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~subject:"Mathematische Optimierung"
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Mathematische Optimierung
Theorie
38
Theory
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Option pricing theory
12
Optionspreistheorie
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Portfolio selection
10
Portfolio-Management
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Black-Scholes model
6
Markov chain
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Markov-Kette
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Börsenkurs
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Derivat
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Kreditrisiko
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Nutzen
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Stochastic process
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Utility
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optimal investment
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Agency theory
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Ansteckungseffekt
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Bank liquidity
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Bankenkrise
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Bankenliquidität
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English
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Rogers, Leonard C. G.
4
Scheinkman, José Alexandre
1
Stapleton, E. J.
1
Zaczkowski, P.
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Computational methods in decision-making, economics and finance
1
Finance and stochastics
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Paris Princeton lectures on mathematical finance
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The journal of computational finance
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ECONIS (ZBW)
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1
Optimal investment : bounds and heuristics
Rogers, Leonard C. G.
;
Zaczkowski, P.
- In:
The journal of computational finance
19
(
2015/2016
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011442629
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2
Utility maximisation with a time lag in trading
Rogers, Leonard C. G.
;
Stapleton, E. J.
- In:
Computational methods in decision-making, economics and …
,
(pp. 249-269)
.
2010
Persistent link: https://www.econbiz.de/10009153081
Saved in:
3
Optimal exercise of executive stock options
Rogers, Leonard C. G.
;
Scheinkman, José Alexandre
- In:
Finance and stochastics
11
(
2007
)
3
,
pp. 357-372
Persistent link: https://www.econbiz.de/10003485810
Saved in:
4
Duality in constrained optimal investment and consumption problems : a synthesis
Rogers, Leonard C. G.
- In:
Paris Princeton lectures on mathematical finance
1
(
2002
),
pp. 95-131
Persistent link: https://www.econbiz.de/10009357105
Saved in:
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