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:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Dynamic programming"
~subject:"Optionspreistheorie"
~type:"article"
~type_genre:"Aufsatz in Zeitschrift"
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
Introduction to system sensiti...
Similar by subject
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Dynamic programming
Optionspreistheorie
Control theory
23
Kontrolltheorie
23
Theorie
15
Theory
15
Stochastic process
14
Stochastischer Prozess
14
Portfolio selection
13
Portfolio-Management
13
CAPM
5
Option pricing theory
4
Mathematical programming
3
Mathematische Optimierung
3
Transaction costs
3
Transaktionskosten
3
stochastic optimal control
3
Dynamische Optimierung
2
Experiment
2
Hamilton-Jacobi-Bellman equation
2
Incomplete market
2
Martingal
2
Martingale
2
Securities trading
2
Unvollkommener Markt
2
Wertpapierhandel
2
stochastic control
2
swing options
2
viscosity solutions
2
Aktienindex
1
Anleihe
1
Arbitrage Pricing
1
Arbitrage pricing
1
BSPDE
1
Bond
1
Consumption theory
1
Derivat
1
Derivative
1
Dividend
1
Dividende
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
6
Language
All
English
6
Author
All
Bender, Christian
2
Dokučaev, Nikolaj G.
2
Björk, Tomas
1
Gombani, Andrea
1
Li, Duan
1
Liang, Jianfeng
1
Murgoci, Agatha
1
Runggaldier, Wolfgang J.
1
Samperi, Dominick
1
Zhang, Shuzhong
1
Zhou, Xun Yu
1
more ...
less ...
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial theory
Risks : open access journal
8
Insurance / Mathematics & economics
7
Operations research
7
European journal of operational research : EJOR
6
Finance and stochastics
5
International journal of theoretical and applied finance
5
Mathematics of operations research
5
Journal of risk and financial management : JRFM
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Applied mathematical finance
3
Computational economics
3
Journal of economic dynamics & control
3
Mathematics and financial economics
3
Quantitative finance
3
INFORMS journal on applied analytics
2
International journal of production economics
2
Journal of revenue and pricing management
2
Journal of scheduling
2
Journal of the Operational Research Society : OR
2
Manufacturing & service operations management : M & SOM
2
Natural resource modeling : the official journal of the Resource Modeling Association
2
OR spectrum : quantitative approaches in management
2
Operations research letters
2
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
2
American journal of agricultural economics
1
Applied financial economics
1
Computational Management Science : CMS
1
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
1
Economic modelling
1
Economic theory : official journal of the Society for the Advancement of Economic Theory
1
Economics of innovation and new technology
1
IEEE transactions on engineering management : EM
1
IMA journal of management mathematics
1
INFORMS journal on computing : JOC
1
International game theory review
1
International journal of production research
1
International journal of sustainable economies management : an official publication of the Information Resources Management Association
1
International journal of theoretical and applied finance : IJTAF
1
Journal of banking & finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
Mean-variance portfolio optimization with state-dependent risk aversion
Björk, Tomas
;
Murgoci, Agatha
;
Zhou, Xun Yu
- In:
Mathematical finance : an international journal of …
24
(
2014
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10010256230
Saved in:
6
Optioned portfolio selection : models and analysis
Liang, Jianfeng
;
Zhang, Shuzhong
;
Li, Duan
- In:
Mathematical finance : an international journal of …
18
(
2008
)
4
,
pp. 569-593
Persistent link: https://www.econbiz.de/10003769015
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
