4. Economy
  5. Quantitative Finance
  6. Pricing of Securities

Michael Mania

Economy – Quantitative Finance – Pricing of Securities

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$L^2$-approximating pricing under restricted information

Economy – Quantitative Finance – Pricing of Securities
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Backward Stochastic PDEs related to the utility maximization problem

Mathematics – Probability
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Dynamic exponential utility indifference valuation

Mathematics – Probability
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Mean-variance Hedging Under Partial Information

Mathematics – Probability
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