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Theorie
Theory
31
Portfolio selection
17
Portfolio-Management
17
Stochastic process
16
Stochastischer Prozess
16
Yield curve
10
Zinsstruktur
10
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growth optimal portfolio
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term structure of interest rates
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English
31
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Runggaldier, Wolfgang J.
30
Platen, Eckhard
4
Bhar, Ramaprasad
3
Björk, Tomas
3
Chiarella, Carl
3
Frey, Rüdiger
3
Kabanov, Jurij M.
3
Fontana, Claudio
2
Gombani, Andrea
2
Antonello, Michele
1
Biais, Bruno
1
Callegaro, Giorgia
1
Cipani, Luca
1
Corsi, Marco
1
DaiPra, Paolo
1
DiMasi, Giovanni
1
Edoli, Enrico
1
Florio, Silvia
1
Galesso, Giorgia
1
Jaschke, Stefan R.
1
Jeanblanc, Monique
1
Mercurio, Fabio
1
Nagai, Hideo
1
Pham, Huyên
1
Rudari, Cristina
1
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1
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Ekonomiska forskningsinstitutet <Stockholm>
2
Course of the International School of Mathematics Guido Stampacchia <15, 1992, Erice>
1
Course on Stochastic Processes: Applications in Mathematical Economics <15, 1992, Erice>
1
Weierstraß-Institut für Angewandte Analysis und Stochastik
1
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International journal of theoretical and applied finance
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Research paper / Quantitative Finance Research Group, University of Technology Sydney
3
Asia-Pacific financial markets
2
Mathematical methods of operations research
2
Working paper series in economics and finance
2
Advances in finance and stochastics : essays in honour of Dieter Sondermann
1
Applied mathematical finance
1
Applied mathematics monographs
1
Contemporary quantitative finance : essays in honour of Eckhard Platen
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
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1
Finance and stochastics
1
Handbook of heavy tailed distributions in finance
1
Insurance / Mathematics & economics
1
Journal of mathematical economics
1
Lecture notes in mathematics
1
Lecture notes in mathematics <Berlin> / Subseries / Fondazione CIME, Firenze
1
Lectures given at the ... session of the Centro Internazionale Matematico Estivo (CIME) ..
1
Mathematical modeling and numerical methods in finance : special volume
1
Oberwolfach
1
Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
1
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1
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ECONIS (ZBW)
31
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Down-side risk minimization under prescribed consumption level
Nagai, Hideo
- In:
Risk and decision analysis
3
(
2012
)
3
,
pp. 191-200
Persistent link: https://www.econbiz.de/10009655732
Saved in:
2
Stochastic processes: applications in mathematical economics-finance : proceedings of the 15th Course of the International School of Mathematics G. Stampacchia, Erice, Sicily, 14 -...
Runggaldier, Wolfgang J.
(
contributor
)
-
1992
Persistent link: https://www.econbiz.de/10000895003
Saved in:
3
Financial mathematics : held in Bressanone, Italy, July 8 - 13, 1996
Biais, Bruno
(
contributor
); …
-
1997
Persistent link: https://www.econbiz.de/10000954868
Saved in:
4
Towards a general theory of bond markets
Björk, Tomas
;
DiMasi, Giovanni
;
Kabanov, Jurij M.
; …
-
1996
Persistent link: https://www.econbiz.de/10000955624
Saved in:
5
A benchmark approach to portfolio optimization under partial information
Platen, Eckhard
;
Runggaldier, Wolfgang J.
-
2007
Persistent link: https://www.econbiz.de/10003437596
Saved in:
6
Credit risk and incomplete information : filtering and EM parameter estimation
Fontana, Claudio
;
Runggaldier, Wolfgang J.
- In:
International journal of theoretical and applied finance
13
(
2010
)
5
,
pp. 683-715
Persistent link: https://www.econbiz.de/10008904347
Saved in:
7
On optimal investment in a reinsurance context with a point process market model
Edoli, Enrico
;
Runggaldier, Wolfgang J.
- In:
Insurance / Mathematics & economics
47
(
2010
)
3
,
pp. 315-326
Persistent link: https://www.econbiz.de/10008747042
Saved in:
8
Pricing credit derivatives under incomplete information : a nonlinear-filtering approach
Frey, Rüdiger
;
Runggaldier, Wolfgang J.
- In:
Finance and stochastics
14
(
2010
)
4
,
pp. 495-526
Persistent link: https://www.econbiz.de/10008823701
Saved in:
9
A benchmark approach to portfolio optimization under partial information
Platen, Eckhard
;
Runggaldier, Wolfgang J.
- In:
Asia-Pacific financial markets
14
(
2007
)
1/2
,
pp. 25-43
Persistent link: https://www.econbiz.de/10003609529
Saved in:
10
Pricing without equivalent martingale measures under complete and incomplete observation
Galesso, Giorgia
;
Runggaldier, Wolfgang J.
- In:
Contemporary quantitative finance : essays in honour of …
,
(pp. 99-121)
.
2010
Persistent link: https://www.econbiz.de/10008749298
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