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~isPartOf:"Contemporary quantitative finance : essays in honour of Eckhard Platen"
~subject:"Martingale"
~subject:"Stochastischer Prozess"
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Martingale
Stochastischer Prozess
Analysis
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Mathematical analysis
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Stochastic process
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Theorie
6
Theory
6
Heuristics
1
Heuristik
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Numerical analysis
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Numerisches Verfahren
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Option pricing theory
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Optionspreistheorie
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Portfolio selection
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Baltazar-Larios, Fernando
1
Bao, Xiaobo
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Chiarella, Carl
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Cohen, Samuel N.
1
Delbaen, Freddy
1
Elliott, Robert J.
1
Hu, Ying
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Imkeller, Peter
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Musiela, Marek
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Reis, Gonçalo dos
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Sørensen, Michael
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Zariphopoulou-Souganidis, Thaleia
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Contemporary quantitative finance : essays in honour of Eckhard Platen
Discussion papers of interdisciplinary research project 373
17
International journal of theoretical and applied finance
16
Insurance / Mathematics & economics
15
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
11
The journal of computational finance
11
Finance and stochastics
10
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
Journal of mathematical finance
9
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
9
CoFE discussion papers
7
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
7
Mathematics of operations research
7
Quantitative finance
7
Annals of finance
6
Applied mathematical finance
5
CESifo working papers
5
Dynamic games and applications : DGA
5
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
5
International journal of financial engineering
5
Journal of economic dynamics & control
5
Probability theory and related fields
5
Risks : open access journal
5
SFB 649 discussion paper
5
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
5
Advanced mathematical methods for finance
4
CIRJE discussion papers / F series
4
Economic modelling
4
Mathematical finance : an international journal of mathematics, statistics and financial economics
4
Mathematical methods of operations research
4
Asia-Pacific financial markets
3
Astin bulletin : the journal of the International Actuarial Association
3
CARF working paper
3
CREATES research paper
3
Diskussionsbeiträge / Fakultät Wirtschaftswissenschaft, FernUniversität in Hagen
3
International journal of theoretical and applied finance : IJTAF
3
Journal of econometrics
3
Journal of mathematical economics
3
Scandinavian actuarial journal
3
The journal of computational finance : JFC
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Maximum likelihood estimation for integrated diffusion processes
Baltazar-Larios, Fernando
;
Sørensen, Michael
- In:
Contemporary quantitative finance : essays in honour of …
,
(pp. 407-423)
.
2010
Persistent link: https://www.econbiz.de/10008749174
Saved in:
2
Representation of American option prices under Heston stochastic volatility dynamics using integral transforms
Chiarella, Carl
;
Ziogas, Andrew
;
Ziveyi, Jonathan
- In:
Contemporary quantitative finance : essays in honour of …
,
(pp. 281-315)
.
2010
Persistent link: https://www.econbiz.de/10008749199
Saved in:
3
Stochastic partial differential equations and portfolio choice
Musiela, Marek
;
Zariphopoulou-Souganidis, Thaleia
- In:
Contemporary quantitative finance : essays in honour of …
,
(pp. 195-216)
.
2010
Persistent link: https://www.econbiz.de/10008749273
Saved in:
4
Results on numerics for FBSDE with drivers of quadratic growth
Imkeller, Peter
;
Reis, Gonçalo dos
;
Zhang, Jianing
- In:
Contemporary quantitative finance : essays in honour of …
,
(pp. 159-182)
.
2010
Persistent link: https://www.econbiz.de/10008749283
Saved in:
5
Comparison theorems for finite state backward stochastic differential equations
Cohen, Samuel N.
;
Elliott, Robert J.
- In:
Contemporary quantitative finance : essays in honour of …
,
(pp. 135-158)
.
2010
Persistent link: https://www.econbiz.de/10008749289
Saved in:
6
Existence and non-uniqueness of solutions for BSDE
Bao, Xiaobo
;
Delbaen, Freddy
;
Hu, Ying
- In:
Contemporary quantitative finance : essays in honour of …
,
(pp. 123-134)
.
2010
Persistent link: https://www.econbiz.de/10008749294
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