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~institution:"Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>"
~institution:"Johannes Gutenberg-Universität Mainz"
~language:"eng"
~language:"hun"
~subject:"Dynamische Optimierung"
~subject:"Share price"
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Dynamische Optimierung
Share price
Theorie
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DAX-Futures
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Müller, Markus
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Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
Johannes Gutenberg-Universität Mainz
National Bureau of Economic Research
225
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Arbeitspapiere zur mathematischen Wirtschaftsforschung
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ECONIS (ZBW)
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Extremal behaviour of diffusion models in finance
Borkovec, Milan
;
Klüppelberg, Claudia
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1996
Persistent link: https://www.econbiz.de/10000960264
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2
Pricing of European options when the underlying stock price follows a linear birth-death process
Korn, Ralf
;
Kreer, Markus
;
Lenssen, Mark
-
1995
Persistent link: https://www.econbiz.de/10000929353
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3
Contributions to column-generation approaches in combinatorial optimization
Tilk, Christian
-
2016
Persistent link: https://www.econbiz.de/10011614104
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4
Policy shocks in a monetary asset-pricing model with endogenous production
Schittko, Ulrich K.
-
1995
Persistent link: https://www.econbiz.de/10013453007
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5
Structural and stochastic policy shocks in a two-country monetary asset-pricing model with production
Schittko, Ulrich K.
-
1996
Persistent link: https://www.econbiz.de/10013453108
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6
The intraday ex ante profitability of DAX-futures arbitrage for institutional investors in Germany : the case of early and late transactions
Bamberg, Günter
-
1994
Persistent link: https://www.econbiz.de/10013374623
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