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~subject:"Mathematische Optimierung"
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Mathematische Optimierung
Theorie
38
Theory
38
Volatility
37
Volatilität
37
Stochastic process
28
Stochastischer Prozess
28
Option pricing theory
24
Optionspreistheorie
24
Portfolio selection
21
Portfolio-Management
21
Spieltheorie
10
Derivat
9
Derivative
9
Game theory
9
Duopol
8
Duopoly
8
Hedging
7
Risiko
7
Risk
7
Capital income
6
Kapitaleinkommen
6
Oligopol
6
Oligopoly
6
stochastic volatility
5
Black-Scholes model
4
Black-Scholes-Modell
4
Börsenkurs
4
CAPM
4
Experiment
4
Financial economics
4
Financial market
4
Finanzmarkt
4
Kapitalmarkttheorie
4
Mathematical programming
4
Share price
4
Aktienoption
3
Credit risk
3
Dynamic game
3
Dynamisches Spiel
3
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English
4
Author
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Sircar, Kaushik Ronnie
4
Horst, Ulrich
2
Fouque, Jean-Pierre
1
Graewe, Paulwin
1
Ilhan, Aytac
1
Jonsson, Mattias
1
Soner, Halil Mete
1
Zariphopoulou-Souganidis, Thaleia
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Indifference pricing : theory and applications
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Mathematics and financial economics
1
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ECONIS (ZBW)
4
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Portfolio optimization
Ilhan, Aytac
;
Jonsson, Mattias
;
Sircar, Kaushik Ronnie
- In:
Indifference pricing : theory and applications
,
(pp. 183-210)
.
2009
Persistent link: https://www.econbiz.de/10003807585
Saved in:
2
Optimal liquidation problems and HJB equations with singular terminal condition
Graewe, Paulwin
-
2017
Persistent link: https://www.econbiz.de/10012613268
Saved in:
3
Special issue dedicated to the 2011 Humboldt-Princeton workshop on mathematical finance
Horst, Ulrich
;
Sircar, Kaushik Ronnie
- In:
Mathematics and financial economics
7
(
2013
)
2
,
pp. 129-130
Persistent link: https://www.econbiz.de/10009736874
Saved in:
4
Portfolio optimization and stochastic volatility asymptotics
Fouque, Jean-Pierre
;
Sircar, Kaushik Ronnie
; …
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 704-745
Persistent link: https://www.econbiz.de/10011764969
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