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~subject:"Optionspreistheorie"
~subject:"Spieltheorie"
~subject:"stochastic control"
~type:"article"
~type_genre:"Aufsatz in Zeitschrift"
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Optionspreistheorie
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stochastic control
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954
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312
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Aufsatz in Zeitschrift
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114
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Dokučaev, Nikolaj G.
3
Federico, Salvatore
3
Leung, Tim
3
Basei, Matteo
2
Başar, Tamer
2
Bender, Christian
2
Boucekkine, Raouf
2
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2
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2
Djehiche, Boualem
2
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2
Freund, Daniel
2
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2
Guo, Xin
2
Halkos, George E.
2
Hess, Markus
2
Jaimungal, Sebastian
2
Junca, Mauricio
2
Kwon, H. Dharma
2
Lehalle, Charles-Albert
2
Ong, Hao Yi
2
Papageorgiou, George J.
2
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1
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Barth, Andrea
1
Bartolomeo, Giovanni di
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Mathematics of operations research
13
International journal of theoretical and applied finance
12
Dynamic games and applications : DGA
11
Risks : open access journal
7
Insurance / Mathematics & economics
6
Applied mathematical finance
5
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
Journal of risk and financial management : JRFM
4
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International game theory review
3
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1
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1
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1
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1
Fulbright review of economics and policy
1
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Indian growth and development review
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1
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Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
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1
Strategische Preispolitik in der westeuropäischen Industrie für Meß- und
Regelungstechnik
: eine spieltheoretische Fallstudie
Bayer, Christian R.
;
Berninghaus, Siegfried
- In:
Journal of business economics : JBE
69
(
1999
)
8
,
pp. 927-944
Persistent link: https://www.econbiz.de/10001402370
Saved in:
2
Robust solution of a time-variable interception problem : a cheap control approach
Turetsky, Vladimir
;
Glizer, Valery Y.
- In:
International game theory review
9
(
2007
)
4
,
pp. 637-655
Persistent link: https://www.econbiz.de/10003645677
Saved in:
3
The polluted ecosystem game
Brock, William A.
;
Dechert, W. Davis
- In:
Indian growth and development review
1
(
2008
)
1
,
pp. 7-31
Persistent link: https://www.econbiz.de/10003782154
Saved in:
4
Optimal non-proportional reinsurance control and stochastic differential games
Taksar, Michael I.
;
Zeng, Xudong
- In:
Insurance / Mathematics & economics
48
(
2011
)
1
,
pp. 64-71
Persistent link: https://www.econbiz.de/10008839763
Saved in:
5
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:
6
Financial control of a competitive economy with public goods but without randomness
Karatzas, Ioannis
;
Shubik, Martin
;
Sudderth, William D.
- In:
Journal of public economic theory
13
(
2011
)
4
,
pp. 503-537
Persistent link: https://www.econbiz.de/10009247129
Saved in:
7
Dynamic forecasting and control algorithms of glaucoma progression for clinician decision support
Helm, Jonathan E.
;
Lavieri, Mariel S.
;
Van Oyen, Mark P.
; …
- In:
Operations research
63
(
2015
)
5
,
pp. 979-999
Persistent link: https://www.econbiz.de/10011397795
Saved in:
8
Continuously controlled options : derivatives with added flexibility
Dokučaev, Nikolaj G.
- In:
International journal of theoretical and applied finance
16
(
2013
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10009725089
Saved in:
9
Income drawdown option with minimum guarantee
Di Giacinto, Marina
;
Federico, Salvatore
;
Gozzi, Fausto
; …
- In:
European journal of operational research : EJOR
234
(
2014
)
3
,
pp. 610-624
Persistent link: https://www.econbiz.de/10010360497
Saved in:
10
Stochastic Pareto-optimal reinsurance policies
Zeng, Xudong
;
Luo, Shangzhen
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 671-677
Persistent link: https://www.econbiz.de/10010227906
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