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Reduced basis method for the Hamilton-Jacobi-Bellman equation modeling the emission trading system
Steck, Sebastian
-
2015
Persistent link: https://www.econbiz.de/10011442707
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2
A state-constrained stochastic optimal control problem arising in portfolio liquidation
Lazgham, Mourad
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2015
Persistent link: https://www.econbiz.de/10011437748
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3
Hedging in nonlinear models of illiquid financial markets
Sah, Nadim
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2014
Persistent link: https://www.econbiz.de/10010532759
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4
Statistical arbitrage with stochastic differential equations
Endres, Sylvia
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2018
Persistent link: https://www.econbiz.de/10011961947
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5
Numerische Methoden für hochdimensionale parabolische Gleichungen am Beispiel von Optionspreisaufgaben
Reisinger, Christoph
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2004
Persistent link: https://www.econbiz.de/10002734206
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6
Robust consumption-investment problems with stochastic coefficients
Wopperer, Christoph
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2011
Persistent link: https://www.econbiz.de/10009130291
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7
Business cycle models with embodied technological change and poisson shocks
Schlegel, Christoph
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10002470561
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8
Optimal portfolios with stochastic interest rates and defaultable assets
Kraft, Holger
-
2004
Persistent link: https://www.econbiz.de/10002018962
Saved in:
9
Two essays on incomplete markets
Esche, Felix
-
2004
Persistent link: https://www.econbiz.de/10001973372
Saved in:
10
Die stochastische Methode der finiten Elemente und Anwendungen bei der Bewertung von Finanzderivaten
Look, Stefan
-
1999
Persistent link: https://www.econbiz.de/10001406081
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