//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Finance and stochastics"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Primal and dual approximation...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Duality
4
Theorie
3
Theory
3
Mathematical programming
2
Mathematische Optimierung
2
Portfolio selection
2
Portfolio-Management
2
Asymmetric information
1
Asymmetrische Information
1
Concave valuations
1
Control theory
1
Convex risk measures
1
Counterparty risk
1
Credit risk
1
Decision under risk
1
Dispersion-constrained martingale Schrödinger problem
1
Dynamic programming
1
Dynamische Optimierung
1
Enlargement of filtrations
1
Entropie
1
Entropy
1
Entscheidung unter Risiko
1
Hamilton-Jacobi-Bellman equation
1
Investment-consumption problem
1
Joint S&P 500/VIX smile calibration
1
Kontrolltheorie
1
Kreditrisiko
1
Martingal
1
Martingale
1
Measurement
1
Messung
1
Minimum entropy
1
Nutzen
1
Opportunity cost
1
Opportunitätskosten
1
Optimal investment
1
Optimal stochastic control
1
Optimal transport
1
Option pricing theory
1
Optionspreistheorie
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Federico, Salvatore
1
Gassiat, Paul
1
Gozzi, Fausto
1
Guyon, Julien
1
Hillairet, Caroline
1
Jiao, Ying
1
Rochlin, Dmitri B.
1
Roorda, Berend
1
Schumacher, Johannes M.
1
more ...
less ...
Published in...
All
Finance and stochastics
European journal of operational research : EJOR
37
Journal of Global Optimization
37
Computational Statistics
25
Mathematical Methods of Operations Research
25
SpringerLink / Bücher
25
Management Science
22
Operations research
17
Operations research letters
16
European Journal of Operational Research
15
INFORMS journal on computing : JOC
14
Mathematics of operations research
14
Computers & operations research : and their applications to problems of world concern ; an international journal
12
Lecture notes in economics and mathematical systems : LNEMS
12
Computational Optimization and Applications
11
Econometric Institute Research Papers
11
Econometric Institute Report
10
International Journal of Operations & Production Management
10
MPRA Paper
10
TOP: An Official Journal of the Spanish Society of Statistics and Operations Research
10
Opsearch : journal of the Operational Research Society of India
9
Finance and Stochastics
8
Internet Policy Review
8
Economics and Quantitative Methods
7
International journal of production research
7
Journal of business research : JBR
7
Management science : journal of the Institute for Operations Research and the Management Sciences
7
Omega : the international journal of management science
7
Physica A: Statistical Mechanics and its Applications
7
Vector Optimization
7
Discussion papers / CEPR
6
Economic Theory
6
Games and economic behavior
6
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
6
International Journal of Quality & Reliability Management
6
Internet policy review : journal on internet regulation
6
Journal of Documentation
6
Operational research : an international journal
6
Organization : the interdisciplinary journal of organization, theory and society
6
Transportation research / E : an international journal
6
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Portfolio optimization with insider's initial information and counterparty risk
Hillairet, Caroline
;
Jiao, Ying
- In:
Finance and stochastics
19
(
2015
)
1
,
pp. 109-134
Persistent link: https://www.econbiz.de/10011417122
Saved in:
2
Utility maximization with current utility on the wealth : regularity of solutions to the HJB equation
Federico, Salvatore
;
Gassiat, Paul
;
Gozzi, Fausto
- In:
Finance and stochastics
19
(
2015
)
2
,
pp. 415-448
Persistent link: https://www.econbiz.de/10011418169
Saved in:
3
Weakly time consistent concave valuations and their dual representations
Roorda, Berend
;
Schumacher, Johannes M.
- In:
Finance and stochastics
20
(
2016
)
1
,
pp. 123-151
Persistent link: https://www.econbiz.de/10011460026
Saved in:
4
On the game interpretation of a shadow price process in utility maximization problems under transaction costs
Rochlin, Dmitri B.
- In:
Finance and stochastics
17
(
2013
)
4
,
pp. 819-839
Persistent link: https://www.econbiz.de/10010190873
Saved in:
5
Dispersion-constrained martingale Schrödinger problems and the exact joint S&P 500/VIX smile calibration puzzle
Guyon, Julien
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 27-79
Persistent link: https://www.econbiz.de/10014447575
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->