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~subject:"Stochastischer Prozess"
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Stochastischer Prozess
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Davis, Mark H. A.
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Davis, M. H. A.
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Lleo, Sébastien
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Jacobs, Oliver L.
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Mataix-Pastor, Vicente
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ECONIS (ZBW)
6
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1
Debiased expert forecasts in continuous-time asset allocation
Davis, Mark H. A.
;
Lleo, Sébastien
- In:
Journal of banking & finance
113
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012226106
Saved in:
2
Model-free methods in valuation and hedging of derivative securities
Davis, Mark H. A.
- In:
The handbook of post crisis financial modelling
,
(pp. 168-189)
.
2016
Persistent link: https://www.econbiz.de/10011475750
Saved in:
3
Jump-diffusion asset-liabilty management via risk-sensitive control
Davis, Mark H. A.
;
Lleo, Sébastien
- In:
OR spectrum : quantitative approaches in management
37
(
2015
)
3
,
pp. 655-675
Persistent link: https://www.econbiz.de/10011296728
Saved in:
4
Arbitrage-free interpolation of the swap curve
Davis, Mark H. A.
;
Mataix-Pastor, Vicente
- In:
International journal of theoretical and applied finance
12
(
2009
)
7
,
pp. 969-1005
Persistent link: https://www.econbiz.de/10003928772
Saved in:
5
Linear estimation and stochastic control
Davis, Mark H. A.
-
1977
-
1. publ.
Persistent link: https://www.econbiz.de/10000089406
Saved in:
6
Analysis and optimisation of stochastic systems : based on the proceedings of the International Conference on Analysis and Optimisation of Stochastic Systems held at the Univ. of O...
Jacobs, Oliver L.
(
ed.
);
Davis, M. H. A.
(
contributor
)
-
1980
Persistent link: https://www.econbiz.de/10013474609
Saved in:
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