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~isPartOf:"Applied mathematical finance"
~isPartOf:"DIW Berlin Discussion Paper"
~subject:"Volatility"
~subject:"portfolio optimization"
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A PDE system for modeling stoc...
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Volatility
portfolio optimization
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Behavioural finance
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Black-Scholes model
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Black-Scholes-Modell
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Hedge fund
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american options
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finite differences
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heston volatility model
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investor’s participation
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stochastic control
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Duck, Peter
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Duck, Peter W.
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Applied mathematical finance
DIW Berlin Discussion Paper
Journal of international financial markets, institutions & money
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Perpetual options on multiple underlyings
Duck, Peter W.
;
Evatt, Geoffrey W.
;
Johnson, Paul V.
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 174-200
Persistent link: https://www.econbiz.de/10010352003
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The optimal interaction between a hedge fund manager and investor
Ramirez, Hugo Eduardo
;
Johnson, Paul
;
Duck, Peter
; …
- In:
Applied mathematical finance
25
(
2018
)
5/6
,
pp. 483-510
Persistent link: https://www.econbiz.de/10012129178
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