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All co-authors statistik case market utility portfolio optimization optimal statistischer investor crash scenario model problem bubbles umfasst bereichen relevanz fragestellungen Ökonometrie crashes warnings trading strategy equations optionspreistheorie spekulationsblase maximisation
Composed portfolio optimization portfolio management portfolio selection stochastischer prozess stochastic process mathematische optimierung mathematical programming case portfolio optimization market market bubbles trading strategy crash scenario statistische methodenlehre statistical theory option pricing theory statistik statistik statistik utility utility maximisation maximisation factor factor model model constant constant proportional proportional transaction transaction costs costs multidimensional multidimensional investment investment problem problem case bubbles case bubbles counts counts gemeinden gemeinden gewinner gewinner zensuserhebung zensuserhebung method method pricing pricing american american options options using
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Sören Christensen Dr. rer. nat. Alternative spellings: S. Christensen B: 1982 Kiel Biblio: Diss. Mathematisch-Naturwissenschaftliche Fakultät der Univ. Kiel; Lehrstuhlvertretung: Stochastische Prozesse, Univ. Hamburg, Fak. für Mathematik, Informatik und Naturwissenschaften, Fachbereich Mathematik, Bereich Mathematische Statistik und Stochastische Prozesse ; Forschungsinteressen: Stochastische Prozesse und stochastische Analysis, stochastische Optimierungsprobleme, Verbindungen zur Analysis
Profession Hochschullehrer Mathematiker
Affiliations Christian-Albrechts-Universität zu Kiel. Mathematisches Seminar Universität Hamburg. Fakultät für Mathematik, Informatik und Naturwissenschaften Chalmers tekniska högskola Göteborgs universitet Christian-Albrechts-Universität zu Kiel. Mathematisch-Naturwissenschaftliche Fakultät
Q45386635
Publishing years Series WiWi klipp & klar (2) 
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