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Optionspreistheorie
Theorie
15
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15
mechanism design
12
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10
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10
incentives
7
asymmetric information
6
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Pliska, Stanley R.
4
Duan, Jin-Chuan
2
Bielecki, Tomasz R.
1
Geman, Hélyette
1
Jin, Hanqing
1
Madan, Dilip B.
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Vorst, Ton
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Advances in finance and stochastics : essays in honour of Dieter Sondermann
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Journal of economic dynamics & control
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Springer finance
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ECONIS (ZBW)
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Continuous-time-mean-variance portfolio selection with bankruptcy prohibition
Bielecki, Tomasz R.
;
Jin, Hanqing
;
Pliska, Stanley R.
; …
- In:
Mathematical finance : an international journal of …
15
(
2005
)
2
,
pp. 213-244
Persistent link: https://www.econbiz.de/10002725425
Saved in:
2
Option valuation with co.integrated asset prices
Duan, Jin-Chuan
;
Pliska, Stanley R.
- In:
Journal of economic dynamics & control
28
(
2004
)
4
,
pp. 727-754
Persistent link: https://www.econbiz.de/10001854468
Saved in:
3
Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
Geman, Hélyette
(
contributor
);
Madan, Dilip B.
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10001597059
Saved in:
4
Option pricing for co-integrated assets
Duan, Jin-Chuan
;
Pliska, Stanley R.
- In:
Advances in finance and stochastics : essays in honour …
,
(pp. 85-99)
.
2002
Persistent link: https://www.econbiz.de/10001672222
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