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Optimal control of linear systems with time varying drift parameters : the Guassian case
Christopeit, Norbert - 1996
Persistent link: https://www.econbiz.de/10000986515
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On the approximation of random variables by stochastic integrals with respect to semimartingales
Christopeit, Norbert - 1994
Persistent link: https://www.econbiz.de/10000891108
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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 the existence of arbitrage : free measures in contingent claim valuation
Christopeit, Norbert - 1991
Persistent link: https://www.econbiz.de/10000834041
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On the existence and characterization of arbitrage free measures in contingent claim valuation
Christopeit, Norbert - 1992
Persistent link: https://www.econbiz.de/10000840393
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Some comments on a simple nonlinear filter
Christopeit, Norbert - 1989
Persistent link: https://www.econbiz.de/10000815240
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Some comments on a simple nonlinear filter with application to adaptive control
Christopeit, Norbert - 1991
Persistent link: https://www.econbiz.de/10000821011
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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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Estimating parameters of an extreme value distribution by the method of moments
Christopeit, Norbert - 1990
Persistent link: https://www.econbiz.de/10000347821
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Asymptotic properties of least-squares estimators in semimartingale regression models
Christopeit, Norbert - 1985
Persistent link: https://www.econbiz.de/10000709862