//--> //--> //-->
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
subject:"Zinsstruktur"
~isPartOf:"Journal of mathematical finance"
~isPartOf:"Working papers / Università degli Studi di Milano, Dipartimento di Scienze Economiche, Aziendali e Statistiche"
~subject:"Backward Stochastic Differential Equation with Jumps"
~subject:"Theorie"
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:"Differenzialrechnung"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Zinsstruktur
Backward Stochastic Differential Equation with Jumps
Theorie
Analysis
15
Mathematical analysis
15
Stochastic process
11
Stochastischer Prozess
11
Theory
8
Option pricing theory
6
Optionspreistheorie
6
Experiment
3
Backward Stochastic Differential Equation
2
Portfolio selection
2
Portfolio-Management
2
Stochastic Differential Equation
2
Volatility
2
Volatilität
2
Asset-or-Nothing Option
1
BSDE
1
Black-Scholes Partial Differential Equation
1
Black-Scholes Partial Differential Equations (PDE)
1
Black-Scholes model
1
Black-Scholes-Merton Options Pricing
1
Black-Scholes-Modell
1
Brownian Local Time
1
Brownian Motion
1
Cash Flow
1
Cash flow
1
Cashflow
1
Choquet Expectation
1
Closed Form Solution
1
Clustering
1
Coherent Risk
1
Compensated Poisson Jump
1
Control theory
1
Converse Comparison Theorem
1
Convex Risk
1
Crank-Nicolson Method
1
Credit Rating
1
Credit rating
1
Credit risk
1
more ...
less ...
Online availability
All
Free
3
Undetermined
3
Type of publication
All
Article
6
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Language
All
English
9
Author
All
Kunze, Herb E.
2
La Torre, Davide
2
A, Chunxiang
1
Capasso, Vicenzo
1
Chen, Zengjing
1
Colapinto, Cinzia
1
Cupidon, Jean René
1
De Gregorio, Alessandro
1
El Hami, Abdelkhalak
1
Fini, Matteo
1
He, Kun
1
Hyppolite, Judex
1
Iacus, Stefano Maria
1
Kadry, Seifedine
1
Kulperger, Reg
1
Loncar, Jelena
1
Shao, Yi
1
Sonubi, Adeyemi Adewale
1
Vrscay, Edward R.
1
Zhang, Liangliang
1
more ...
less ...
Published in...
All
Journal of mathematical finance
Working papers / Università degli Studi di Milano, Dipartimento di Scienze Economiche, Aziendali e Statistiche
Discussion papers of interdisciplinary research project 373
15
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
12
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
Mathematical control theory and finance
4
Springer eBook Collection
4
Tübinger Diskussionsbeitrag
4
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
4
CREATES research paper
3
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
Applied mathematical finance
2
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
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
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:
3
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:
4
Adaptive LASSO-type estimation for ergodic diffusion processes
Iacus, Stefano Maria
;
De Gregorio, Alessandro
-
2010
Persistent link: https://www.econbiz.de/10011752309
Saved in:
5
Parameter estimation for differential equations using fractal-based methods and applications to economics
Colapinto, Cinzia
;
Fini, Matteo
;
Kunze, Herb E.
;
La …
-
2008
Persistent link: https://www.econbiz.de/10003783848
Saved in:
6
Parameter identification for deterministic and stochastic differential equations using the "collage method" for fixed point equations
Capasso, Vicenzo
;
Kunze, Herb E.
;
La Torre, Davide
; …
-
2008
Persistent link: https://www.econbiz.de/10003783850
Saved in:
7
Credit rating modelled with reflected stochastic differential equations
Sonubi, Adeyemi Adewale
- In:
Journal of mathematical finance
4
(
2014
)
5
,
pp. 333-337
Persistent link: https://www.econbiz.de/10011312408
Saved in:
8
Solution of stochastic non-homogeneous linear first-order difference equations
Kadry, Seifedine
;
El Hami, Abdelkhalak
- In:
Journal of mathematical finance
4
(
2014
)
4
,
pp. 245-248
Persistent link: https://www.econbiz.de/10011312422
Saved in:
9
Risk measures and nonlinear expectations
Chen, Zengjing
;
He, Kun
;
Kulperger, Reg
- In:
Journal of mathematical finance
3
(
2013
)
3
,
pp. 383-391
Persistent link: https://www.econbiz.de/10010239533
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->