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Stochastischer Prozess
Theorie
32
Theory
32
Optionspreistheorie
15
Option pricing theory
14
Transaction costs
13
Transaktionskosten
12
Portfolio selection
10
Portfolio-Management
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Unvollkommener Markt
8
CAPM
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Martingal
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Martingale
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Arbitrage Pricing
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Arbitrage pricing
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Incomplete market
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Arbitrage
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Capital-Asset-Pricing-Modell
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Proportional transaction costs
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risk measures
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Black-Scholes model
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Black-Scholes-Modell
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Finanzmathematik
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Mathematical programming
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Mathematische Optimierung
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Probability theory
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Semimartingal
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Stochastic process
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Super-replication theorem
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Wahrscheinlichkeitsrechnung
4
Arbitrage-Pricing-Theorie
3
Efficient friction
3
Fatou property
3
Foreign exchange markets
3
Martingales
3
Mathematical finance
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Opportunity cost
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Opportunitätskosten
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Stochastisches Modell
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English
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Schachermayer, Walter
4
Beiglböck, Mathias
1
Czichowsky, Christoph
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Föllmer, Hans
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Lowther, George
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Pammer, Gudmund
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Peyre, Rémi
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Yang, Junjian
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Finance and stochastics
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Zurich lectures in advanced mathematics
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ECONIS (ZBW)
4
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Asymptotic theory of transaction costs
Schachermayer, Walter
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2017
Persistent link: https://www.econbiz.de/10011763489
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2
Asymptotic arbitrage and large deviations
Föllmer, Hans
;
Schachermayer, Walter
- In:
Mathematics and financial economics
1
(
2008
)
3/4
,
pp. 213-249
Persistent link: https://www.econbiz.de/10003722526
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3
Shadow prices, fractional Brownian motion, and portfolio optimisation under transaction costs
Czichowsky, Christoph
;
Peyre, Rémi
;
Schachermayer, Walter
- In:
Finance and stochastics
22
(
2018
)
1
,
pp. 161-180
Persistent link: https://www.econbiz.de/10011945647
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4
Faking Brownian motion with continuous Markov martingales
Beiglböck, Mathias
;
Lowther, George
;
Pammer, Gudmund
; …
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 259-284
Persistent link: https://www.econbiz.de/10014447742
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