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  • 1
    Book
    Book
    Non-standard backward stochastic differential equations and multiple optimal stopping problems with applications to securities pricing (2013)
    Details
    UID:
    b3kat_BV041130699
    Format: VI, 185 S. , graph. Darst.
    Note: Berlin, Humboldt-Univ., Diss., 2013
    Additional Edition: Erscheint auch als Online-Ausgabe Non-standard backward stochastic differential equations and multiple optimal stopping problems with applications to securities pricing / von Jianing Zhang
    Language: English
    Subjects: Mathematics
    RVK:
    SK 980
    Keywords: Hochschulschrift
    Library Location Call Number Volume/Issue/Year Availability
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    Book
    HU Berlin get availability status
  • 2
    Book
    Book
    Measure solutions of BSDEs and a Feynman-Kac formula (2008)
    Berlin
    Details
    UID:
    b3kat_BV025570859
    Format: 90 S.
    Note: Betreuer: Prof. Dr. Imkeller , Berlin, Humboldt-Univ., Dipl.-Arb., 2008
    Language: English
    Keywords: Hochschulschrift
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    Book
    HU Berlin get availability status
  • 3
    Online Resource
    Online Resource
    Forward-backward systems for expected utility maximization (2011)
    Berlin : Humboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät
    Details
    UID:
    edochu_18452_5001
    Format: 1 Online-Ressource (36 Seiten)
    ISSN: 1860-5664
    Series Statement: 2011,61
    Content: In this paper we deal with the utility maximization problem with a general utility function. We derive a new approach in which we reduce the utility maximization problem with general utility to the study of a fully-coupled Forward-Backward Stochastic Differential Equation (FBSDE).
    Language: English
    DOI: 10.18452/4349
    URN: urn:nbn:de:kobv:11-100196142
    URL: Volltext  (kostenfrei)
    Library Location Call Number Volume/Issue/Year Availability
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    Online Resource
    Fulltext
    HU Berlin
  • 4
    Online Resource
    Online Resource
    Non-standard backward stochastic differential equations and multiple optimal stopping problems with applications to securities pricing (2012)
    Details
    UID:
    b3kat_BV040942893
    Format: 1 Online-Ressource (VI, 185 S.) , graph. Darst.
    Edition: Online_Ausgabe Berlin Humboldt-Universität zu Berlin, Universitätsbibliothek 2013 Online-Ausg.
    Edition: Nach einem Exemplar der Humboldt-Universität zu Berlin, Universitätsbibliothek mit der Signatur: Diss Mat13 Z63
    Note: Berlin, Humboldt-Univ., Diss., 2013
    Additional Edition: Reproduktion von Zhang, Jianing Non-standard backward stochastic differential equations and multiple optimal stopping problems with applications to securities pricing 2012
    Additional Edition: Erscheint auch als Druck-Ausgabe Non-standard backward stochastic differential equations and multiple optimal stopping problems with applications to securities pricing / von Jianing Zhang
    Language: English
    Subjects: Mathematics
    RVK:
    SK 980
    Keywords: Hochschulschrift
    URN: urn:nbn:de:kobv:11-100208546
    URL: Volltext  (kostenfrei)
    Library Location Call Number Volume/Issue/Year Availability
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    Online Resource
    Fulltext
    HU Berlin
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