//--> //--> //-->
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
~subject:"Kontrolltheorie"
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
Natural gas-fired power plants...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Kontrolltheorie
Theorie
10
Theory
10
Transaction costs
10
Transaktionskosten
9
Portfolio selection
8
Portfolio-Management
8
Option pricing theory
4
Optionspreistheorie
4
transaction costs
4
Black-Scholes model
2
Black-Scholes-Modell
2
Nutzenfunktion
2
Portfolio optimization
2
Stochastic process
2
Stochastischer Prozess
2
Utility function
2
Asian options
1
Barrier options
1
Complete Solutions
1
Control theory
1
Correlation
1
Differential equation method
1
Erdgas
1
Hamilton-Jacobi-Bellman equation
1
Hedging with utility based preferences
1
Korrelation
1
Lagermanagement
1
Natural gas
1
Optimal Resource Allocation
1
Option pricing
1
Partial
1
Quantitative finance
1
Stochastic control
1
Trading strategies
1
Utility Preference
1
Warehouse management
1
asymptotic expansion
1
closed form solution
1
discrete time
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
Alexandropoulos, C. A.
1
Atkinson, Colin
1
Published in...
All
Applied mathematical finance
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing a European basket option in the presence of proportional transaction costs
Atkinson, Colin
;
Alexandropoulos, C. A.
- In:
Applied mathematical finance
13
(
2006
)
3
,
pp. 191-214
Persistent link: https://www.econbiz.de/10003383647
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->