//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
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:"First‐Hitting Time"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
first hitting time
13
Option pricing theory
9
Optionspreistheorie
9
Stochastic process
8
Stochastischer Prozess
8
First hitting time
7
Option trading
6
Optionsgeschäft
6
Laplace transform
4
First-hitting time
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Theorie
3
Theory
3
first hitting time density
3
Abel integral equation
2
Approximation
2
Barrier options
2
Cherkasov condition
2
Condition based maintenance
2
Derivat
2
Derivative
2
Method of heat potentials
2
Non-stationary gamma process
2
Ornstein-Uhlenbeck process
2
Parisian times
2
Random threshold
2
Volterra integral equation
2
approximation
2
boundary-value problem
2
condition based maintencance
2
convergence
2
diffusion-type process
2
first passage time density
2
global optimization
2
lateral Chapman-Kolmogorov relation
2
non-stationary gamma process
2
normal reflection
2
random threshold
2
running maximum and minimum processes
2
more ...
less ...
Online availability
All
Undetermined
18
Free
13
Type of publication
All
Article
22
Book / Working Paper
9
Type of publication (narrower categories)
All
Article in journal
12
Aufsatz in Zeitschrift
12
Article
1
Collection of articles of several authors
1
Collection of articles written by one author
1
Graue Literatur
1
Hochschulschrift
1
Non-commercial literature
1
Sammelwerk
1
Sammlung
1
Thesis
1
Working Paper
1
more ...
less ...
Language
All
English
18
Undetermined
13
Author
All
Nicolai, R.P.
4
Gapeev, Pavel V.
3
Rodosthenous, Neofytos
3
Chinthalapati, V. L. Raju
2
Frenk, Frenk, J.B.G.
2
Frenk, J.B.G.
2
Ha, Hongjun
2
He, Xin
2
Lee, Hangsuck
2
Lipton, Alexander
2
Locatelli, M.
2
Song, Shiyu
2
Suchanecki, Michael
2
Ueno, Yoichi
2
Wang, Yongjin
2
Baba, Naohiko
1
Boukhetala, Kamal
1
Cui, Lirong
1
Dickson, David C.M.
1
Dong, Qinglai
1
Gür, Sercan
1
Gűr, Sercan
1
Hao, Zhifeng
1
Hishida, Yuji
1
Huang, Han
1
Ichiue, Hibiki
1
Ishigaki, Yuta
1
JOSHI, MARK
1
Jackson, Ken
1
Kacef, Mohamed Amine
1
Kaushansky, Vadim
1
Kong, Byungdoo
1
Kreinin, Alex
1
Lee, Gaeun
1
Lee, Mei-Ling
1
Lee, Mei-Ling Ting
1
Lee, Minha
1
Li, Shuanming
1
Lin, Zhiyong
1
Ma, Junchi
1
more ...
less ...
Institution
All
Bank of Japan
1
Computer Science
1
Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
1
Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam
1
Erasmus University Rotterdam, Econometric Institute
1
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
1
University of Bonn, Germany
1
more ...
less ...
Published in...
All
Bonn Econ Discussion Papers
2
International journal of theoretical and applied finance
2
Asia-Pacific financial markets
1
Bank of Japan Working Paper Series
1
Computational Statistics
1
ERIM Report Series Research in Management
1
Econometric Institute Report
1
Econometric Institute Research Papers
1
Finance research letters
1
IMA journal of management mathematics
1
Insurance: Mathematics and Economics
1
International Journal of Biostatistics
1
International Journal of Swarm Intelligence Research (IJSIR)
1
International Journal of Theoretical and Applied Finance (IJTAF)
1
International journal of revenue management : IJRM
1
Journal of the Japanese and international economies : an international journal ; JJIE
1
Mathematical Methods of Operations Research
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Quantitative finance
1
Research Paper / Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
1
Risks
1
Risks : open access journal
1
Stata Journal
1
Statistics & Probability Letters
1
Statistics & Risk Modeling
1
The North American journal of economics and finance : a journal of theory and practice
1
The journal of computational finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
13
RePEc
13
EconStor
2
Other ZBW resources
2
BASE
1
Showing
31
-
31
of
31
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
31
Convergence and
first
hitting
time
of simulated annealing algorithms for continuous global optimization
Locatelli, M.
- In:
Mathematical Methods of Operations Research
54
(
2001
)
2
,
pp. 171-199
assumption of known optimal value, the convergence of the algorithms and an upper bound for the expected
first
hitting
time
, i …
Persistent link: https://www.econbiz.de/10010999739
Saved in:
First
Prev
1
2
3
4
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->