//--> //--> //--> //-->
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
~accessRights:"free"
~person:"Chiarella, Carl"
~person:"Küchler, Uwe"
~type_genre:"Working Paper"
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:"Mathematical analysis"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Analysis
14
Mathematical analysis
14
Stochastic process
12
Stochastischer Prozess
12
Theorie
11
Theory
11
Option pricing theory
5
Optionspreistheorie
5
Lag model
3
Lag-Modell
3
Credit derivative
2
Euler-Maruyama stochastic integral approximation
2
HJM (Heath-Jarrow-Morton) model
2
Kreditderivat
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Yield curve
2
Zinsstruktur
2
Commodity price
1
Estimation theory
1
Induktive Statistik
1
Martingal
1
Martingale
1
Measurement
1
Messung
1
Noise Trading
1
Noise trading
1
Radon-Nikodym theorem
1
Rohstoffpreis
1
Schätztheorie
1
Statistical inference
1
Volatility
1
Volatilität
1
stochastic delay differential equation
1
more ...
less ...
Online availability
All
Free
Type of publication
All
Book / Working Paper
14
Type of publication (narrower categories)
All
Working Paper
Arbeitspapier
14
Graue Literatur
14
Non-commercial literature
14
Language
All
English
14
Author
All
Chiarella, Carl
Küchler, Uwe
Platen, Eckhard
9
Takahashi, Akihiko
7
Kohlmann, Michael
6
Yamada, Toshihiro
5
Buckwar, Evelyn
4
Singer, Hermann
4
Wälde, Klaus
4
Gushchin, Alexander A.
3
Horst, Ulrich
3
Sennewald, Ken
3
Tsuchida, Yoshifumi
3
Caporale, Guglielmo Maria
2
Cerrato, Mario
2
Craddock, Mark
2
DeJong, David Neil
2
Dharmarajan, Hariharan
2
Fally, Thibault
2
Fanelli, Viviana
2
Hulley, Hardy
2
Imkeller, Peter
2
Kunze, Herb E.
2
Kupper, Michael
2
La Torre, Davide
2
Laan, Gerard van der
2
Leitner, Johannes
2
Liesenfeld, Roman
2
Mazzoni, Thomas
2
Meyer-Gohde, Alexander
2
Moura, Guilherme Valle
2
Musti, Silvana
2
Prigarin, Serge M.
2
Reiß, Markus
2
Rendek, Renata
2
Richard, Jean-François
2
Riedle, Markus
2
Saito, Taiga
2
Talman, Dolf
2
Tanaka, Katsuto
2
more ...
less ...
Institution
All
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
7
Published in...
All
Discussion papers of interdisciplinary research project 373
7
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
6
Research paper / Quantitative Finance Research Group, University of Technology Sydney
1
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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:
2
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:
3
Hedge portfolios in markets with price discontinuities
Cheang, Gerald H. L.
;
Chiarella, Carl
-
2008
Persistent link: https://www.econbiz.de/10003856801
Saved in:
4
The evaluation of American option prices under stochastic volatility and jump-diffusion dynamics using the method of lines
Chiarella, Carl
;
Kang, Boda
;
Meyer, Gunter H.
;
Ziogas, …
-
2008
Persistent link: https://www.econbiz.de/10003856817
Saved in:
5
Modelling the evolution of credit spreads using the Cox process within the HUM framework : a CDS option pricing model
Chiarella, Carl
;
Fanelli, Viviana
;
Musti, Silvana
-
2008
Persistent link: https://www.econbiz.de/10003857131
Saved in:
6
Time delay and noise explaining cyclical fluctuations in prices of commodities
Küchler, Uwe
;
Platen, Eckhard
-
2007
Persistent link: https://www.econbiz.de/10003482142
Saved in:
7
On oscillations of the geometric Brownian motion with time delayed drift
Gushchin, Alexander A.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001919051
Saved in:
8
On integrals with respect to Lévy processes
Küchler, Uwe
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001919126
Saved in:
9
Weak discrete time approximation of stochastic differential equations with time delay
Küchler, Uwe
;
Platen, Eckhard
-
2001
Persistent link: https://www.econbiz.de/10001619302
Saved in:
10
On guaranteed parameter estimation of stochastic differential equations with time delay by noisy observations
Küchler, Uwe
;
Vasiliev, Vjatscheslav A.
-
2001
Persistent link: https://www.econbiz.de/10009612560
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->