//--> //--> //-->
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
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:"De Vallière, Dimitri"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Bellman function
1
Consumption-investment problem
1
Dynamic programming
1
Dynamische Optimierung
1
HJB equation
1
Lyapunov function
1
Lévy process
1
Stochastic process
1
Stochastischer Prozess
1
Theorie
1
Theory
1
Transaction costs
1
Transaktionskosten
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Undetermined
1
Author
All
De Vallière, Dimitri
1
Kabanov, Jurij M.
1
Kabanov, Yuri
1
Lépinette, Emmanuel
1
Stricker, Christophe
1
Vallière, Dimitri De
1
Published in...
All
Finance and stochastics
2
Source
All
ECONIS (ZBW)
1
OLC EcoSci
1
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Consumption-investment problem with transaction costs for Lévy-driven price processes
Vallière, Dimitri De
;
Kabanov, Jurij M.
;
Lépinette, …
- In:
Finance and stochastics
20
(
2016
)
3
,
pp. 705-740
Persistent link: https://www.econbiz.de/10011531437
Saved in:
2
No-arbitrage criteria for financial markets with transaction costs and incomplete information
De Vallière, Dimitri
;
Kabanov, Yuri
;
Stricker, Christophe
- In:
Finance and stochastics
11
(
2007
)
2
,
pp. 237-252
Persistent link: https://www.econbiz.de/10008222019
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->