//--> //--> //-->
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
~person:"Düring, Bertram"
~person:"Jiang, Yilun"
~person:"Pierre, Erwan"
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:"Viscosity Solution"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
viscosity solution
9
Investment
6
Theorie
5
dividend policy
5
singular control
5
Dividend
4
Dividende
4
Theory
4
Firm value
2
High-order compact finite differences
2
Unternehmenswert
2
bank salvage model
2
financial derivatives
2
inaccessible bankruptcy time
2
nonlinear PDE
2
numerical convergence
2
smooth-fit property
2
stochastic impulse control
2
Bank
1
Betriebliche Liquidität
1
Black-Scholes-Modell
1
Collateral
1
Control theory
1
Corporate liquidity
1
Dividend policy
1
Insolvency
1
Insolvenz
1
Investition
1
Investitionsentscheidung
1
Investment decision
1
Kontrolltheorie
1
Kreditsicherung
1
Nichtlineare Optimierung
1
Portfolio selection
1
Portfolio-Management
1
Returns to scale
1
Singular control
1
Skalenertrag
1
Stochastic process
1
Stochastischer Prozess
1
more ...
less ...
Online availability
All
Free
8
Undetermined
1
Type of publication
All
Book / Working Paper
7
Article
3
Type of publication (narrower categories)
All
Working Paper
4
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Article in journal
2
Aufsatz in Zeitschrift
2
Article
1
more ...
less ...
Language
All
English
8
Undetermined
2
Author
All
Düring, Bertram
Jiang, Yilun
Pierre, Erwan
Federico, Salvatore
10
Ferrari, Giorgio
10
Nendel, Max
6
Villeneuve, Stéphane
6
Warin, Xavier
6
Buckdahn, Rainer
5
Schuhmann, Patrick
5
Azcue, Pablo
4
Muler, Nora
4
Quincampoix, Marc
4
Röckner, Michael
4
Cardaliaguet, Pierre
3
Keller, Godfrey
3
Li, Juan
3
Rady, Sven
3
Bai, Lihua
2
Benth, Fred Espen
2
Cordoni, Francesco Giuseppe
2
Di Persio, Luca
2
Federico, Salavatore
2
Fournié, Michel
2
Fuhrmann, Sven
2
Gozzi, Fausto
2
Guan, Huiqi
2
Jüngel, Ansgar
2
Karlsen, Kenneth Hvistendahl
2
Kupper, Michael
2
Liang, Zongxia
2
Mnif, Mohamed
2
Rainer, Catherine
2
Reikvam, Kristin
2
Shigeta, Yuki
2
Torrente, Maria-Laura
2
Zhang, Huayue
2
Akian, Marianne
1
Albrecher, Hansjörg
1
Alghalith, Moawia
1
more ...
less ...
Institution
All
Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE)
1
Toulouse School of Economics (TSE)
1
Zentrum für Finanzen und Ökonometrie, Fachbereich Wirtschaftswissenschaften
1
Published in...
All
CoFE Discussion Paper
2
IDEI working papers
2
Finance and stochastics
1
IDEI Working Papers
1
Risks
1
Risks : open access journal
1
TSE Working Papers
1
Working papers / TSE : WP
1
more ...
less ...
Source
All
ECONIS (ZBW)
5
RePEc
3
EconStor
2
Showing
1
-
10
of
10
Sort
Relevance
Date (newest first)
Date (oldest first)
1
A bank salvage model by impulse stochastic controls
Cordoni, Francesco Giuseppe
;
Di Persio, Luca
;
Jiang, Yilun
- In:
Risks
8
(
2020
)
2
,
pp. 1-31
task, showing that the corresponding quasi-variational inequality (QVI) admits a unique
viscosity
solution
…
Persistent link: https://www.econbiz.de/10013200593
Saved in:
2
A bank salvage model by impulse stochastic controls
Cordoni, Francesco Giuseppe
;
Di Persio, Luca
;
Jiang, Yilun
- In:
Risks : open access journal
8
(
2020
)
2/60
,
pp. 1-31
task, showing that the corresponding quasi-variational inequality (QVI) admits a unique
viscosity
solution
…
Persistent link: https://www.econbiz.de/10012292938
Saved in:
3
Numerical approximation of a cash-constrained firm value with investment opportunities
Pierre, Erwan
;
Villeneuve, Stéphane
;
Warin, Xavier
-
2016
Persistent link: https://www.econbiz.de/10011498021
Saved in:
4
Numerical approximation of a cash-constrained firm value with investment opportunities
Pierre, Erwan
;
Villeneuve, Stéphane
;
Warin, Xavier
-
2016
Persistent link: https://www.econbiz.de/10012216445
Saved in:
5
Capital Investment and Liquidity Management with collateralized debt.
Pierre, Erwan
;
Villeneuve, Stéphane
;
Warin, Xavier
-
Institut d'Économie Industrielle (IDEI), Toulouse …
-
2014
-dimensional singular control problem and use both a
viscosity
solution
approch and a verification tech- nique to get qualitative properties …
Persistent link: https://www.econbiz.de/10011085470
Saved in:
6
Capital Investment and Liquidity Management with collateralized debt.
Pierre, Erwan
;
Villeneuve, Stéphane
;
Warin, Xavier
-
Toulouse School of Economics (TSE)
-
2014
-dimensional singular control problem and use both a
viscosity
solution
approch and a verification tech- nique to get qualitative properties …
Persistent link: https://www.econbiz.de/10011086701
Saved in:
7
Capital investment and liquidity management with collateralized debt
Pierre, Erwan
;
Villeneuve, Stéphane
;
Warin, Xavier
-
2014
Persistent link: https://www.econbiz.de/10010437082
Saved in:
8
Liquidity management with decreasing returns to scale and secured credit line
Pierre, Erwan
;
Villeneuve, Stéphane
;
Warin, Xavier
- In:
Finance and stochastics
20
(
2016
)
4
,
pp. 809-854
Persistent link: https://www.econbiz.de/10011569835
Saved in:
9
Convergence of a high-order compact finite difference scheme for a nonlinear Black-Scholes equation
Fournié, Michel
;
Düring, Bertram
;
Jüngel, Ansgar
-
2004
difference solution converges locally uniformly to the unique
viscosity
solution
of the continuous equation. The proof is based …
Persistent link: https://www.econbiz.de/10010263420
Saved in:
10
Convergence of a high-order compact finite difference scheme for a nonlinear Black-Scholes equation
Düring, Bertram
;
Fournié, Michel
;
Jüngel, Ansgar
-
Zentrum für Finanzen und Ökonometrie, Fachbereich …
-
2004
difference solution converges locally uniformly to the unique
viscosity
solution
of the continuous equation. The proof is based …
Persistent link: https://www.econbiz.de/10005357912
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->