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  • Search: subject:"Analytic solution"
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Year of publication
Subject
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Analytic solution 7 Option pricing theory 6 Optionspreistheorie 6 Stochastic process 5 Stochastischer Prozess 5 Volatility 3 Volatilität 3 analytic solution 3 CAPM 2 Heston model 2 stochastic volatility 2 Anleihe 1 Approximate analytic solution 1 Asia 1 Asian option 1 Asien 1 Backward equation 1 Black-Scholes equation 1 Black-Scholes model 1 Black-Scholes-Modell 1 Bond 1 Characteristic function 1 CoCo bond 1 Compound slope 1 Contingent convertible bond 1 Convertible bond 1 Cooperation–competition 1 Daily price limit 1 Decision under uncertainty 1 Double gate MOSFET 1 Empirical solution 1 Entscheidung unter Unsicherheit 1 Erlang service 1 European call option 1 Fast Fourier transform 1 Game theory 1 Geometric Brownian motion with affine drift 1 Guaranteed lifetime withdrawal benefits 1 Interest rate 1 Lambert function 1
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Online availability
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Undetermined 10 Free 3
Type of publication
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Article 11 Book / Working Paper 2
Type of publication (narrower categories)
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Article in journal 6 Aufsatz in Zeitschrift 6 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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English 7 Undetermined 6
Author
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Alziary, Bénédicte 1 Barría M., Marta 1 Boker, Steven 1 Chang, Chia-Chang 1 Chang, Hui 1 Chang, Lung-Fu 1 Cox, Daniel 1 Daglish, Toby 1 Deboeck, Pascal 1 Feng, Ai-xia 1 Fu, Chunhua 1 Guo, Jia-Hau 1 Harcourt, Darcy 1 He, Da-Ren 1 Horsky, Roman 1 Hu, Chin-Kun 1 Li, Bo 1 Limon, Alfonso 1 Lin, Chung-Gee 1 Martínez V., José M. 1 Morris, Hedley C. 1 Park, Hyoungsu 1 Petroff, Catherine 1 Pinna, Andrea 1 Sayer, Tilman 1 Shubert, Alexander 1 Sun, Yufei 1 Takáč, Peter 1 Teo, Kok Lay 1 Turfus, Colin 1 Ulm, Eric R. 1 Vallejos C., Reinaldo A. 1 Xu, Xiu-Lian 1
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Institution
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Facoltà di Economia / Wirtschaftswissenschaftliche Fakutät, Libera Università di Bolzano / Freie Universität Bozen 1
Published in...
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International journal of theoretical and applied finance 2 BEMPS - Bozen Economics & Management Paper Series 1 Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty 1 Insurance : mathematics and economics 1 Mathematics and Computers in Simulation (MATCOM) 1 Natural Hazards 1 Physica A: Statistical Mechanics and its Applications 1 Psychometrika 1 Review of derivatives research 1 Statistics & Probability Letters 1 The North American journal of economics and finance : a journal of financial economics studies 1 Working papers / TSE : WP 1
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Source
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ECONIS (ZBW) 7 RePEc 6
Showing 11 - 13 of 13
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On the limiting probabilities of the M/Er/1 queueing system
Martínez V., José M.; Vallejos C., Reinaldo A.; … - In: Statistics & Probability Letters 88 (2014) C, pp. 56-61
In this paper, two new formulations of the steady-state probability distribution of the number of customers in an M/Er/1 queue system are presented. On one hand, a new recurrent method which is numerically stable and computationally more efficient than the existing ones, in terms of memory and...
Persistent link: https://www.econbiz.de/10011039985
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Modeling Noisy Data with Differential Equations Using Observed and Expected Matrices
Deboeck, Pascal; Boker, Steven - In: Psychometrika 75 (2010) 3, pp. 420-437
Persistent link: https://www.econbiz.de/10008674009
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A compact model for the I–V characteristics of an undoped double-gate MOSFET
Morris, Hedley C.; Limon, Alfonso - In: Mathematics and Computers in Simulation (MATCOM) 79 (2008) 4, pp. 1116-1125
An analytic model for the I–V characteristics of a symmetric, undoped, double gate MOSFET is presented. The model is two-dimensional and extends recent work by Chen and Taur. The formulae involve the LambertW function recently used by Ortiz-Conde to obtain threshold voltage approximations of...
Persistent link: https://www.econbiz.de/10010749484
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