Promotionen, deutsche Version
Jürgen Amendinger (January 1999)
"Initial Enlargement of Filtrations and Additional Information in Financial Markets"
Frank Döberlein (January 1999)
"On Term Structure Models Generated by Semimartingales"
"Optimal Martingale Measures and their Applications in Mathematical Finance"
"Quadratic Hedging Approaches and Indifference Pricing in Insurance"
University of Copenhagen
"Rational Hedging and Valuation with Utility-Based Preferences"
"Two Essays on Incomplete Markets"
Urs Gruber (September 2004)
"Convergence of Binomial Large Investor Models and General Correlated Random Walks"
Susanne Klöppel (June 2006)
"Dynamic Valuations in Incomplete Markets"
"Stochastic Control and BSDEs in a Robust Utility Maximization Problem with an Entropic Penalty Term"
Politecnico di Milano
"Arbitrage-free Market Models for Liquid Options"
"Exponential Utility Indifference Valuation: Correlation, Semimartingales, BSDEs, Convergence"
"Optimal Consumption and Investment with Power Utility"
"Mean-Variance Portfolio Optimisation: Trading Constraints and Time Consistency"
Christian Reichlin (November 2012)
"Non-concave Utility Maximization: Optimal Investment, Stability and Applications"
"Numéraire-Independent Modelling of Financial Markets"
"Knightian Uncertainty in Mathematical Finance"
"Beyond Black and Scholes: Uncertainty Aversion, Delta-Vega Hedging, and Bubbles and Crashes"
Danijel Zivoi (May 2017)
"Quadratic Hedging Problems Under Restricted Information"
Last update: 17.09.2018 / M. Schweizer