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On minimax estimation in linear regression models with ellipsoidal constraints
Christopeit, Norbert - 1991
Persistent link: https://www.econbiz.de/10000833559
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On stochastic "bang-bang" control for linear diffusions with point process observations
Christopeit, Norbert; Helmes, Kurt - 1988
Persistent link: https://www.econbiz.de/10000756228
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How to avoid a hedging bias
Dudenhausen, Antje (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001828712
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Effectiveness of hedging strategies under model misspecification and trading restrictions
Dudenhausen, Antje (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001825459
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An examination of the effects of parameter misspecification
Dudenhausen, Antje (contributor); Schlögl, Lutz (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001825761