//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"Working paper series / Dipartimento di Economia Politica e Aziendale, Università degli Studi di Milano"
~isPartOf:"Computational economics"
~isPartOf:"Journal of mathematical finance"
~source:"econis"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Differentialrechnung"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Analysis
20
Mathematical analysis
20
Stochastic process
11
Stochastischer Prozess
11
Option pricing theory
10
Optionspreistheorie
10
Theorie
8
Theory
8
Experiment
3
Backward Stochastic Differential Equation
2
Black-Scholes model
2
Black-Scholes-Modell
2
Control theory
2
Endogenes Wachstumsmodell
2
Endogenous growth model
2
Growth theory
2
Kontrolltheorie
2
Mathematical programming
2
Mathematische Optimierung
2
Numerical analysis
2
Numerisches Verfahren
2
Portfolio selection
2
Portfolio-Management
2
Stochastic Differential Equation
2
Time series analysis
2
Volatility
2
Volatilität
2
Wachstumstheorie
2
Zeitreihenanalyse
2
Advance differential equation
1
Algorithm
1
Algorithmus
1
Asset-or-Nothing Option
1
BSDE
1
Backward Stochastic Differential Equation with Jumps
1
Black-Scholes Partial Differential Equation
1
Black-Scholes Partial Differential Equations (PDE)
1
Black-Scholes-Merton Options Pricing
1
Brownian Local Time
1
Brownian Motion
1
more ...
less ...
Online availability
All
Undetermined
11
Type of publication
All
Article
18
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
18
Aufsatz in Zeitschrift
18
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
20
Author
All
Caporale, Guglielmo Maria
2
Cerrato, Mario
2
Lin, Hwan-chyang
2
A, Chunxiang
1
Ackora-Prah, Joseph
1
Andam, Perpetual Saah
1
Appadoo, Srimantoorao S.
1
Barth, Andrea
1
Buetow, Gerald W.
1
Chen, Zengjing
1
Cupidon, Jean René
1
Di Giacinto, Marina
1
El Hami, Abdelkhalak
1
Fadugba, Sunday Emmanuel
1
He, Kun
1
Hyppolite, Judex
1
Kadry, Seifedine
1
Kulperger, Reg
1
La Torre, Davide
1
LaTorre, Davide
1
Mataramvura, Sure
1
Moreno-Bromberg, Santiago
1
Mosiño, Alejandro
1
Nwozo, Chuma Raphael
1
Okedoye, Michael Akindele
1
Omoregbe, Nicholas Amienwan
1
Owoloko, Enahoro Alfred
1
Reichmann, Oleg
1
Rigatos, G.
1
Rocca, Matteo
1
Shampine, Lawrence F.
1
Shao, Yi
1
Sochacki, James
1
Sonubi, Adeyemi Adewale
1
Thavaneswaran, Aerambamoorthy
1
Zervos, N.
1
Zhang, Liangliang
1
more ...
less ...
Published in...
All
Working paper series / Dipartimento di Economia Politica e Aziendale, Università degli Studi di Milano
Computational economics
Journal of mathematical finance
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
23
International journal of theoretical and applied finance
20
The journal of computational finance
18
Discussion papers of interdisciplinary research project 373
17
Mathematical finance : an international journal of mathematics, statistics and financial theory
16
Insurance / Mathematics & economics
15
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
13
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
11
Finance and stochastics
11
Mathematics Preprint Archive
11
CESifo working papers
9
Quantitative finance
9
SFB 649 discussion paper
9
Journal of mathematical economics
8
Applied mathematical finance
7
CoFE discussion papers
7
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
7
International journal of financial engineering
7
Lehrbuch
7
Mathematics of operations research
7
Probability theory and related fields
7
Risks : open access journal
7
Annals of finance
6
Contemporary quantitative finance : essays in honour of Eckhard Platen
6
Dynamic games and applications : DGA
6
Journal of economic dynamics & control
5
Macroeconomic dynamics
5
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
5
Advanced mathematical methods for finance
4
CARF working paper
4
CIRJE discussion papers / F series
4
Decisions in economics and finance : DEF ; a journal of applied mathematics
4
Discussion paper / Tinbergen Institute
4
Diskussionsbeiträge / Fachbereich Wirtschaftswissenschaft, FernUniversität in Hagen : Diskussionspapier
4
Economic modelling
4
IMA journal of management mathematics
4
Journal of econometrics
4
Journal of economic theory
4
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
20
Sort
Relevance
Date (newest first)
Date (oldest first)
1
A clustering method to solve backward stochastic differential equations with jumps
Zhang, Liangliang
- In:
Journal of mathematical finance
10
(
2020
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10012545300
Saved in:
2
Introducing the power series method to numerically approximate contingent claim partial differential equations
Buetow, Gerald W.
;
Sochacki, James
- In:
Journal of mathematical finance
9
(
2019
)
4
,
pp. 616-636
Persistent link: https://www.econbiz.de/10012433130
Saved in:
3
Numerical methods in financial and actuarial applications : a stochastic maximum principle approach
Di Giacinto, Marina
- In:
Journal of mathematical finance
8
(
2018
)
2
,
pp. 283-301
Persistent link: https://www.econbiz.de/10011874735
Saved in:
4
R&D-based calibrated growth models with finite-length patents : a novel relaxation algorithm for solving an autonomous FDE system of mixed type
Lin, Hwan-chyang
;
Shampine, Lawrence F.
- In:
Computational economics
51
(
2018
)
1
,
pp. 123-158
Persistent link: https://www.econbiz.de/10011963601
Saved in:
5
Computing transitional cycles for a deterministic time-to-build growth model
Lin, Hwan-chyang
- In:
Computational economics
51
(
2018
)
3
,
pp. 677-696
Persistent link: https://www.econbiz.de/10011963722
Saved in:
6
Theories on the relationship between price process and stochastic volatility matrix with compensated poisson jump using fourier transforms
Andam, Perpetual Saah
;
Ackora-Prah, Joseph
; …
- In:
Journal of mathematical finance
7
(
2017
)
3
,
pp. 633-656
Persistent link: https://www.econbiz.de/10011752419
Saved in:
7
Portfolio optimization problem with delay under Cox-Ingersoll-Ross model
A, Chunxiang
;
Shao, Yi
- In:
Journal of mathematical finance
7
(
2017
)
3
,
pp. 699-717
Persistent link: https://www.econbiz.de/10011752489
Saved in:
8
Detection of mispricing in the Black-Scholes PDE using the derivative-free nonlinear Kalman Filter
Rigatos, G.
;
Zervos, N.
- In:
Computational economics
50
(
2017
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011762181
Saved in:
9
Valuation of European call options via the fast Fourier transform and the improved Mellin transform
Fadugba, Sunday Emmanuel
;
Nwozo, Chuma Raphael
- In:
Journal of mathematical finance
6
(
2016
)
2
,
pp. 338-359
Persistent link: https://www.econbiz.de/10011544533
Saved in:
10
A target zone model where the fundamentals follow a geometric Brownian motion
Cupidon, Jean René
;
Hyppolite, Judex
- In:
Journal of mathematical finance
6
(
2016
)
5
,
pp. 866-886
Persistent link: https://www.econbiz.de/10011657698
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->