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subject:"Mathematische Optimierung"
~isPartOf:"Applied mathematical finance"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Theorie"
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Mathematische Optimierung
Theorie
Stochastic process
167
Stochastischer Prozess
167
Option pricing theory
87
Optionspreistheorie
87
Volatility
71
Volatilität
71
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Applied mathematical finance
Working paper / National Bureau of Economic Research, Inc.
European journal of operational research : EJOR
493
Computers & operations research : and their applications to problems of world concern ; an international journal
163
Insurance / Mathematics & economics
162
Finance and stochastics
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129
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126
International journal of theoretical and applied finance
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100
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54
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54
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The impact of stochastic volatility on initial margin and MVA for interest rate derivatives
Hoencamp, J. H.
;
Kort, J. P. de
;
Kandhai, B. D.
- In:
Applied mathematical finance
29
(
2022
)
2
,
pp. 141-179
Persistent link: https://www.econbiz.de/10013554796
Saved in:
2
Optimal execution : a review
Donnelly, Ryan
- In:
Applied mathematical finance
29
(
2022
)
3
,
pp. 181-212
Persistent link: https://www.econbiz.de/10013554798
Saved in:
3
Implications of stochastic transmission rates for managing pandemic risks
Hong, Harrison G.
;
Wang, Neng
;
Yang, Jinqiang
-
2020
Persistent link: https://www.econbiz.de/10012237974
Saved in:
4
On regularized optimal execution problems and their singular limits
Souza, Max O.
;
Thamsten, Y.
- In:
Applied mathematical finance
29
(
2022
)
2
,
pp. 79-109
Persistent link: https://www.econbiz.de/10013554788
Saved in:
5
Numerical ross recovery for diffusion processes using a PDE approach
Sydow, Lina von
;
Walden, Johan
- In:
Applied mathematical finance
27
(
2020
)
1/2
,
pp. 46-66
Persistent link: https://www.econbiz.de/10012254095
Saved in:
6
Limit order books, diffusion approximations and reflected SPDEs : from microscopic to macroscopic models
Hambly, Ben
;
Kalsi, Jasdeep
;
Newbury, James
- In:
Applied mathematical finance
27
(
2020
)
1/2
,
pp. 132-170
Persistent link: https://www.econbiz.de/10012254111
Saved in:
7
Heterogeneous wealth dynamics : on the roles of risk and ability
Santos, Paulo
;
Barrett, Christopher B.
-
2016
Persistent link: https://www.econbiz.de/10011545980
Saved in:
8
Putting the cycle back into business cycle analysis
Beaudry, Paul
;
Galizia, Dana
;
Portier, Franck
-
2016
Persistent link: https://www.econbiz.de/10011585391
Saved in:
9
Notes on the economics of energy storage
Heal, Geoffrey
-
2016
Persistent link: https://www.econbiz.de/10011567441
Saved in:
10
A mathematical analysis of technical analysis
Lorig, Matthew
;
Zhou, Zhou
;
Zou, Bin
- In:
Applied mathematical finance
26
(
2019
)
1
,
pp. 38-68
Persistent link: https://www.econbiz.de/10012210259
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