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~type_genre:"Aufsatz im Buch"
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Projektportfolio-Management : strategisches und operatives Multi-Projektmanagement in der Praxis
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Interest rate models, asset allocation and quantitative techniques for central banks and sovereign wealth funds
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Computational methods in decision-making, economics and finance
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Diversification and portfolio management of mutual funds
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Advanced mathematical methods for finance
17
Financial engineering
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Risk management for central bank foreign reserves
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Applied quantitative finance
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Funds of hedge funds : performance, assessment, diversification, and statistical properties
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Handbook of financial time series
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The handbook of fixed income securities
16
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Mathematical modeling and numerical methods in finance : special volume
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Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor
15
Quantitative fund management
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Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
14
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
14
Numerical methods in finance
13
Pension fund risk management : financial and actuarial modeling
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
12
Alternative investments and strategies : credit, derivatives, CPPI, investments, risk
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Asset allocation and international investments
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Computational finance and its applications II : [Second International Conference on Computational Finance - Computational finance II ; held in London in June 2006]
12
Handbook of new institutional economics
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Management komplexer Familienvermögen : Organisation, Strategie, Umsetzung
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Options : classic approaches to pricing and modelling
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The Oxford handbook of quantitative asset management
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Application of operations research to financial markets
11
Contemporary quantitative finance : essays in honour of Eckhard Platen
11
Financial markets and instruments
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Handbook of heavy tailed distributions in finance
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Managing investment portfolios : a dynamic process
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ECONIS (ZBW)
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1
Option pricing : real and risk-neutral distributions
Kōnstantinidēs, Giōrgos
;
Jackwerth, Jens Carsten
; …
- In:
Financial engineering
,
(pp. 565-591)
.
2008
Persistent link: https://www.econbiz.de/10003567751
Saved in:
2
Asset pricing in a fractional market under transaction costs
Gisin, Vladimir
;
Markov, Andrey
- In:
Market risk and financial markets modeling
,
(pp. 47-56)
.
2012
Persistent link: https://www.econbiz.de/10009514457
Saved in:
3
Contingent claim valuation with penalty costs on short selling positions
Costa, O. L. V.
;
Queiroz Filho, E. V.
- In:
Computational finance and its applications II : [Second …
,
(pp. 151-160)
.
2006
Persistent link: https://www.econbiz.de/10003410132
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4
Asymptotics of HARA utility from terminal wealth under proportional transaction costs with decision lag or execution delay and obligatory diversification
Stettner, Lukasz
- In:
Advanced mathematical methods for finance
,
(pp. 509-536)
.
2011
Persistent link: https://www.econbiz.de/10008991273
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5
Time-consistent risk-constrained dynamic portfolio optimization with transactional costs and time-dependent returns
Valladão, Davi
;
Silva, Thuener
;
Poggi, Marcus
- In:
Application of operations research to financial markets
,
(pp. 379-405)
.
2019
Persistent link: https://www.econbiz.de/10012160031
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6
Pricing related projects
Flam, S. D.
;
Gassmann, H. I.
- In:
Coping with uncertainty : modeling and policy issues
,
(pp. 301-313)
.
2006
Persistent link: https://www.econbiz.de/10003394901
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7
Construction and hedging of optimal payoffs in Lévy models
Rüschendorf, Ludger
;
Wolf, Viktor
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 331-377)
.
2016
Persistent link: https://www.econbiz.de/10011800386
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8
Buy rough, sell smooth
Glasserman, Paul
;
He, Pu
- In:
Options - 45 years since the publication of the …
,
(pp. 89-125)
.
2023
Persistent link: https://www.econbiz.de/10014366595
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9
Volatility is rough
Gatheral, Jim
;
Jaisson, Thibault
;
Rosenbaum, Mathieu
- In:
Options - 45 years since the publication of the …
,
(pp. 127-172)
.
2023
Persistent link: https://www.econbiz.de/10014366596
Saved in:
10
Almost surely optimal portfolios under proportional transaction costs
Feodoria, Mark-Roman
;
Kallsen, Jan
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 303-312)
.
2016
Persistent link: https://www.econbiz.de/10011800383
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