- Standort
-
Deutsche Nationalbibliothek Frankfurt am Main
- Maße
-
21 cm
- Umfang
-
114 S.
- Sprache
-
Englisch
- Anmerkungen
-
graph. Darst.
Ulm, Univ., Diss., 2002
- Schlagwort
-
Hedging
Erwartungswert-Varianz-Ansatz
Sprungprozess
Stochastische Kontrolltheorie
Riccati-Differentialgleichung
Stochastische Differentialgleichung
- Urheber
-
Roßberg, Thilo
- Inhaltsverzeichnis
- Rechteinformation
-
Bei diesem Objekt liegt nur das Inhaltsverzeichnis digital vor. Der Zugriff darauf ist unbeschränkt möglich.
- Letzte Aktualisierung
-
11.06.2025, 14:14 MESZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Hochschulschrift
Beteiligte
- Roßberg, Thilo
Ähnliche Objekte (12)
Mean-Variance Hedging for Continuous Processes
Mean-Variance Hedging under Additional Market Information
On the structure of general mean-variance hedging strategies
A Note on Mean-Variance Hedging of Non-Attainable Claims
Mean-variance hedging for continuous processes: New proofs and examples
A Note on Mean-Variance Hedging of Non-Attainable Claims
Optimal Control of Linear Stochastic Systems with Singular Costs, and the Mean-Variance Hedging Problem with Stochastic Market Conditions
Optimal Control of Linear Stochastic Systems with Singular Costs, and the Mean-Variance Hedging Problem with Stochastic Market Conditions
Global Adapted Solution of One-Dimensional Backward Stochastic Riccati Equations, with Application to the Mean-Variance Hedging
Global Adapted Solution of One-Dimensional Backward Stochastic Riccati Equations, with Application to the Mean- Variance Hedging
Mean variance hedging in the presence of additionally observed market prices
Mean-Variance hedging and optimal investment in Heston's model with correlation
Mean-Variance Hedging for Continuous Processes
Mean-Variance Hedging under Additional Market Information
On the structure of general mean-variance hedging strategies
A Note on Mean-Variance Hedging of Non-Attainable Claims
Mean-variance hedging for continuous processes: New proofs and examples
A Note on Mean-Variance Hedging of Non-Attainable Claims
Optimal Control of Linear Stochastic Systems with Singular Costs, and the Mean-Variance Hedging Problem with Stochastic Market Conditions
Optimal Control of Linear Stochastic Systems with Singular Costs, and the Mean-Variance Hedging Problem with Stochastic Market Conditions
Global Adapted Solution of One-Dimensional Backward Stochastic Riccati Equations, with Application to the Mean-Variance Hedging
Global Adapted Solution of One-Dimensional Backward Stochastic Riccati Equations, with Application to the Mean- Variance Hedging
Mean variance hedging in the presence of additionally observed market prices
Mean-Variance hedging and optimal investment in Heston's model with correlation
Mean-Variance Hedging for Continuous Processes
Mean-Variance Hedging under Additional Market Information
On the structure of general mean-variance hedging strategies
A Note on Mean-Variance Hedging of Non-Attainable Claims
Mean-variance hedging for continuous processes: New proofs and examples
A Note on Mean-Variance Hedging of Non-Attainable Claims
Optimal Control of Linear Stochastic Systems with Singular Costs, and the Mean-Variance Hedging Problem with Stochastic Market Conditions
Optimal Control of Linear Stochastic Systems with Singular Costs, and the Mean-Variance Hedging Problem with Stochastic Market Conditions
Global Adapted Solution of One-Dimensional Backward Stochastic Riccati Equations, with Application to the Mean-Variance Hedging
Global Adapted Solution of One-Dimensional Backward Stochastic Riccati Equations, with Application to the Mean- Variance Hedging
Mean variance hedging in the presence of additionally observed market prices