
1
Robust statistics
1
Robustes Verfahren
1
Share price
1
Stochastic control
1
Stochastic volatility
1
Transaction costs
1
Transaktionskosten
1
Unvollkommener Markt
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
Egorov, Sergei
Kalife, Aymeric
Li, Zhongfei
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
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
more ...
less ...
Published in...
All
Finance and stochastics
1
Insurance / Mathematics & economics
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
Robust optimal control for an insurer with reinsurance and investment under Heston's stochastic volatility model
Yi, Bo
;
Li, Zhongfei
;
Viens, Frederi G.
;
Zeng, Yan
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 601-614
Persistent link: https://www.econbiz.de/10010227929
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->