Skip to contents

  5. Christensen, Sören [Author] ; Irle, Albrecht [Contributor]; Kallsen, Jan [Contributor]; Lerche, Hans-Rudolf [Contributor]

    Contributions to the theory of optimal stopping ; Beiträge zur Theorie des optimalen Stoppens

    Thesis
    View online
    Schließen
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    MACAU: Open Access Repository of Kiel University, 2010

  10. Bagus, Florian [Author]

    Strukturaussagen für die optimalen Ausübungsstrategien bei multiplen Stoppproblemen und Swing Optionen ; Properties of the optimal decision rules for multiple stopping problems and swing options

    Thesis
    View online
    Schließen
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    Universität Siegen; Fakultät IV - Naturwissenschaftlich-Technische Fakultät, 2012-01-01

  11. Ladkau, Marcel [Author] ; Schoenmakers, John [Contributor]; Belomestny, Denis [Contributor]; Becherer, Dirk [Contributor]

    Stochastic volatility Libor modeling and efficient algorithms for optimal stopping problems

    Thesis
    View online
    Schließen
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    Humboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät, 2016-07-12

  12. Zhang, Jianing [Author] ; Imkeller, Peter [Degree supervisor]; Schoenmakers, John G. M. [Degree supervisor]; Ankirchner, Stefan [Degree supervisor]

    Non-standard backward stochastic differential equations and multiple optimal stopping problems with applications to securities pricing

    Books
    View online
    Schließen
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    Berlin: Humboldt Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, 2013

  13. Zhang, Jianing [Author] ; Imkeller, Peter [Contributor]; Schoenmakers, John G. M. [Contributor]; Ankirchner, Stefan [Contributor]

    Non-standard backward stochastic differential equations and multiple optimal stopping problems with applications to securities pricing

    Thesis
    View online
    Schließen
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    Humboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, 2013-04-03

  14. Boetius, Frederik [Author]

    Singular stochastic control and its relations to Dynkin game and entry-exit problems ; Singuläre stochastische Kontrolle und ihre Beziehungen zu Dynkin-Spiel- und -Eintritt-Austritt-Problemen

    Thesis
    View online
    Schließen
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    KOPS - The Institutional Repository of the University of Konstanz, 2001