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
Fonds zur Förderung der wissenschaftlichen Forschung (FWF)
Grant number Förderkennnummer
P15889
 

Publications



Results 1-20 of 21 (Search time: 0.002 seconds).

PreviewAuthors / EditorsTitleTypeIssue Date
1Schachermayer, Walter Utility Maximization in Incomplete MarketsPräsentation Presentation2003
2Schachermayer, Walter Utility maximization in incomplete financial marketsPräsentation Presentation2003
3Schachermayer, Walter Utility Maximization in Incomplete Financial MarketsPräsentation Presentation2003
4Schachermayer, Walter Utility Maximisation under Transaction CostsPräsentation Presentation2003
5Schachermayer, Walter Utility maximisation in incomplete markets IVPräsentation Presentation2005
6Schachermayer, Walter Utility maximisation in incomplete markets IIIPräsentation Presentation2005
7Schachermayer, Walter Utility maximisation in incomplete markets IIPräsentation Presentation2005
8Schachermayer, Walter Utility maximisation in incomplete markets IPräsentation Presentation2005
9Schachermayer, Walter Utility Maximisation in Incomplete Financial MarketsPräsentation Presentation2003
10Schachermayer, Walter Optimizing the utilty of dividend payments of an insurance company: going beyond barrier strategiesPräsentation Presentation2003
11Schachermayer, Walter Optimal investment strategies in incomplete financial markets IIIPräsentation Presentation2003
12Schachermayer, Walter Optimal investment strategies in incomplete financial markets IIPräsentation Presentation2003
13Schachermayer, Walter Optimal Investment in Incomplete Financial MarketsPräsentation Presentation2002
14Schachermayer, Walter Optimal Investment in Incomplete Financial MarketsPräsentation Presentation2003
15Schachermayer, Walter On Utility Based Pricing of Contingent Claims in Incomplete MarketsPräsentation Presentation2004
16Schachermayer, Walter On Utility Based Pricing of Contingent Claims in Incomplete MarketsPräsentation Presentation2004
17Schachermayer, Walter On Utility Based Pricing of Contingent Claims in Incomplete MarketsPräsentation Presentation2004
18Schachermayer, Walter On Utility Based Pricing of Contingent Claims in Incomplete MarketsPräsentation Presentation2004
19Schachermayer, Walter On the Utility Based Pricing of Contingent Claims in Incomplete MarketsPräsentation Presentation2003
20Schachermayer, Walter Maximizing the utility of dividend payments of an insurance companyPräsentation Presentation2003