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Strategien zur Absicherung ungewisser Verpflichtungen mit Transaktionskosten im Binomialmodell
Wehrmann, Dirk C. - 1998
Persistent link: https://www.econbiz.de/10000676156
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Asymptotic arbitrage and numéraire portfolios in large financial markets
Rochlin, Dmitri B. - In: Finance and stochastics 12 (2008) 2, pp. 173-194
Persistent link: https://www.econbiz.de/10003716254
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Fixed income securities : valuation, risk, and risk management
Veronesi, Pietro - 2010
Persistent link: https://www.econbiz.de/10003885625
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Valuing R&D investments with a jump-diffusion process
Sereno, Luigi (contributor) - 2006
Persistent link: https://www.econbiz.de/10003376002
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Portfolio management without probabilities or statistics
Flåm, Sjur D. - In: Annals of finance 6 (2010) 3, pp. 357-368
Persistent link: https://www.econbiz.de/10003978880
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Minimizing the expected market time to reach a certain wealth level
Kardaras, Constantinos; Platen, Eckhard - 2008
Persistent link: https://www.econbiz.de/10003857129
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Three-benchmarked risk minimization for jump diffusion markets
Du, Ke; Platen, Eckhard - 2011
Persistent link: https://www.econbiz.de/10009564615
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Hedging derivatives
Rheinländer, Thorsten; Sexton, Jenny - 2011
Persistent link: https://www.econbiz.de/10009233654
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Brownian motion calculus
Wiersema, Ubbo F. - 2008
Persistent link: https://www.econbiz.de/10002581692
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Die Bewertung von Convertible und Exchangeable Bonds bei stochastischer Zinsentwicklung
Wöster, Christoph - 2004 - 1. Aufl.
Persistent link: https://www.econbiz.de/10002006130