Essays on Utility maximization and Optimal Stopping Problems in the Presence of Default Risk
- Location
-
Deutsche Nationalbibliothek Frankfurt am Main
- Extent
-
Online-Ressource
- Language
-
Englisch
- Notes
-
Berlin, Humboldt-Universität zu Berlin, Dissertation, 2018
- Classification
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Wirtschaft
- Keyword
-
Risk
Filters and filtration
Stochastic differential equations
Nutzenmaximierung
Sequenzielle Suche
Suchtheorie
Risikoaversion
Dantzig-Wolfe-Dekomposition
- Event
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Veröffentlichung
- (where)
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Berlin
- (who)
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Humboldt-Universität zu Berlin
- (when)
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2018
- Creator
- Contributor
- DOI
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10.18452/19323
- URN
-
urn:nbn:de:kobv:11-110-18452/20084-9
- Rights
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
-
25.03.2025, 1:50 PM CET
Data provider
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Associated
- Feunou, Victor Nzengang
- Imkeller, Peter
- Ankirchner, Stefan
- Becherer, Dirk
- Humboldt-Universität zu Berlin
Time of origin
- 2018
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