//--> //--> //--> //-->
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
person:"Wilfling, Bernd"
~person:"Evstigneev, Igor V."
~person:"Takahashi, Akihiko"
~type_genre:"Arbeitspapier"
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:"Brownian bridge"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Stochastic process
29
Stochastischer Prozess
29
Theorie
12
Theory
12
Asymptotic expansion
9
Option pricing theory
9
Optionspreistheorie
9
Portfolio selection
9
Portfolio-Management
9
Deep learning
8
Analysis
7
Malliavin calculus
7
Mathematical analysis
7
Backward stochastic differential equations
5
Curse of dimensionality
5
Dynamische Wirtschaftstheorie
5
Economic dynamics
5
Financial market
5
Finanzmarkt
5
Kolmogorov PDEs
5
Mathematical programming
5
Mathematische Optimierung
5
Transaction costs
5
Transaktionskosten
5
Wechselkurs
5
Control theory
4
Kontrolltheorie
4
Control variate method
3
Deep BSDE solver
3
Dynamic equilibrium
3
Dynamisches Gleichgewicht
3
Estimation
3
Euro area
3
Eurozone
3
Exchange rate
3
Exchange rate theory
3
Greece
3
Griechenland
3
Interest rate
3
Probability theory
3
more ...
less ...
Online availability
All
Free
27
Type of publication
All
Book / Working Paper
29
Type of publication (narrower categories)
All
Arbeitspapier
Working Paper
29
Graue Literatur
28
Non-commercial literature
28
Article in journal
27
Aufsatz in Zeitschrift
27
Aufsatz im Buch
3
Book section
3
Forschungsbericht
1
more ...
less ...
Language
All
English
29
Author
All
Wilfling, Bernd
Evstigneev, Igor V.
Takahashi, Akihiko
McAleer, Michael
49
Koopman, Siem Jan
39
Phillips, Peter C. B.
31
Platen, Eckhard
30
Ferrari, Giorgio
29
Chiarella, Carl
24
Shephard, Neil G.
24
Barndorff-Nielsen, Ole E.
22
Küchler, Uwe
20
Gao, Jiti
19
Gil-Alaña, Luis A.
18
Härdle, Wolfgang
18
Kohlmann, Michael
18
Bos, Charles S.
17
Linton, Oliver
17
Yu, Jun
17
Clark, Todd E.
15
Kleijnen, Jack P. C.
15
Lucas, André
15
Marcellino, Massimiliano
15
Martin, Gael M.
15
Mumtaz, Haroon
15
Hafner, Christian M.
14
Podolskij, Mark
13
Riedel, Frank
13
Scaillet, Olivier
13
Asai, Manabu
12
Carriero, Andrea
12
Lux, Thomas
12
Reiß, Markus
11
Sornette, Didier
11
Whang, Yoon-jae
11
Alvarez, Luis H. R.
10
Alòs, Elisa
10
Chan, Joshua
10
Forbes, Catherine Scipione
10
Föllmer, Hans
10
Kilian, Lutz
10
more ...
less ...
Institution
All
Hamburgisches Welt-Wirtschafts-Archiv
1
Judge Institute of Management Studies
1
Published in...
All
CIRJE discussion papers / F series
9
CARF working paper
5
HWWA discussion paper
4
Economics discussion paper series : EDP
3
Research paper series / Swiss Finance Institute
3
Occasional papers
2
Swiss Finance Institute Research Paper
2
Working paper series
2
Beiträge zur angewandten Wirtschaftsforschung
1
more ...
less ...
Source
All
ECONIS (ZBW)
29
Showing
1
-
10
of
29
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Multi-agent robust optimal investment problem in incomplete market
Kizaki, Keisuke
;
Saito, Taiga
;
Takahashi, Akihiko
-
2023
Persistent link: https://www.econbiz.de/10014438131
Saved in:
2
New asymptotic expansion formula via Malliavin calculus and its application to rough differential equation driven by fractional Brownian motion
Takahashi, Akihiko
;
Yamada, Toshihiro
-
2023
-
This version: July 3, 2023
Persistent link: https://www.econbiz.de/10014383870
Saved in:
3
Solving Kolmogorov PDEs without the curse of dimensionality via deep learning and asymptotic expansion with Malliavin calculus
Takahashi, Akihiko
;
Yamada, Toshihiro
-
2023
-
This version: May 9, 2023
Persistent link: https://www.econbiz.de/10014289121
Saved in:
4
Solving Kolmogorov PDEs without the curse of dimensionality via deep learning and asymptotic expansion with Malliavin calculus
Takahashi, Akihiko
;
Yamada, Toshihiro
-
2023
-
This version : May 9, 2023
Persistent link: https://www.econbiz.de/10014266288
Saved in:
5
Multi-agent robust optimal investment problem in incomplete market
Kizaki, Keisuke
;
Saito, Taiga
;
Takahashi, Akihiko
-
2022
-
Revised in November 2022
Persistent link: https://www.econbiz.de/10013463761
Saved in:
6
A new efficient approximation scheme for solving high-dimensional semilinear PDEs : control variate method for Deep BSDE solver
Takahashi, Akihiko
;
Tsuchida, Yoshifumi
;
Yamada, Toshihiro
-
2021
Persistent link: https://www.econbiz.de/10012813680
Saved in:
7
A new efficient approximation scheme for solving high-dimensional semilinear PDEs : control variate method for Deep BSDE solver
Takahashi, Akihiko
;
Tsuchida, Yoshifumi
;
Yamada, Toshihiro
-
2021
-
This version : August 10, 2021
Persistent link: https://www.econbiz.de/10012616192
Saved in:
8
Supplementary file for "Sup-inf/inf-sup problem on choice of a probability measure by FBSDE approach"
Saito, Taiga
;
Takahashi, Akihiko
-
2021
Persistent link: https://www.econbiz.de/10012616241
Saved in:
9
A new efficient approximation scheme for solving high-dimensional semilinear PDEs : control variate method for Deep BSDE solver
Takahashi, Akihiko
;
Tsuchida, Yoshifumi
;
Yamada, Toshihiro
-
2021
-
Revised in August, November 2021, January and February 2022
Persistent link: https://www.econbiz.de/10013335002
Saved in:
10
Supplementary file for "sup-inf/inf-sup problem on choice of a probability measure by FBSDE approach"
Saito, Taiga
;
Takahashi, Akihiko
-
2021
-
Revised in March 2021
Persistent link: https://www.econbiz.de/10013335007
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->