//--> //--> //-->
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
~subject:"Portfolio selection"
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: person:"Kohatsu-Higa, Arturo"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Portfolio selection
Theorie
15
Theory
15
Insider trading
6
Finanzmathematik
5
Insiderhandel
5
Mathematical finance
5
Stochastic process
5
Stochastischer Prozess
5
Option pricing theory
4
Optionspreistheorie
4
Analysis
3
Mathematical analysis
3
Portfolio-Management
3
Simulation
3
Statistical distribution
3
Statistische Verteilung
3
Malliavin calculus
2
Method of moments
2
Momentenmethode
2
American put option
1
Arbitrage
1
Black-Scholes model
1
Black-Scholes-Modell
1
Black–Scholes
1
CAPM
1
Computational methods
1
Control theory
1
Density
1
Econophysics
1
Eigeninteresse
1
Estimation theory
1
Financial derivatives
1
Greece
1
Greeks
1
Griechenland
1
Incomplete information
1
Index
1
Index number
1
Integration-by-parts formula
1
more ...
less ...
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Aufsatz im Buch
1
Book section
1
Language
All
English
3
Author
All
Kohatsu-Higa, Arturo
3
Sulem, Agnès
2
Bermin, Hans-Peter
1
Di Nunno, Giulia
1
Montero, Miquel
1
Proske, Frank
1
Øksendal, Bernt K.
1
more ...
less ...
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Mathematical modeling and numerical methods in finance : special volume
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Anticipative stochastic control for Lévy processes with application to insider trading
Sulem, Agnès
;
Kohatsu-Higa, Arturo
;
Øksendal, Bernt K.
; …
-
2009
Persistent link: https://www.econbiz.de/10003827062
Saved in:
2
Utility maximization in an insider influenced market
Kohatsu-Higa, Arturo
;
Sulem, Agnès
- In:
Mathematical finance : an international journal of …
16
(
2006
)
1
,
pp. 153-179
Persistent link: https://www.econbiz.de/10003336869
Saved in:
3
Local vega index and variance reduction methods
Bermin, Hans-Peter
;
Kohatsu-Higa, Arturo
;
Montero, Miquel
- In:
Mathematical finance : an international journal of …
13
(
2003
)
1
,
pp. 85-97
Persistent link: https://www.econbiz.de/10001765651
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->