Dynamic Mean-Variance Optimization Problems with Deterministic Info...
... the Bachelier and Black-Scholes models. Abstract We solve the problems of mean-variance hedging (MVH ... obtained for hedging European call options in the Bachelier and Black-Scholes models. 2 citations in Scopus ... . Explicit formulas are obtained for hedging European call options in the Bachelier and Black-Scholes models ... Bachelier and Black-Scholes models. Find similar titles Statistics Citations Dimensions.ai Metrics 2 ...
UZH - Institut für Banking und Finance - Sitemap
... Louis Bachelier Fellowship UZH Team wins silver medal in the CFA Challenge Financial Times features ... Louis Bachelier Fellowship UZH Team wins silver medal in the CFA Challenge Financial Times features ...
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... -Globin expression in human erythropoiesis. PLoS ONE, 6(7):e22838. Bachelier, Julien B Tsuchimatsu ... , Takashi ; Kaiser, Pascal ; Yew, Chow-Lih ; Bachelier, Julien B ; Shimizu, Kentaro K (2012). Recent loss of ... in human erythropoiesis. PLoS ONE, 6(7):e22838. Bachelier, Julien B Tsuchimatsu, Takashi ; Kaiser ... , Pascal ; Yew, Chow-Lih ; Bachelier, Julien B ; Shimizu, Kentaro K (2012). Recent loss of self ...
cv_munari.cosimo-andrea.pdf
... Mathematical Finance, Vienna 2016 Do coherent risk measures take a liability holders’ perspective? Bachelier ... Bachelier Finance Society, World Congress, Bruxelles 2014 What is a risk measure? Zurich Graduate Colloquium ... Mathematical Finance, Vienna 2016 Do coherent risk measures take a liability holders’ perspective? Bachelier ... Bachelier Finance Society, World Congress, Bruxelles 2014 What is a risk measure? Zurich Graduate Colloquium ...
UZH - Department of Banking and Finance - Sitemap
... Column on VoxEU.org Louis Bachelier Fellowship UZH Team wins silver medal in the CFA Challenge Financial ...
Caylus, Recueil d’antiquités égyptiennes, étrusques, greques, romai...
... Caylus, maintained that the proper method had been found by J.-B. Bachelier. Caylus was an admirable ... Caylus, maintained that the proper method had been found by J.-B. Bachelier. Caylus was an admirable ...
Caylus, Bartoli, Recueil de peintures antiques trouvées à Rome: imi...
... method had been found by J.-B. Bachelier. Caylus was an admirable etcher, and copied many paintings of ... method had been found by J.-B. Bachelier. Caylus was an admirable etcher, and copied many paintings of ...
Recent loss of self-incompatibility by degradation of the male comp...
... , Chow-Lih ; Bachelier, Julien B ; Shimizu, Kentaro K (2012). Recent loss of self-incompatibility by ... -Lih University of Zurich, Zurich, Switzerland Bachelier, Julien B University of Zurich, Zurich ...
SystemsX.ch > Interdisciplinary PhD Projects" - Zurich">Items where Subject is "Special Collections > SystemsX.ch > Interdi...
... , Pascal ; Yew, Chow-Lih ; Bachelier, Julien B ; Shimizu, Kentaro K (2012). Recent loss of self ...
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... -576. Tsuchimatsu, Takashi ; Kaiser, Pascal ; Yew, Chow-Lih ; Bachelier, Julien B ; Shimizu, Kentaro K ...
