//--> //--> //-->
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
~isPartOf:"CESifo working papers"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~person:"Dokučaev, Nikolaj G."
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:"Brownian bridge"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Control theory
2
Experiment
2
Kontrolltheorie
2
Option pricing theory
2
Optionspreistheorie
2
Stochastic process
2
Stochastischer Prozess
2
stochastic optimal control
2
swing options
2
BSPDE
1
Search theory
1
Suchtheorie
1
backward SPDE
1
optimal stopping
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Dokučaev, Nikolaj G.
Carr, Peter
5
Alvarez, Luis H. R.
4
Caporale, Guglielmo Maria
4
Gil-Alaña, Luis A.
4
Koskela, Erkki
4
Wälde, Klaus
4
Benth, Fred Espen
3
Cadenillas, Abel
3
Madan, Dilip B.
3
Sircar, Kaushik Ronnie
3
Stein, Jerome L.
3
Yor, Marc
3
Bender, Christian
2
Biagini, Francesca
2
Crépey, Stéphane
2
Fleming, Wendell Helms
2
Frey, Rüdiger
2
Geman, Hélyette
2
Guéant, Olivier
2
Hobson, David G.
2
Kallsen, Jan
2
Kwok, Yue-Kuen
2
Levendorskij, Sergej Z.
2
Linetsky, Vadim
2
Muthuraman, Kumar
2
Panteghini, Paolo
2
Renault, Eric
2
Runggaldier, Wolfgang J.
2
Schweizer, Martin
2
Tankov, Peter
2
Xu, Zuo Quan
2
Zapatero, Fernando
2
Zhou, Xun Yu
2
Alfonsi, Aurélien
1
Alòs, Elisa
1
Bank, Peter
1
Bardou, O.
1
Barndorff-Nielsen, Ole E.
1
Baum, Dietmar
1
more ...
less ...
Published in...
All
CESifo working papers
Mathematical finance : an international journal of mathematics, statistics and financial theory
Annals of financial economics
2
International journal of theoretical and applied finance
2
Annals of finance
1
IMA journal of management mathematics
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A first-order BSPDE for swing option pricing : classical solutions
Bender, Christian
;
Dokučaev, Nikolaj G.
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 902-925
Persistent link: https://www.econbiz.de/10011764986
Saved in:
2
A first-order BSPDE for swing option pricing
Bender, Christian
;
Dokučaev, Nikolaj G.
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 461-491
Persistent link: https://www.econbiz.de/10011583530
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->