//--> //--> //--> //-->
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:"restricted"
~source:"econis"
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:"Differenzengleichung"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Analysis
210
Mathematical analysis
210
Stochastic process
144
Stochastischer Prozess
144
Option pricing theory
88
Optionspreistheorie
88
Theorie
74
Theory
74
Volatility
28
Volatilität
28
Portfolio selection
23
Portfolio-Management
23
Experiment
22
Black-Scholes model
21
Black-Scholes-Modell
21
Control theory
20
Kontrolltheorie
20
Risiko
20
Risk
20
Estimation theory
18
Schätztheorie
18
Derivat
16
Derivative
16
Backward stochastic differential equation
14
Finanzmathematik
14
Hedging
14
Mathematical finance
14
Mathematical programming
14
Mathematics
14
Mathematik
14
Mathematische Optimierung
14
Option trading
13
Optionsgeschäft
13
Stochastic differential equations
13
stochastic differential equation
11
Time series analysis
10
Uncertainty theory
10
Zeitreihenanalyse
10
Monte Carlo simulation
9
Monte-Carlo-Simulation
9
more ...
less ...
Online availability
All
Undetermined
Free
229
Type of publication
All
Article
183
Book / Working Paper
27
Type of publication (narrower categories)
All
Article in journal
181
Aufsatz in Zeitschrift
181
Lehrbuch
7
Arbeitspapier
6
Graue Literatur
6
Non-commercial literature
6
Working Paper
6
Hochschulschrift
4
Textbook
4
Aufsatz im Buch
2
Book section
2
Aufgabensammlung
1
Aufsatzsammlung
1
Collection of articles of several authors
1
Conference paper
1
Konferenzbeitrag
1
Konferenzschrift
1
Sammelwerk
1
more ...
less ...
Language
All
English
201
German
9
Author
All
Hess, Markus
6
Liu, Baoding
4
Yamada, Toshihiro
4
Zhang, Yumo
3
Zhu, Yuanguo
3
Chan, Kung-sik
2
Chevalier, Etienne
2
Chiu, Mei Choi
2
Djehiche, Boualem
2
Ehrhardt, Matthias
2
Fally, Thibault
2
Hamadène, Said
2
He, Liu
2
Hurn, Stan
2
Kim, Donggyu
2
Kouritzin, Michael A.
2
Lim, Thomas
2
Lin, Hwan-chyang
2
Liu, Yang
2
Lu, Ziqiang
2
Madsen, Henrik
2
Marquardt, Teresa
2
Mickel, Annalena
2
Mondal, Sankar Prasad
2
Neuenkirch, Andreas
2
Pfeifer, Andreas
2
Reisinger, Christoph
2
Shen, Yang
2
Su, Fei
2
Takahashi, Akihiko
2
Wan, Justin W. L.
2
Wang, Yazhen
2
Wels, Annalena
2
Wong, Hoi Ying
2
Xu, Lina
2
Xu, Zeshui
2
Xue, Xiaole
2
Yan, Tingjin
2
Yao, Kai
2
Yu, Shan
2
more ...
less ...
Institution
All
Springer Fachmedien Wiesbaden
3
Springer-Verlag GmbH
2
Published in...
All
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
15
The journal of computational finance
15
International journal of theoretical and applied finance
14
Insurance / Mathematics & economics
12
Quantitative finance
10
Dynamic games and applications : DGA
7
Finance and stochastics
7
Journal of mathematical finance
7
Mathematics of operations research
7
International journal of financial engineering
6
Applied mathematical finance
5
Computational economics
4
Lehrbuch
4
Mathematical methods of operations research
4
Springer eBook Collection
4
Annals of finance
3
Decisions in economics and finance : a journal of applied mathematics
3
International journal of theoretical and applied finance : IJTAF
3
Journal of econometrics
3
Mathematical finance : an international journal of mathematics, statistics and financial economics
3
Mathematics and financial economics
3
Operations research
3
SpringerLink / Bücher
3
The journal of computational finance : JFC
3
Astin bulletin : the journal of the International Actuarial Association
2
Discussion paper / Centre for Economic Policy Research
2
Economic modelling
2
IMA journal of management mathematics
2
International journal of forecasting
2
Journal of mathematical economics
2
Lecture Notes in Economics and Mathematical Systems
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Scandinavian actuarial journal
2
Advances in computer and electrical engineering (ACEE) book series
1
Asia Pacific financial markets
1
Asia-Pacific financial markets
1
BestMasters
1
CARF working paper
1
Computational Management Science : CMS
1
Decision making and risk/return optimization in financial economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
210
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Quickest detection problems for Ornstein-Uhlenbeck processes
Glover, Kristoffer
;
Peskir, Goran
- In:
Mathematics of operations research
49
(
2024
)
2
,
pp. 1045-1064
Persistent link: https://www.econbiz.de/10014564929
Saved in:
2
Deterministic approximation of a stochastic imitation dynamics with memory
Aydogmus, Ozgur
;
Kang, Yun
- In:
Dynamic games and applications : DGA
14
(
2024
)
3
,
pp. 525-548
Persistent link: https://www.econbiz.de/10014556732
Saved in:
3
Mixed zero-sum stochastic differential game and doubly reflected BSDEs with a specific generator
El Asri, Brahim
;
Ourkiya, Nacer
- In:
Dynamic games and applications : DGA
14
(
2024
)
3
,
pp. 549-577
Persistent link: https://www.econbiz.de/10014556746
Saved in:
4
Continuous-time stochastic gradient descent for optimizing over the stationary distribution of stochastic differential equations
Wang, Ziheng
;
Sirignano, Justin
- In:
Mathematical finance : an international journal of …
34
(
2024
)
2
,
pp. 348-424
Persistent link: https://www.econbiz.de/10014514766
Saved in:
5
Solution method and parameter estimation of uncertain partial differential equation with application to China's population
Yang, Lu
;
Liu, Yang
- In:
Fuzzy optimization and decision making : a journal of …
23
(
2024
)
1
,
pp. 155-177
Persistent link: https://www.econbiz.de/10014500867
Saved in:
6
Pricing options on flow forwards by neural networks in a Hilbert space
Benth, Fred Espen
;
Detering, Nils
;
Galimberti, Luca
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 81-121
Persistent link: https://www.econbiz.de/10014447586
Saved in:
7
Quantum-inspired variational algorithms for partial differential equations : application to financial derivative pricing
Zhao, Tianchen
;
Sun, Chuhao
;
Cohen, Asaf
;
Stokes, James
; …
- In:
Quantitative finance
24
(
2024
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10014551890
Saved in:
8
The perturbation method applied to a robust optimization problem with constraint
Luo, Peng
;
Schied, Alexander
;
Xue, Xiaole
- In:
Mathematics and financial economics
18
(
2024
)
1
,
pp. 95-112
Persistent link: https://www.econbiz.de/10015045584
Saved in:
9
Sharp L¹-approximation of the log-Heston stochastic differential equation by Euler-type methods
Mickel, Annalena
;
Neuenkirch, Andreas
- In:
The journal of computational finance
26
(
2023
)
4
,
pp. 67-100
Persistent link: https://www.econbiz.de/10014342066
Saved in:
10
Uncertain hypothesis test for uncertain differential equations
Ye, Tingqing
;
Liu, Baoding
- In:
Fuzzy optimization and decision making : a journal of …
22
(
2023
)
2
,
pp. 195-211
Persistent link: https://www.econbiz.de/10014251883
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->