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~subject:"Finanzmathematik"
~subject:"Stochastischer Prozess"
~type_genre:"Aufsatz im Buch"
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Finanzmathematik
Stochastischer Prozess
Analysis
37
Mathematical analysis
37
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32
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32
Stochastic process
18
Option pricing theory
10
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10
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3
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2000-2006
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1
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Barndorff-Nielsen, Ole E.
1
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1
Breda, Dimitri
1
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Di Nunno, Giulia
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Floros, Christos
1
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1
Guillaume, Tristan
1
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1
Imkeller, Peter
1
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1
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1
Mazurencu Marinescu, Miruna
1
Musiela, Marek
1
Pamen, Olivier Menoukeu
1
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1
Proske, Frank
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Quenez, M. C.
1
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Contemporary quantitative finance : essays in honour of Eckhard Platen
6
Advanced mathematical methods for finance
4
Numerical methods in finance
2
Aspects of mathematical finance
1
Decision making and risk/return optimization in financial economics
1
Handbook of financial time series
1
Mathematical modeling and numerical methods in finance : special volume
1
Operational Research Methods in Business, Finance and Economics : Proceedings of the 31st European Conference on Operational Research, Athens, Greece, July 11-14, 2021
1
Quantitative Models in Life Science Business : From Value Creation to Business Processes
1
Recent advances in stochastic operations research II
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ECONIS (ZBW)
19
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An invitation to stochastic differential equations in healthcare
Breda, Dimitri
;
Canci, Jung Kyu
;
D'Ambrosio, Raffaele
- In:
Quantitative Models in Life Science Business : From …
,
(pp. 97-110)
.
2023
Persistent link: https://www.econbiz.de/10014226389
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2
Stochastic differential equations in L p-spaces
Floros, Christos
;
Gillas, Konstantinos Gkillas
; …
- In:
Operational Research Methods in Business, Finance and …
,
(pp. 1-6)
.
2023
Persistent link: https://www.econbiz.de/10014319826
Saved in:
3
On the multidimensional Black-Scholes partial differential equation
Guillaume, Tristan
- In:
Decision making and risk/return optimization in …
,
(pp. 229-251)
.
2019
Persistent link: https://www.econbiz.de/10012134802
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4
Functionals associated with gradient stochastic flows and nonlinear SPDEs
Iftimie, Bogdan
;
Mazurencu Marinescu, Miruna
;
Vârsan, …
- In:
Advanced mathematical methods for finance
,
(pp. 397-415)
.
2011
Persistent link: https://www.econbiz.de/10008991280
Saved in:
5
Some new BSDE results for an infinite-horizon stochastic control problem
Hu, Ying
;
Schweizer, Martin
- In:
Advanced mathematical methods for finance
,
(pp. 367-395)
.
2011
Persistent link: https://www.econbiz.de/10008991281
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6
A general maximum principle for anticipative stochastic control and applications to insider trading
Di Nunno, Giulia
;
Pamen, Olivier Menoukeu
;
Øksendal, …
- In:
Advanced mathematical methods for finance
,
(pp. 181-221)
.
2011
Persistent link: https://www.econbiz.de/10008991293
Saved in:
7
Ambit processes and stochastic partial differential equations
Barndorff-Nielsen, Ole E.
;
Benth, Fred Espen
;
Veraart, …
- In:
Advanced mathematical methods for finance
,
(pp. 35-74)
.
2011
Persistent link: https://www.econbiz.de/10008991339
Saved in:
8
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:
9
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
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10
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
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