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~isPartOf:"Journal of mathematical finance"
~subject:"Stochastischer Prozess"
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Stochastischer Prozess
Analysis
12
Mathematical analysis
12
Stochastic process
9
Option pricing theory
6
Optionspreistheorie
6
Theorie
5
Theory
5
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Backward Stochastic Differential Equation
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Portfolio selection
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Stochastic Differential Equation
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Backward Stochastic Differential Equation with Jumps
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Compensated Poisson Jump
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Control theory
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Converse Comparison Theorem
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A, Chunxiang
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Ackora-Prah, Joseph
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Andam, Perpetual Saah
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Chen, Zengjing
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Cupidon, Jean René
1
Di Giacinto, Marina
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El Hami, Abdelkhalak
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He, Kun
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Hyppolite, Judex
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Kadry, Seifedine
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Kulperger, Reg
1
Mataramvura, Sure
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Omoregbe, Nicholas Amienwan
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Owoloko, Enahoro Alfred
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Shao, Yi
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Sonubi, Adeyemi Adewale
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Zhang, Liangliang
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Journal of mathematical finance
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
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
Finance and stochastics
9
Mathematics of operations research
7
Quantitative finance
7
Annals of finance
6
CoFE discussion papers
6
Contemporary quantitative finance : essays in honour of Eckhard Platen
6
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
6
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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
CARF working paper
3
CREATES research paper
3
Diskussionsbeiträge / Fakultät Wirtschaftswissenschaft, FernUniversität in Hagen
3
Journal of econometrics
3
Journal of mathematical economics
3
Scandinavian actuarial journal
3
The journal of computational finance : JFC
3
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
3
Astin bulletin : the journal of the International Actuarial Association
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1
A clustering method to solve backward stochastic differential equations with jumps
Zhang, Liangliang
- In:
Journal of mathematical finance
10
(
2020
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10012545300
Saved in:
2
Numerical methods in financial and actuarial applications : a stochastic maximum principle approach
Di Giacinto, Marina
- In:
Journal of mathematical finance
8
(
2018
)
2
,
pp. 283-301
Persistent link: https://www.econbiz.de/10011874735
Saved in:
3
Theories on the relationship between price process and stochastic volatility matrix with compensated poisson jump using fourier transforms
Andam, Perpetual Saah
;
Ackora-Prah, Joseph
; …
- In:
Journal of mathematical finance
7
(
2017
)
3
,
pp. 633-656
Persistent link: https://www.econbiz.de/10011752419
Saved in:
4
Portfolio optimization problem with delay under Cox-Ingersoll-Ross model
A, Chunxiang
;
Shao, Yi
- In:
Journal of mathematical finance
7
(
2017
)
3
,
pp. 699-717
Persistent link: https://www.econbiz.de/10011752489
Saved in:
5
A target zone model where the fundamentals follow a geometric Brownian motion
Cupidon, Jean René
;
Hyppolite, Judex
- In:
Journal of mathematical finance
6
(
2016
)
5
,
pp. 866-886
Persistent link: https://www.econbiz.de/10011657698
Saved in:
6
Credit rating modelled with reflected stochastic differential equations
Sonubi, Adeyemi Adewale
- In:
Journal of mathematical finance
4
(
2014
)
5
,
pp. 333-337
Persistent link: https://www.econbiz.de/10011312408
Saved in:
7
Solution of stochastic non-homogeneous linear first-order difference equations
Kadry, Seifedine
;
El Hami, Abdelkhalak
- In:
Journal of mathematical finance
4
(
2014
)
4
,
pp. 245-248
Persistent link: https://www.econbiz.de/10011312422
Saved in:
8
A contingent claim approach to bank valuation
Owoloko, Enahoro Alfred
;
Omoregbe, Nicholas Amienwan
; …
- In:
Journal of mathematical finance
4
(
2014
)
4
,
pp. 234-244
Persistent link: https://www.econbiz.de/10011312423
Saved in:
9
Risk measures and nonlinear expectations
Chen, Zengjing
;
He, Kun
;
Kulperger, Reg
- In:
Journal of mathematical finance
3
(
2013
)
3
,
pp. 383-391
Persistent link: https://www.econbiz.de/10010239533
Saved in:
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