//--> //--> //-->
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
~person:"Becherer, Dirk"
~person:"Geman, Hélyette"
~subject:"Financial investment"
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
Mean-Variance Hedging via Stoc...
Similar by person
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Financial investment
Information value
3
Informationswert
3
Portfolio selection
3
Portfolio-Management
3
Theorie
3
Theory
3
utility maximization
3
value of information
3
Erwartungsnutzen
2
Expected utility
2
Financial economics
2
Information costs
2
Information provision
2
Informationskosten
2
Informationsversorgung
2
Kapitalmarkttheorie
2
Martingal
2
Martingale
2
default sensitive claims
2
hybrid models
2
initial enlargement of filtrations
2
predietable representation property
2
Capital income
1
Credit risk
1
Default time
1
Hazard process
1
Imperfect information
1
Incomplete information
1
Initial enlargement of filtrations
1
Kapitalanlage
1
Kapitaleinkommen
1
Kreditrisiko
1
Martingale preserving measure
1
Martingale preserving measure
1
Risikoprämie
1
Risk premium
1
Stochastic process
1
Stochastischer Prozess
1
Unvollkommene Information
1
more ...
less ...
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Becherer, Dirk
Geman, Hélyette
Coculescu, Delia
1
Jeanblanc, Monique
1
Published in...
All
Finance and stochastics
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Valuation of default-sensitive claims under imperfect information
Coculescu, Delia
;
Geman, Hélyette
;
Jeanblanc, Monique
- In:
Finance and stochastics
12
(
2008
)
2
,
pp. 195-218
Persistent link: https://www.econbiz.de/10003716260
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->