//--> //--> //--> //-->
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:"Computational economics"
~isPartOf:"International journal of financial engineering"
~subject:"Mathematical analysis"
~subject:"Option pricing theory"
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:"Integralrechnung"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Mathematical analysis
Option pricing theory
Analysis
13
Optionspreistheorie
10
Stochastic process
7
Stochastischer Prozess
7
Black-Scholes model
3
Black-Scholes-Modell
3
Time series analysis
3
Zeitreihenanalyse
3
Endogenes Wachstumsmodell
2
Endogenous growth model
2
Estimation
2
Growth theory
2
Numerical analysis
2
Numerisches Verfahren
2
Schätzung
2
Theorie
2
Theory
2
Wachstumstheorie
2
ARIMA model
1
Advance differential equation
1
Algorithm
1
Algorithmus
1
BCCVA
1
BSDEs
1
Black-Scholes partial differential equation
1
Business cycle
1
Business cycle theory
1
CAPM
1
Cargo shipping
1
Continuation method
1
Control theory
1
Credit derivative
1
Credit risk
1
Cycles
1
Deep learning
1
Default risk
1
Deformation process
1
Delay differential equation
1
more ...
less ...
Online availability
All
Undetermined
10
Type of publication
All
Article
13
Type of publication (narrower categories)
All
Article in journal
13
Aufsatz in Zeitschrift
13
Language
All
English
13
Author
All
Caporale, Guglielmo Maria
2
Cerrato, Mario
2
Lin, Hwan-chyang
2
Aghili, A.
1
Barth, Andrea
1
Duran, Ahmet
1
Giribone, Pier Giuseppe
1
Jafari, Hossein
1
Ligato, Simone
1
Moreno-Bromberg, Santiago
1
Mosiño, Alejandro
1
Naito, Riu
1
Rabinovitz, Yedidya
1
Rahimi, Ghazaleh
1
Reichmann, Oleg
1
Rigatos, G.
1
Shampine, Lawrence F.
1
Tian, Kun
1
Xiong, Dewen
1
Yamada, Toshihiro
1
Yan, Wenchao
1
Yuan, George Xianzhi
1
Zervos, N.
1
Özer, H. Ünsal
1
more ...
less ...
Published in...
All
Computational economics
International journal of financial engineering
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
23
International journal of theoretical and applied finance
20
The journal of computational finance
18
Discussion papers of interdisciplinary research project 373
17
Mathematical finance : an international journal of mathematics, statistics and financial theory
16
Insurance / Mathematics & economics
15
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
13
Journal of mathematical finance
12
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
11
Finance and stochastics
11
Mathematics Preprint Archive
11
CESifo working papers
9
Quantitative finance
9
SFB 649 discussion paper
9
Journal of mathematical economics
8
Applied mathematical finance
7
CoFE discussion papers
7
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
7
Mathematics of operations research
7
Probability theory and related fields
7
Risks : open access journal
7
Annals of finance
6
Contemporary quantitative finance : essays in honour of Eckhard Platen
6
Dynamic games and applications : DGA
6
Lehrbuch
6
Journal of economic dynamics & control
5
Macroeconomic dynamics
5
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
5
Advanced mathematical methods for finance
4
CARF working paper
4
CIRJE discussion papers / F series
4
Decisions in economics and finance : DEF ; a journal of applied mathematics
4
Discussion paper / Tinbergen Institute
4
Diskussionsbeiträge / Fachbereich Wirtschaftswissenschaft, FernUniversität in Hagen : Diskussionspapier
4
Economic modelling
4
IMA journal of management mathematics
4
Journal of econometrics
4
Journal of economic theory
4
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
An acceleration scheme for deep learning-based BSDE solver using weak expansions
Naito, Riu
;
Yamada, Toshihiro
- In:
International journal of financial engineering
7
(
2020
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10012602946
Saved in:
2
Forecasting dirty tanker freight rate index by using stochastic differential equations
Jafari, Hossein
;
Rahimi, Ghazaleh
- In:
International journal of financial engineering
5
(
2018
)
4
,
pp. 1-15
Persistent link: https://www.econbiz.de/10012028815
Saved in:
3
The study of dynamics for credit default risk by backward stochastic differential equation method
Tian, Kun
;
Xiong, Dewen
;
Yan, Wenchao
;
Yuan, George Xianzhi
- In:
International journal of financial engineering
5
(
2018
)
4
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012028824
Saved in:
4
R&D-based calibrated growth models with finite-length patents : a novel relaxation algorithm for solving an autonomous FDE system of mixed type
Lin, Hwan-chyang
;
Shampine, Lawrence F.
- In:
Computational economics
51
(
2018
)
1
,
pp. 123-158
Persistent link: https://www.econbiz.de/10011963601
Saved in:
5
Computing transitional cycles for a deterministic time-to-build growth model
Lin, Hwan-chyang
- In:
Computational economics
51
(
2018
)
3
,
pp. 677-696
Persistent link: https://www.econbiz.de/10011963722
Saved in:
6
The source of error behavior for the solution of Black-Scholes PDE by finite difference and finite element methods
Özer, H. Ünsal
;
Duran, Ahmet
- In:
International journal of financial engineering
5
(
2018
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011923061
Saved in:
7
Detection of mispricing in the Black-Scholes PDE using the derivative-free nonlinear Kalman Filter
Rigatos, G.
;
Zervos, N.
- In:
Computational economics
50
(
2017
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011762181
Saved in:
8
A new S.D.E. and instantaneous mean reversion rate formula (presented via a numerical empirical model comparison)
Rabinovitz, Yedidya
- In:
International journal of financial engineering
4
(
2017
)
2/3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011778269
Saved in:
9
Fractional Black-Scholes equation
Aghili, A.
- In:
International journal of financial engineering
4
(
2017
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011673108
Saved in:
10
A non-stationary model of dividend distribution in a stochastic interest-rate setting
Barth, Andrea
;
Moreno-Bromberg, Santiago
;
Reichmann, Oleg
- In:
Computational economics
47
(
2016
)
3
,
pp. 447-472
Persistent link: https://www.econbiz.de/10011712413
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->