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Mathematical modeling and numerical methods in finance : special volume
18
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ECONIS (ZBW)
18
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1
Model risk in finance : some modeling and numerical analysis issues
Talay, Denis
-
2009
Persistent link: https://www.econbiz.de/10003826903
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2
Robust preferences and robust portfolio choice
Schied, Alexander
;
Föllmer, Hans
;
Weber, Stefan
-
2009
Persistent link: https://www.econbiz.de/10003826910
Saved in:
3
Stochastic portfolio theory : an overview
Karatzas, Ioannis
;
Fernholz, Robert
-
2009
Persistent link: https://www.econbiz.de/10003826916
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4
Asymmetric variance reduction for pricing american options
Han, Chuan-Hsiang
;
Fouque, Jean-Pierre
-
2009
Persistent link: https://www.econbiz.de/10003826937
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5
Downside and drawdown risk characteristics of optimal portfolios in continuous time
Yang, Dennis Tao
;
Yu, Minjie
;
Zhang, Qiang
-
2009
Persistent link: https://www.econbiz.de/10003826949
Saved in:
6
Investment performance measurement under asymptotically linear local risk tolerance
Zariphopoulou-Souganidis, Thaleia
;
Zhou, T.
-
2009
Persistent link: https://www.econbiz.de/10003826961
Saved in:
7
Malliavin calculus for pure jump processes and applications to finance
Bavouzet, Marie-Pierre
;
Messaoud, Marouen
;
Bally, Vlad
-
2009
Persistent link: https://www.econbiz.de/10003826973
Saved in:
8
On the discrete time capital asset pricing model
Bensoussan, Alain
-
2009
Persistent link: https://www.econbiz.de/10003826995
Saved in:
9
Numerical approximation by quantization of control problems in finance under partial observations
Pham, Huyên
;
Corsi, Marco
;
Runggaldier, Wolfgang J.
-
2009
Persistent link: https://www.econbiz.de/10003827001
Saved in:
10
Recombining binomial tree approximations for diffusions
Hoek, John van der
-
2009
Persistent link: https://www.econbiz.de/10003827008
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