10 Treffer für Schlagwort = "Stochastischer Prozess"

• American options with multiple priors in continuous time Vorbrink, Jörg Bielefeld : IMW, Bielefeld University, April 2011

• Bayesian prediction for stochastic processes Hermann, Simone Dortmund : Universitätsbibliothek Dortmund, June 2, 2016

• Existence of arrow-debreu equilibrium with generalized stochastic differential utility Beißner, Patrick Bielefeld : IMW, Bielefeld University, April 2011

• Financial markets with volatility uncertainty Vorbrink, Jörg Bielefeld : IMW, Bielefeld University, November 2010

• Generalized Kuhn-Tucker conditions for N-Firm stochastic irreversible investment under limited resources Chiarolla, Maria B. ; Ferrari, Giorgio ; Riedel, Frank Bielefeld : IMW, Bielefeld University, March 2012

• Linear hyperfinite Lévy integrals Herzberg, Frederik Bielefeld : IMW, Bielefeld University, Juni 2008

• On equilibrium prices in continuous time Martins-da-Rocha, Victor Filipe ; Riedel, Frank Bielefeld : IMW, Bielefeld University, February 2008

• On the foundations of Lévy finance equilibrium for a single-agent financial market with jumps Herzberg, Frederik Bielefeld : IMW, Bielefeld University, September 2008

• The sequential empirical process of a random walk in random scenery Wendler, Martin Dortmund : Universitätsbibliothek Dortmund, October 3, 2014

• Structural change and spurious persistence in stochastic volatility Krämer, Walter ; Messow, Philip [Dortmund] : SFB 823, 2011