UB Paderborn / Katalog / Suche / in CDI

Sortiert nach

Einfacher Volltextzugriff von (fast) überall

Installieren Sie die LibKey Nomad-Browsererweiterung und erhalten Sie von vielen Webseiten einfachen Zugriff auf lizenzierte Volltexte oder Open Access Publikationen. Mehr erfahren...

Markets with Transaction Costs: Mathematical Theory

1. Aufl., 2009

Volltextzugriff (PDF)

Ruin Probabilities with Investments in Random Environment: Smoothness

Mathematics (Basel), 2024-06, Vol.12 (11), p.1705

2024

Volltextzugriff (PDF)

On ruin probabilities with risky investments in a stock with stochastic volatility

Extremes (Boston), 2021-12, Vol.24 (4), p.687-697

2021

Volltextzugriff (PDF)

On a multi-asset version of the Kusuoka limit theorem of option superreplication under transaction costs

Finance and stochastics, 2021, Vol.25 (1), p.167-187

2021

Volltextzugriff (PDF)

Detecting an Unknown Abrupt Change in the Band Center of the Fast-Fluctuating Gaussian Random Process

Measurement science review, 2020-08, Vol.20 (4), p.187-195

2020

Volltextzugriff (PDF)

Ruin probabilities with investments: smoothness, inegro-differential and ordinary differential equations, asymptotic behavior

Journal of applied probability, 2022-06, Vol.59 (2), p.556-570

2022

Volltextzugriff (PDF)

Details of the Magnetization Reversal in Patterned Exchange-Biased and Unbiased Thin Films

IEEE transactions on magnetics, 2014-11, Vol.50 (11), p.1-4

2014

Volltextzugriff (PDF)

Ruin probabilities for a Sparre Andersen model with investments: the case of annuity payments

Finance and stochastics, 2023-10, Vol.27 (4), p.887-902

2023

Volltextzugriff (PDF)

Mean square error for the Leland–Lott hedging strategy: convex pay-offs

Finance and stochastics, 2010-12, Vol.14 (4), p.625-667

2010

Volltextzugriff (PDF)

Ruin probabilities for a Sparre Andersen model with investments

Stochastic processes and their applications, 2022-02, Vol.144, p.72-84

2022

Volltextzugriff (PDF)

Inspired by Finance: The Musiela Festschrift

2014., 2013

Volltextzugriff (PDF)

Ruin probabilities for a Lévy-driven generalised Ornstein–Uhlenbeck process

Finance and stochastics, 2020, Vol.24 (1), p.39-69

2020

Volltextzugriff (PDF)

Ruin probabilities for a Lévy-driven generalized Ornstein-Uhlenbeck process

Finance and stochastics, 2019

2019

Volltextzugriff (PDF)

On the optimal portfolio for the exponential utility maximization: remarks to the six-author paper

Mathematical finance, 2002-04, Vol.12 (2), p.125-134

2002

Volltextzugriff (PDF)

On ruin probabilities with investments in a risky asset with a regime-switching price

Finance and stochastics, 2022-10, Vol.26 (4), p.877-897

2022

Volltextzugriff (PDF)

In the insurance business risky investments are dangerous: the case of negative risk sums

Finance and stochastics, 2016-04, Vol.20 (2), p.355-379

2016

Volltextzugriff (PDF)

No arbitrage of the first kind and local martingale numéraires

Finance and stochastics, 2016-10, Vol.20 (4), p.1097-1108

2016

Volltextzugriff (PDF)

AN AXIOMATIC VIEWPOINT ON THE ROGERS-VERAART AND SUZUKI-ELSINGER MODELS OF SYSTEMIC RISK

Informatika i eë primenenii͡a, 2023-04

2023

Volltextzugriff (PDF)

Bond Market Structure in the Presence of Marked Point Processes

Mathematical finance, 1997-04, Vol.7 (2), p.211-239

1997

Volltextzugriff (PDF)

Markets with transaction costs

2008

Volltextzugriff (PDF)

In the insurance business risky investments are dangerous

Finance and stochastics, 2002-04, Vol.6 (2), p.227-235

2002

Volltextzugriff (PDF)

Hedging under Transaction Costs in Currency Markets: a Continuous-Time Model

Mathematical finance, 2002-01, Vol.12 (1), p.63-70

2002

Volltextzugriff (PDF)

Kinetics of Domain Structure in Co/Pt/Co Ultrathin Films with Ferromagnetic Interlayer Exchange Interaction: Dependence on Interlayer Thickness

Magnetism, 2022-06, Vol.2 (2), p.186-194

2022

Volltextzugriff (PDF)

Essential supremum and essential maximum with respect to random preference relations

Journal of mathematical economics, 2014-01, p.488-495

2014

Volltextzugriff (PDF)

Two-Scale Stochastic Systems: Asymptotic Analysis and Control

1, 2002

Volltextzugriff (PDF)

1 – 25 von 231

Suche als RSS-Feed

Suchergebnisse filtern

Filter anzeigen

Nur zeigen

Geprüft (Peer-Review)
(86)
Mit Volltextzugriff
(225)

Publikationsform

Sprache

Englisch
(230)
Deutsch
(1)

Erscheinungsjahr

n.n

Thema

Information Retrieval
(69)
Science & Technology
(60)
Physical Sciences
(51)
Mathematics
(50)
Social Sciences
(35)
Business & Economics
(34)
Finance & Accounting
(34)
Business, Finance
(31)
Mathematics, Interdisciplinary Applications
(28)
Probability & Statistics
(28)
Mathematical Methods In Social Sciences
(25)
Social Sciences, Mathematical Methods
(25)
Economics
(24)
Finance
(24)
Statistics & Probability
(22)
Theorie
(22)
Hedging
(21)
Probability
(19)
Random Variables
(19)
Mathematics And Statistics
(18)

15 weitere anzeigen...

Weniger anzeigen...

Menü

Weitere Dienste

Einstellungen

Markets with Transaction Costs: Mathematical Theory

Ruin Probabilities with Investments in Random Environment: Smoothness

On ruin probabilities with risky investments in a stock with stochastic volatility

On a multi-asset version of the Kusuoka limit theorem of option superreplication under transaction costs

Detecting an Unknown Abrupt Change in the Band Center of the Fast-Fluctuating Gaussian Random Process

Ruin probabilities with investments: smoothness, inegro-differential and ordinary differential equations, asymptotic behavior

Details of the Magnetization Reversal in Patterned Exchange-Biased and Unbiased Thin Films

Ruin probabilities for a Sparre Andersen model with investments: the case of annuity payments

Mean square error for the Leland–Lott hedging strategy: convex pay-offs

Ruin probabilities for a Sparre Andersen model with investments

Inspired by Finance: The Musiela Festschrift

Ruin probabilities for a Lévy-driven generalised Ornstein–Uhlenbeck process

Ruin probabilities for a Lévy-driven generalized Ornstein-Uhlenbeck process

On the optimal portfolio for the exponential utility maximization: remarks to the six-author paper

On ruin probabilities with investments in a risky asset with a regime-switching price

In the insurance business risky investments are dangerous: the case of negative risk sums

No arbitrage of the first kind and local martingale numéraires

AN AXIOMATIC VIEWPOINT ON THE ROGERS-VERAART AND SUZUKI-ELSINGER MODELS OF SYSTEMIC RISK

Bond Market Structure in the Presence of Marked Point Processes

Markets with transaction costs

In the insurance business risky investments are dangerous

Hedging under Transaction Costs in Currency Markets: a Continuous-Time Model

Kinetics of Domain Structure in Co/Pt/Co Ultrathin Films with Ferromagnetic Interlayer Exchange Interaction: Dependence on Interlayer Thickness

Essential supremum and essential maximum with respect to random preference relations

Two-Scale Stochastic Systems: Asymptotic Analysis and Control

Suchergebnisse filtern