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~subject:"Mathematische Optimierung"
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Mathematische Optimierung
Theorie
19
Theory
19
Option pricing theory
9
Optionspreistheorie
9
Hedging
7
Volatilität
6
Exchange rate
5
Stochastic process
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5
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5
Wechselkurs
5
Actuarial mathematics
4
Denmark
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Life insurance
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Black-Scholes model
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Dynamic programming
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Hypothek
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Mathematical programming
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Mortgage
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Statistical distribution
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Statistische Verteilung
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English
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Poulsen, Rolf
3
Madsen, Claus A.
1
Palczewski, Jan
1
Pedersen, Anne Marie B.
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Rasmussen, Kourosh M.
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Schenk-Hoppé, Klaus Reiner
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Wang, Huamao
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Computational Management Science : CMS
1
European journal of operational research : EJOR
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Operations research models in banking management
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ECONIS (ZBW)
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Dynamic portfolio optimization with transaction costs and state-dependent drift
Palczewski, Jan
;
Poulsen, Rolf
;
Schenk-Hoppé, Klaus Reiner
- In:
European journal of operational research : EJOR
243
(
2015
)
3
,
pp. 921-931
Persistent link: https://www.econbiz.de/10010513816
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2
Can home-owners benefit from stochastic programming models? : a study of mortgage choice in Denmark
Rasmussen, Kourosh M.
;
Madsen, Claus A.
;
Poulsen, Rolf
- In:
Computational Management Science : CMS
11
(
2014
)
1/2
,
pp. 5-23
Persistent link: https://www.econbiz.de/10010251217
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3
Financial planning for young households
Pedersen, Anne Marie B.
;
Weissensteiner, Alex
;
Poulsen, Rolf
- In:
Operations research models in banking management
,
(pp. 55-76)
.
2013
Persistent link: https://www.econbiz.de/10009739305
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