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Menschheit am Wendepunkt
Mesarović, Mihajlo D.; Pestel, Eduard - 1974
Persistent link: https://www.econbiz.de/10004638312
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Simulation-based portfolio optimization for large portfolios with transaction costs
Muthuraman, Kumar; Zha, Haining - In: Mathematical finance : an international journal of … 18 (2008) 1, pp. 115-134
Persistent link: https://www.econbiz.de/10003643474
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Calibrating a diffusion pricing model with uncertain volatility: regularization and stability
Samperi, Dominick - In: Mathematical finance : an international journal of … 12 (2002) 1, pp. 71-87
Persistent link: https://www.econbiz.de/10001686213
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Arbitrage-free multifactor term structure models : a theory based on stochastic control
Gombani, Andrea; Runggaldier, Wolfgang J. - In: Mathematical finance : an international journal of … 23 (2013) 4, pp. 659-686
Persistent link: https://www.econbiz.de/10010187681
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A first-order BSPDE for swing option pricing
Bender, Christian; Dokučaev, Nikolaj G. - In: Mathematical finance : an international journal of … 26 (2016) 3, pp. 461-491
Persistent link: https://www.econbiz.de/10011583530
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A first-order BSPDE for swing option pricing : classical solutions
Bender, Christian; Dokučaev, Nikolaj G. - In: Mathematical finance : an international journal of … 27 (2017) 3, pp. 902-925
Persistent link: https://www.econbiz.de/10011764986