Dynamic valuations in incomplete markets
dc.contributor.author
Klöppel, Susanne
dc.contributor.supervisor
Delbaen, Freddy
dc.contributor.supervisor
Schied, Alexander
dc.contributor.supervisor
Schweizer, Martin
dc.date.accessioned
2017-06-13T05:29:14Z
dc.date.available
2017-06-13T05:29:14Z
dc.date.issued
2006
dc.identifier.uri
http://hdl.handle.net/20.500.11850/149412
dc.identifier.doi
10.3929/ethz-a-005219761
dc.format
application/pdf
dc.language.iso
en
dc.publisher
ETH
dc.rights.uri
http://rightsstatements.org/page/InC-NC/1.0/
dc.subject
FINANZMÄRKTE
dc.subject
INVESTITIONSANALYSE
dc.subject
MODELLIERUNG SPEZIFISCHER PROBLEME DER WIRTSCHAFT (OPERATIONS RESEARCH)
dc.subject
STOCHASTISCHE OPTIMIERUNG (OPERATIONS RESEARCH)
dc.subject
LÉVYPROZESSE (STOCHASTISCHE PROZESSE)
dc.subject
FINANCIAL MARKETS
dc.subject
INVESTMENT ANALYSIS
dc.subject
MODELING OF SPECIFIC ASPECTS OF THE ECONOMY (OPERATIONS RESEARCH)
dc.subject
STOCHASTIC PROGRAMMING (OPERATIONS RESEARCH)
dc.subject
LÉVY PROCESSES (STOCHASTIC PROCESSES)
dc.title
Dynamic valuations in incomplete markets
dc.type
Doctoral Thesis
dc.rights.license
In Copyright - Non-Commercial Use Permitted
ethz.size
190 S.
ethz.code.ddc
DDC - DDC::5 - Science::510 - Mathematics
ethz.notes
Diss., Eidgenössische Technische Hochschule ETH Zürich, Nr. 16666, 2006.
ethz.identifier.diss
16666
ethz.identifier.nebis
005219761
ethz.publication.place
Zürich
ethz.publication.status
published
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::03658 - Schweizer, Martin / Schweizer, Martin
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::03658 - Schweizer, Martin / Schweizer, Martin
ethz.date.deposited
2017-06-13T05:30:47Z
ethz.source
ECOL
ethz.identifier.importid
imp59366a9e8f6ed26970
ethz.ecolpid
eth:28858
ethz.eth
yes
ethz.availability
Open access
ethz.rosetta.installDate
2017-07-31T13:43:29Z
ethz.rosetta.lastUpdated
2020-02-15T02:34:50Z
ethz.rosetta.versionExported
true
ethz.COinS
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Doctoral Thesis [30301]