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  • Search: subject:"First‐Hitting Time"
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Year of publication
Subject
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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
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Online availability
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Undetermined 18 Free 13
Type of publication
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Article 22 Book / Working Paper 9
Type of publication (narrower categories)
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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
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Language
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English 18 Undetermined 13
Author
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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
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Institution
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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
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Published in...
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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
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Source
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ECONIS (ZBW) 13 RePEc 13 EconStor 2 Other ZBW resources 2 BASE 1
Showing 31 - 31 of 31
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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 …
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