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  • Search: subject:"Difference equation"
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Year of publication
Subject
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Analysis 820 Mathematical analysis 820 Theorie 473 Theory 473 Stochastischer Prozess 463 Stochastic process 460 Option pricing theory 268 Optionspreistheorie 268 Finanzmathematik 71 Estimation theory 68 Schätztheorie 68 Mathematical finance 66 Portfolio selection 59 Portfolio-Management 59 Mathematical programming 57 Mathematische Optimierung 57 Volatilität 56 Volatility 55 Black-Scholes model 49 Black-Scholes-Modell 49 Derivat 49 Derivative 49 Mathematik 49 Mathematics 47 Hedging 46 Risiko 45 Risk 45 Control theory 40 Kontrolltheorie 40 Monte-Carlo-Simulation 37 Spieltheorie 37 Monte Carlo simulation 36 Markov chain 35 Markov-Kette 35 Game theory 33 Nichtlineare Regression 30 Nonlinear regression 30 Option trading 28 Optionsgeschäft 28 Time series analysis 27
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Online availability
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Free 334 Undetermined 248 CC license 25
Type of publication
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Book / Working Paper 457 Article 452
Type of publication (narrower categories)
All
Article in journal 383 Aufsatz in Zeitschrift 383 Graue Literatur 199 Non-commercial literature 199 Working Paper 197 Arbeitspapier 191 Aufsatz im Buch 41 Book section 41 Hochschulschrift 35 Lehrbuch 31 Textbook 28 Thesis 23 Collection of articles of several authors 11 Sammelwerk 11 Bibliografie enthalten 5 Bibliography included 5 Konferenzschrift 5 Article 4 Collection of articles written by one author 4 Forschungsbericht 4 Sammlung 4 Aufgabensammlung 2 Aufsatzsammlung 2 Conference paper 2 Conference proceedings 2 Konferenzbeitrag 2 CD-ROM, DVD 1 Case study 1 Einführung 1 Fallstudie 1 Glossar enthalten 1 Glossary included 1 Nachschlagewerk 1 Reference book 1 research-article 1
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Language
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English 824 German 47 Undetermined 37 French 1 Russian 1
Author
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Platen, Eckhard 17 Rady, Sven 17 Keller, Godfrey 16 Takahashi, Akihiko 14 Yamada, Toshihiro 14 Chiarella, Carl 11 Horst, Ulrich 11 Küchler, Uwe 11 Kohlmann, Michael 10 Wälde, Klaus 9 Singer, Hermann 8 Fally, Thibault 7 Sennewald, Ken 7 Buckwar, Evelyn 6 Leitner, Johannes 6 Liu, Baoding 6 Sørensen, Michael 6 Tsangarides, Charalambos G. 6 Benth, Fred Espen 5 Caporale, Guglielmo Maria 5 Cerrato, Mario 5 La Torre, Davide 5 Liesenfeld, Roman 5 Magnus, Jan R. 5 Mazzoni, Thomas 5 Mondal, Sankar Prasad 5 Moura, Guilherme Valle 5 Shen, Yang 5 Zhou, Xun Yu 5 Zhu, Yuanguo 5 Ziogas, Andrew 5 Amin, Ahsan 4 Babus, Ana 4 Cai, Yongyang 4 DeJong, David Neil 4 Delong, Łukasz 4 Dharmarajan, Hariharan 4 Gilsing, Hagen 4 Hakenes, Hendrik 4 Hess, Markus 4
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Institution
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International Monetary Fund (IMF) 20 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 16 National Bureau of Economic Research 3 Springer Fachmedien Wiesbaden 3 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 3 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 2 Springer-Verlag GmbH 2 C.E.P.R. Discussion Papers 1 Centre for Analytical Finance <Århus> 1 Conference Nonlinear Analysis and Its Applications in Engineering and Economics <1996> 1 Department of Economics and Finance, College of Business and Economics 1 Department of Economics, University of Munich 1 Department of Economics, University of Oxford 1 Erasmus University Rotterdam, Econometric Institute 1 Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid 1 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 1 Institute of Economic Research, Kyoto University 1 Institute of Economics, Academia Sinica 1 International Monetary Fund 1 International Symposium on Generalized Convexity, Monotonicity <8, 2005, Varese> 1 Loughborough University / Department of Economics 1 Palgrave Macmillan 1 Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn 1 Tinbergen Institute 1 Tinbergen Instituut 1 Universitat Pompeu Fabra / Departament d'Economia i Empresa 1 University of Essex / Department of Economics 1 Universität Ulm 1
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Published in...
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Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty 27 The journal of computational finance 23 IMF Working Papers 20 International journal of theoretical and applied finance 20 Mathematics Preprint Archive 17 Discussion papers of interdisciplinary research project 373 16 Insurance 14 Dynamic games and applications : DGA 13 Mathematical finance : an international journal of mathematics, statistics and financial theory 13 Research paper / Quantitative Finance Research Centre, University of Technology Sydney 13 Finance and stochastics 12 Journal of mathematical finance 12 Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse 11 Quantitative finance 11 Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW) 11 Applied mathematical finance 10 Journal of mathematical economics 9 SFB 649 discussion paper 9 CESifo working papers 8 Discussion paper / Tinbergen Institute 8 Diskussionsbeiträge / Fakultät Wirtschaftswissenschaft, FernUniversität in Hagen 8 Mathematics of operations research 8 CoFE discussion papers 7 Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz 7 International journal of financial engineering 7 Probability theory and related fields : continuation of Zeitschrift für Wahrscheinlichkeitstheorie 7 Risks : open access journal 7 CARF working paper 6 Computational economics 6 Contemporary quantitative finance : essays in honour of Eckhard Platen 6 European journal of operational research : EJOR 6 Lehrbuch 6 Macroeconomic dynamics 6 CIRJE discussion papers / F series 5 Journal of economic theory 5 Mathematical finance : an international journal of mathematics, statistics and financial economics 5 Mathematics and financial economics 5 Advanced mathematical methods for finance 4 Annals of finance 4 Decisions in economics and finance : DEF ; a journal of applied mathematics 4
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Source
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ECONIS (ZBW) 843 RePEc 54 EconStor 10 BASE 1 Other ZBW resources 1
Showing 1 - 10 of 909
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Asymptotic expansions as control variates for deep solvers to fully-coupled forward-backward stochastic differential equations
Naito, Makoto; Saito, Taiga; Takahashi, Akihiko - 2025
Persistent link: https://www.econbiz.de/10015358031
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Transient analysis of a renewal input multiserver queueing model with infinite buffer
Soundararajan, Ashwini; Barbhuiya, F. P. - In: Operations research letters : a journal of INFORMS … 60 (2025), pp. 1-8
Persistent link: https://www.econbiz.de/10015359218
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Biodiversity linked bonds : an option pricing based valuation approach
Chan-Lau, Jorge A. - 2025
Persistent link: https://www.econbiz.de/10015407861
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Asymptotic expansions as control variates for deep solvers to fully-coupled forward-backward stochastic differential equations
Naito, Makoto; Saito, Taiga; Takahashi, Akihiko; … - 2025
Persistent link: https://www.econbiz.de/10015397681
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Rough PDEs for local stochastic volatility models
Bank, Peter; Bayer, Christian; Friz, Peter K.; … - In: Mathematical finance : an international journal of … 35 (2025) 3, pp. 661-681
Persistent link: https://www.econbiz.de/10015460603
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Fundamental valuation of patents in continuous time : a Note
Hariharan, Akila; Prabha, Megana; Srinivasan, Naveen; … - 2025
Persistent link: https://www.econbiz.de/10015463174
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Multiscale stochastic models for bitcoin : fractional brownian motion and duration-based approaches
Carvalho, Arthur Rodrigues Pereira de; Quintino, Felipe; … - In: FinTech 4 (2025) 3, pp. 1-24
This study introduces and evaluates stochastic models to describe Bitcoin price dynamics at different time scales, using daily data from January 2019 to December 2024 and intraday data from 20 January 2025. In the daily analysis, models based on are introduced to capture long memory, paired with...
Persistent link: https://www.econbiz.de/10015533849
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Robust two-player differential investment game of defined contribution pension plans under multiple risks
Zhang, Yumo; Lind, Peter Pommergård; Xiang, Hanqing - In: Scandinavian actuarial journal 2025 (2025) 2, pp. 168-212
Persistent link: https://www.econbiz.de/10015534470
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Discretization of fractional fully nonlinear equations by powers of discrete Laplacians
Chowdhury, Indranil; Jakobsen, Espen R.; Lien, Robin Ø - In: Dynamic games and applications : DGA 15 (2025) 2, pp. 383-405
Persistent link: https://www.econbiz.de/10015509354
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A weak MLMC scheme for Lévy-Copula-Driven SDEs with applications to the pricing of credit, equity and interest rate derivatives
Mijatović, Aleksandar; Palfray, Romain - In: Applied mathematical finance 31 (2024) 2, pp. 57-107
Persistent link: https://www.econbiz.de/10015415705
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