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Estimating the neighborhood influence on decision makers : theory and an application on the analysis of innovation decisions
Hautsch, Nikolaus; Klotz, Stefan - 2001
Persistent link: https://www.econbiz.de/10001635446
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Neyman-Pearson hedging and dynamic measures of risk
Kohlmann, Michael - 2000
Persistent link: https://www.econbiz.de/10001475180
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(Reflected) backward stochastic differential equations and contingent claims
Kohlmann, Michael - 1999
Persistent link: https://www.econbiz.de/10001387121
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The informed and uninformed agent's price of a contingent claim
Kohlmann, Michael; Zhou, Xun Yu - 1999
Persistent link: https://www.econbiz.de/10001387122
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Analyzing the time between trades with a gamma compounded hazard model : an application to LIFFE bund future transactions
Hautsch, Nikolaus - 1999
Persistent link: https://www.econbiz.de/10001378696
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Backward stochastic differential equations and stochastic controls : a new perspective
Kohlmann, Michael; Zhou, Xun Yu - 1999
Persistent link: https://www.econbiz.de/10001381857
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Volatility estimation on the basis of price intensities
Gerhard, Frank; Hautsch, Nikolaus - 1999
Persistent link: https://www.econbiz.de/10001447119
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A note on mean-variance hedging of non-attainable claims
Kohlmann, Michael; Peisl, Bernhard - 2000
Persistent link: https://www.econbiz.de/10001450614
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BSDES with stochastic Lipschitz condition
Bender, Christian; Kohlmann, Michael - 2000
Persistent link: https://www.econbiz.de/10001450618