Utility Maximisation in Incomplete Financial Markets


Project Acronym Projekt Kurzbezeichnung
FAM: Utility Maximisation
 
Project Title (de) Projekttitel (de)
Utility Maximisation in Incomplete Financial Markets
 
Project Title (en) Projekttitel (en)
Utility Maximisation in Incomplete Financial Markets
 
Consortium Coordinator Koordinator des Konsortiums
 
Principal Investigator Projektleiter_in
 
Funder/Funding Agency Fördergeber
FWF Fonds zur Förderung der wissenschaftlichen Forschung (FWF)
Grant number Förderkennnummer
P15889
 

Publications

Results 1-20 of 22 (Search time: 0.002 seconds).

PreviewAuthor(s)TitleTypeIssue Date
1Schachermayer, Walter Utility maximisation in incomplete markets IVPräsentation Presentation2005
2Schachermayer, Walter Utility maximisation in incomplete markets IIPräsentation Presentation2005
3Schachermayer, Walter Utility maximisation in incomplete markets IPräsentation Presentation2005
4Schachermayer, Walter Utility maximisation in incomplete markets IIIPräsentation Presentation2005
5Hugonnier, Julien ; Kramkov, Dmitry ; Schachermayer, Walter On Utility Based Pricing of Contingent Claims in Incomplete MarketsArtikel Article2005
6Schachermayer, Walter On Utility Based Pricing of Contingent Claims in Incomplete MarketsPräsentation Presentation2004
7Schachermayer, Walter On Utility Based Pricing of Contingent Claims in Incomplete MarketsPräsentation Presentation2004
8Schachermayer, Walter On Utility Based Pricing of Contingent Claims in Incomplete MarketsPräsentation Presentation2004
9Schachermayer, Walter On Utility Based Pricing of Contingent Claims in Incomplete MarketsPräsentation Presentation2004
10Schachermayer, Walter Utility Maximisation under Transaction CostsPräsentation Presentation2003
11Schachermayer, Walter Utility Maximization in Incomplete MarketsPräsentation Presentation2003
12Schachermayer, Walter Utility Maximisation in Incomplete Financial MarketsPräsentation Presentation2003
13Schachermayer, Walter Utility maximization in incomplete financial marketsPräsentation Presentation2003
14Schachermayer, Walter Optimizing the utilty of dividend payments of an insurance company: going beyond barrier strategiesPräsentation Presentation2003
15Schachermayer, Walter Optimal Investment in Incomplete Financial MarketsPräsentation Presentation2003
16Schachermayer, Walter Duality methods in portfolio optimisationPräsentation Presentation2003
17Schachermayer, Walter Optimal investment strategies in incomplete financial markets IIIPräsentation Presentation2003
18Schachermayer, Walter Optimal investment strategies in incomplete financial markets IIPräsentation Presentation2003
19Schachermayer, Walter On the Utility Based Pricing of Contingent Claims in Incomplete MarketsPräsentation Presentation2003
20Schachermayer, Walter Utility Maximization in Incomplete Financial MarketsPräsentation Presentation2003