Titlebook: Advances in Finance and Stochastics; Essays in Honour of Klaus Sandmann,Philipp J. Sch?nbucher Book 2002 Springer-Verlag Berlin Heidelberg

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書目名稱Advances in Finance and Stochastics網(wǎng)絡(luò)公開度學科排名




書目名稱Advances in Finance and Stochastics被引頻次




書目名稱Advances in Finance and Stochastics被引頻次學科排名




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書目名稱Advances in Finance and Stochastics讀者反饋




書目名稱Advances in Finance and Stochastics讀者反饋學科排名

遷移

Book 2002cs that are currently in the focus of interest of both academics and practitioners. The topics span risk management, portfolio theory and multi-asset derivatives, market imperfections, interest-rate modelling and exotic options.

連系

ghly distinguished authors on research topics that are currently in the focus of interest of both academics and practitioners. The topics span risk management, portfolio theory and multi-asset derivatives, market imperfections, interest-rate modelling and exotic options.978-3-642-07792-0978-3-662-04790-3

Exploit

載貨清單

強行引入

Die Gewinnung der tierischen Fettedynamics. The filter solution is computed via a further spatial discretization (quantization) and the convergence of the latter to its continuous counterpart is discussed in detail. The method is applied to simulated data and is found to give a reasonable estimate of the conditional density function and to be not too demanding computationally.

STING

欲望小妹

https://doi.org/10.1007/978-3-642-85883-3just his portfolio so as to leave a fixed proportion of wealth in the risky asset. We establish an asymptotic expansion of the solution in two slightly different formulations of the problem, which allows us to deduce that the ‘cost of liquidity’ is (to first order) inversely proportional to the intensity of the Poisson process.

euphoria

was opened by Black, Scholes and Merton in 1973. .Advances in . .Finance and Stochastics. contains a collection of original articles by a number of highly distinguished authors on research topics that are currently in the focus of interest of both academics and practitioners. The topics span risk ma

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