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Kongress
Theorie
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Stochastischer Prozess
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Theory
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Stochastic process
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Kontrolltheorie
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Optionspreistheorie
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backward stochastic differential equation
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Portfolio selection
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mean-variance hedging
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Börsenkurs
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Informationsökonomik
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Marktmikrostruktur
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backward stochastic Riccati equation
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stochastic linear-quadratic control problem
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CAPM
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Compatible bond-stock market
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Derivat <Wertpapier>
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Economics of information
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Finanzmathematik
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Market microstructure
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Monte Carlo simulation
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Search theory
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Share price
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Stochastische Differenzengleichung
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backward semimartingale equations
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English
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Kohlmann, Michael
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Sonderforschungsbereich Approximation und Mathematische Optimierung in einer Anwendungsbezogenen Mathematik <Bonn>
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Workshop on Mathematical Finance <2000, Konstanz>
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Workshop on Stochastic Control Theory and Stochastic Differential Systems <1979, Honnef>
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Lecture notes in control and information sciences
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USB Cologne (EcoSocSci)
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Mathematical finance : Workshop of the Mathematical Finance Research Project, Konstanz, Germany, October 5 - 7, 2000
Kohlmann, Michael
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2001
Persistent link: https://www.econbiz.de/10004767063
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Stochastic control theory and stochastic differential systems : proceedings of a workshop of the "Sonderforschungsbereich 72 der Deutschen Forschungsgemeinschaft an der Universität...
Kohlmann, Michael
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contributor
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1979
Persistent link: https://www.econbiz.de/10004705784
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