BSDEs of quadratic growth on stochastic bases generated by either continuous martingales or affine processes; applications in utility maximization:
Gespeichert in:
| Beteilige Person: | |
|---|---|
| Format: | Hochschulschrift/Dissertation Buch |
| Sprache: | Englisch |
| Veröffentlicht: |
2011
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| Schlagwörter: | |
| Umfang: | VIII, 161 S. |
Internformat
MARC
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Datensatz im Suchindex
| DE-BY-TUM_call_number | 0001 DB 2012 4 |
|---|---|
| DE-BY-TUM_katkey | 1847341 |
| DE-BY-TUM_location | Mag |
| DE-BY-TUM_media_number | 040007521024 |
| _version_ | 1821933759054741504 |
| any_adam_object | |
| author | Richter, Anja 1981- |
| author_GND | (DE-588)1015541496 |
| author_facet | Richter, Anja 1981- |
| author_role | aut |
| author_sort | Richter, Anja 1981- |
| author_variant | a r ar |
| building | Verbundindex |
| bvnumber | BV039602764 |
| classification_rvk | SK 820 |
| ctrlnum | (OCoLC)760115984 (DE-599)BVBBV039602764 |
| dewey-full | 519.22 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.22 |
| dewey-search | 519.22 |
| dewey-sort | 3519.22 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| format | Thesis Book |
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| genre | (DE-588)4113937-9 Hochschulschrift gnd-content |
| genre_facet | Hochschulschrift |
| id | DE-604.BV039602764 |
| illustrated | Not Illustrated |
| indexdate | 2024-12-20T15:58:18Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-024453609 |
| oclc_num | 760115984 |
| open_access_boolean | |
| owner | DE-11 DE-29T DE-634 DE-355 DE-BY-UBR DE-91 DE-BY-TUM |
| owner_facet | DE-11 DE-29T DE-634 DE-355 DE-BY-UBR DE-91 DE-BY-TUM |
| physical | VIII, 161 S. |
| publishDate | 2011 |
| publishDateSearch | 2011 |
| publishDateSort | 2011 |
| record_format | marc |
| spellingShingle | Richter, Anja 1981- BSDEs of quadratic growth on stochastic bases generated by either continuous martingales or affine processes; applications in utility maximization Stochastischer Prozess (DE-588)4057630-9 gnd Rückwärtsdifferentiationsmethode (DE-588)4698586-4 gnd Gewöhnliche Differentialgleichung (DE-588)4020929-5 gnd Stochastische Differentialgleichung (DE-588)4057621-8 gnd |
| subject_GND | (DE-588)4057630-9 (DE-588)4698586-4 (DE-588)4020929-5 (DE-588)4057621-8 (DE-588)4113937-9 |
| title | BSDEs of quadratic growth on stochastic bases generated by either continuous martingales or affine processes; applications in utility maximization |
| title_auth | BSDEs of quadratic growth on stochastic bases generated by either continuous martingales or affine processes; applications in utility maximization |
| title_exact_search | BSDEs of quadratic growth on stochastic bases generated by either continuous martingales or affine processes; applications in utility maximization |
| title_full | BSDEs of quadratic growth on stochastic bases generated by either continuous martingales or affine processes; applications in utility maximization von Anja Richter |
| title_fullStr | BSDEs of quadratic growth on stochastic bases generated by either continuous martingales or affine processes; applications in utility maximization von Anja Richter |
| title_full_unstemmed | BSDEs of quadratic growth on stochastic bases generated by either continuous martingales or affine processes; applications in utility maximization von Anja Richter |
| title_short | BSDEs of quadratic growth on stochastic bases generated by either continuous martingales or affine processes; applications in utility maximization |
| title_sort | bsdes of quadratic growth on stochastic bases generated by either continuous martingales or affine processes applications in utility maximization |
| topic | Stochastischer Prozess (DE-588)4057630-9 gnd Rückwärtsdifferentiationsmethode (DE-588)4698586-4 gnd Gewöhnliche Differentialgleichung (DE-588)4020929-5 gnd Stochastische Differentialgleichung (DE-588)4057621-8 gnd |
| topic_facet | Stochastischer Prozess Rückwärtsdifferentiationsmethode Gewöhnliche Differentialgleichung Stochastische Differentialgleichung Hochschulschrift |
| work_keys_str_mv | AT richteranja bsdesofquadraticgrowthonstochasticbasesgeneratedbyeithercontinuousmartingalesoraffineprocessesapplicationsinutilitymaximization |
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Bibliotheksmagazin
| Signatur: |
0001 DB 2012 4
Lageplan |
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| Exemplar 1 | Ausleihbar Am Standort |