MetadatenAuthor: | Marc-Peter Teusch |
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URN: | urn:nbn:de:hebis:30-92287 |
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Referee: | Christoph Kühn |
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Document Type: | Doctoral Thesis |
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Language: | German |
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Date of Publication (online): | 2011/03/01 |
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Year of first Publication: | 2010 |
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Publishing Institution: | Universitätsbibliothek Johann Christian Senckenberg |
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Granting Institution: | Johann Wolfgang Goethe-Universität |
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Date of final exam: | 2011/02/04 |
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Release Date: | 2011/03/01 |
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Tag: | Großinvestor; Pfadeigenschaften; Rückkopplungseffekt; nichtlineare stochastische Integration; parameterabhängige Semimartingale feedback effect; large trader; nonlinear stochastic integration; parameter dependent semimartingales; path properties |
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HeBIS-PPN: | 231950179 |
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Institutes: | Informatik und Mathematik / Mathematik |
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Dewey Decimal Classification: | 5 Naturwissenschaften und Mathematik / 51 Mathematik / 510 Mathematik |
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MSC-Classification: | 60-XX PROBABILITY THEORY AND STOCHASTIC PROCESSES (For additional applications, see 11Kxx, 62-XX, 90-XX, 91-XX, 92-XX, 93-XX, 94-XX) / 60Gxx Stochastic processes / 60G07 General theory of processes |
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| 60-XX PROBABILITY THEORY AND STOCHASTIC PROCESSES (For additional applications, see 11Kxx, 62-XX, 90-XX, 91-XX, 92-XX, 93-XX, 94-XX) / 60Gxx Stochastic processes / 60G17 Sample path properties |
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| 60-XX PROBABILITY THEORY AND STOCHASTIC PROCESSES (For additional applications, see 11Kxx, 62-XX, 90-XX, 91-XX, 92-XX, 93-XX, 94-XX) / 60Gxx Stochastic processes / 60G40 Stopping times; optimal stopping problems; gambling theory [See also 62L15, 91A60] |
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Sammlungen: | Universitätspublikationen |
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Licence (German): | Deutsches Urheberrecht |
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