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subject:"Zinsstruktur"
~isPartOf:"Journal of mathematical finance"
~isPartOf:"Mathematical control theory and finance"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~subject:"Theorie"
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Search: subject_exact:"Differenzialrechnung"
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Zinsstruktur
Theorie
Analysis
29
Mathematical analysis
29
Theory
19
Stochastic process
15
Stochastischer Prozess
15
Option pricing theory
12
Optionspreistheorie
12
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3
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2
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Backward Stochastic Differential Equation with Jumps
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Platen, Eckhard
6
Chiarella, Carl
5
Craddock, Mark
2
Fanelli, Viviana
2
Hulley, Hardy
2
Musti, Silvana
2
Rendek, Renata
2
Ziogas, Andrew
2
A, Chunxiang
1
Alobaidi, Ghada
1
Bartosiewicz, Zbigniew
1
Cheang, Gerald
1
Cheang, Gerald H. L.
1
Chen, Zengjing
1
Cupidon, Jean René
1
El Hami, Abdelkhalak
1
Ferreira, Rui A. C.
1
Gauthier, Jean-Paul
1
He, Kun
1
Hyppolite, Judex
1
Kadry, Seifedine
1
Kang, Boda
1
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1
Küchler, Uwe
1
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1
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1
Mallier, Roland
1
Meyer, Gunter H.
1
Miteran, Johel
1
Mozyrska, Dorota
1
Shao, Yi
1
Smach, Fethi
1
Sonubi, Adeyemi Adewale
1
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Journal of mathematical finance
Mathematical control theory and finance
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Discussion papers of interdisciplinary research project 373
15
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
10
Insurance / Mathematics & economics
9
Mathematics Preprint Archive
9
SFB 649 discussion paper
9
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
8
CoFE discussion papers
7
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
7
CESifo working papers
6
Contemporary quantitative finance : essays in honour of Eckhard Platen
6
International journal of theoretical and applied finance
5
Journal of economic dynamics & control
5
Macroeconomic dynamics
5
Probability theory and related fields
5
Advanced mathematical methods for finance
4
Annals of finance
4
Diskussionsbeiträge / Fachbereich Wirtschaftswissenschaft, FernUniversität in Hagen : Diskussionspapier
4
Finance and stochastics
4
Journal of mathematical economics
4
Lecture notes in economics and mathematical systems : LNEMS
4
Lehrbuch
4
Springer eBook Collection
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Tübinger Diskussionsbeitrag
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4
CREATES research paper
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Decisions in economics and finance : DEF ; a journal of applied mathematics
3
Discussion paper / Tinbergen Institute
3
Economic modelling
3
Journal of economic theory
3
Mathematical finance : an international journal of mathematics, statistics and financial economics
3
Series of monographs of contemporary social systems solutions
3
SpringerLink / Bücher
3
The journal of computational finance
3
Volkswirtschaftliche Diskussionsbeiträge
3
Working papers / Università degli Studi di Milano, Dipartimento di Scienze Economiche, Aziendali e Statistiche
3
Applied mathematical finance
2
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ECONIS (ZBW)
21
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1
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:
2
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:
3
Lie symmetry methods for multidimensional linear, parabolic PDES and diffusions
Craddock, Mark
;
Lennox, Kelly A.
-
2010
Persistent link: https://www.econbiz.de/10008662183
Saved in:
4
A visual criterion for identifying Itô diffusions as martingalesor strict local martingales
Hulley, Hardy
;
Platen, Eckhard
-
2009
Persistent link: https://www.econbiz.de/10008662355
Saved in:
5
Exact scenario simulation for selected multi-dimensional stochastic processes
Platen, Eckhard
;
Rendek, Renata
-
2009
Persistent link: https://www.econbiz.de/10008662360
Saved in:
6
Quasi-exact approximation of hidden Markov chain filters
Platen, Eckhard
;
Rendek, Renata
-
2009
Persistent link: https://www.econbiz.de/10008662361
Saved in:
7
Modelling the evolution of credit spreads using the Cox process within the HJM framework : a CDS option pricing model
Chiarella, Carl
;
Fanelli, Viviana
;
Musti, Silvana
-
2009
Persistent link: https://www.econbiz.de/10008662364
Saved in:
8
On explicit probability laws for classes of scalar diffusions
Craddock, Mark
;
Platen, Eckhard
-
2009
Persistent link: https://www.econbiz.de/10003857525
Saved in:
9
The representation of American options prices under stochastic volatility and jump-diffusion dynamics
Cheang, Gerald
;
Chiarella, Carl
;
Ziogas, Andrew
-
2009
Persistent link: https://www.econbiz.de/10009233319
Saved in:
10
Hedge portfolios in markets with price discontinuities
Cheang, Gerald H. L.
;
Chiarella, Carl
-
2008
Persistent link: https://www.econbiz.de/10003856801
Saved in:
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