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~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~subject:"Experiment"
~subject:"Theorie"
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Discussion papers of interdisciplinary research project 373
15
Mathematical finance : an international journal of mathematics, statistics and financial theory
13
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
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Contemporary quantitative finance : essays in honour of Eckhard Platen
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Lyapunov exponents for linear delay equations in arbitrary phase spaces
Riedle, Markus
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2002
Persistent link: https://www.econbiz.de/10001697766
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2
On Lp-stability of numerical schemes for affine stochastic delay differential equations : stochastic recurrance relations
Gilsing, Hagen
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2002
Persistent link: https://www.econbiz.de/10001746309
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3
Exponential stability in P-th mean of solutions, and of convergent Euler type solutions, of stochastic delay differential equations
Baker, Christopher
;
Buckwar, Evelyn
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2001
Persistent link: https://www.econbiz.de/10001652437
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4
Affine stochastic differential equations with infinite delay on abstract phase spaces
Riedle, Markus
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2001
Persistent link: https://www.econbiz.de/10001659918
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5
Über die Stabilität des Euler-Schemas für eine affine stochastische Differentialgleichung mit Gedächtnis
Gilsing, Hagen
;
Küchler, Uwe
;
Platen, Eckhard
-
2001
Persistent link: https://www.econbiz.de/10001609566
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6
Weak approximation of stochastic differential delay equations
Shardlow, Tony
;
Buckwar, Evelyn
-
2001
Persistent link: https://www.econbiz.de/10001639694
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7
Weak discrete time approximation of stochastic differential equations with time delay
Küchler, Uwe
;
Platen, Eckhard
-
2001
Persistent link: https://www.econbiz.de/10001597004
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8
Minimax rates for nonparametric estimation of the drift functional in affine stochastic delay equations
Reiss, Markus
-
2000
Persistent link: https://www.econbiz.de/10001528173
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9
Strong discrete time approximation of stochastic differential equations with time delay
Küchler, Uwe
;
Platen, Eckhard
-
1999
Persistent link: https://www.econbiz.de/10001404962
Saved in:
10
Asymptotic equivalence of discretely observed geometric Brownian motion to a Gaussian shift
Butucea, Cristina
;
Nussbaum, Michael
-
1999
Persistent link: https://www.econbiz.de/10001425816
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