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  • Search: subject:"Classical solution"
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Subject
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Classical solution 2 Anleihe 1 Black-Scholes model 1 Black-Scholes-Modell 1 Bond 1 CAT bonds 1 Cauchy problem 1 Dynamische Wirtschaftstheorie 1 Economic dynamics 1 Growth theory 1 Hamilton–Jacobi–Bellman equation 1 Interest rate 1 Markov chain 1 Markov modulated marked point process 1 Markov-Kette 1 Optimal growth 1 Optimal growth model 1 Optimales Wachstum 1 Option pricing theory 1 Optionspreistheorie 1 Partial integro differential equations 1 Risikomodell 1 Risk model 1 Stochastic interest rate 1 Stochastic process 1 Stochastischer Prozess 1 Theorie 1 Theory 1 Transaction costs 1 Transaktionskosten 1 Viscosity solution 1 Wachstumstheorie 1 Zins 1 classical solution 1 option pricing 1 parabolic PDE 1 transaction costs 1
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Free 1 Undetermined 1
Type of publication
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Article 3
Type of publication (narrower categories)
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Article in journal 3 Aufsatz in Zeitschrift 3
Language
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English 3
Author
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Colaneri, Katia 1 Frey, Rüdiger 1 Hosoya, Yuhki 1 SenGupta, Indranil 1
Published in...
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Applied mathematical finance 1 Insurance / Mathematics & economics 1 Journal of mathematical economics 1
Source
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ECONIS (ZBW) 3
Showing 1 - 3 of 3
Did you mean: subject:"Classical solutions" (19 results)
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On the fragility of the basis on the Hamilton-Jacobi-Bellman equation in economic dynamics
Hosoya, Yuhki - In: Journal of mathematical economics 111 (2024), pp. 1-10
Persistent link: https://www.econbiz.de/10015071624
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Classical solutions of the backward PIDE for Markov modulated marked point processes and applications to CAT bonds
Colaneri, Katia; Frey, Rüdiger - In: Insurance / Mathematics & economics 101 (2021) 2, pp. 498-507
Persistent link: https://www.econbiz.de/10012793939
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Option pricing with transaction costs and stochastic interest rate
SenGupta, Indranil - In: Applied mathematical finance 21 (2014) 5/6, pp. 399-416
Persistent link: https://www.econbiz.de/10010500884
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