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Search: subject:"Integral equation"
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Volterra integral equation
7
integral equation
7
optimal stopping
5
Theorie
4
nonlinear integral equation
4
American options
3
Laplace transform
3
Search theory
3
Suchtheorie
3
free-boundary problem
3
singular stochastic control
3
Befragung
2
Comparative Statics
2
Fredholm integral equation
2
Irreversible Investment
2
Neumann series
2
Nonlinear Integral Equation
2
Optimal Stopping
2
Option pricing theory
2
Optionspreistheorie
2
Real Options
2
Risiko
2
Risk
2
Schätztheorie
2
Statistischer Fehler
2
Stochastic process
2
Stochastischer Prozess
2
Theory
2
Tikhonov regularization
2
aggregate discounted claims
2
american options
2
conditionally well-posed
2
constant interest rate
2
copulas
2
debt ceiling
2
debt-to-GDP ratio
2
deconvolution
2
dual risk model
2
free-boundary
2
geometric Brownian motion
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27
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Book / Working Paper
20
Article
6
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Working Paper
9
Arbeitspapier
3
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3
Non-commercial literature
3
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2
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English
15
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12
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Chiarella, Carl
5
Ferrari, Giorgio
5
Ziogas, Andrew
5
An, Yonghong
2
Dammann, Felix
2
Horowitz, Joel
2
Hu, Yingyao
2
Jang, Jiwook
2
Loke, Sooie-Hoe
2
Ramli, Siti Norafidah Mohd
2
Thomann, Enrique
2
DAROLLES, Serge
1
Darolles, Serge
1
FLORENS, Jean-Pierre
1
Fan, Yanqin
1
Filipović, Damir
1
Florens, Jean-Pierre
1
Gapeev, Pavel V.
1
Glover, Kristoffer
1
Gulati, C.
1
Herdegen, Martin
1
Kitapbayev, Yerkin
1
Klaassen, C.A.J.
1
Kreher, Dörte
1
Kucera, Adam
1
Lee, E.-J.
1
Lee, Sokbae
1
Lin, Y. X.
1
Peskir, Goran
1
Puspaningrum, H.
1
RENAULT, Éric
1
Renault, Eric
1
Ruymgaart, F.H.
1
Samee, Farman
1
Sokbae 'Simon' Lee
1
Voloshyn, Ihor
1
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Finance Discipline Group, Business School
5
Centre for Microdata Methods and Practice (CEMMAP)
1
Département Sciences Sociales, Agriculture et Alimentation, Espace et Environnement (SAE2), Institut National de la Recherche Agronomique (INRA)
1
Département de Sciences Économiques, Université de Montréal
1
Society for Computational Economics - SCE
1
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
1
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1
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Research Paper Series / Finance Discipline Group, Business School
5
Risks
3
Center for Mathematical Economics Working Papers
2
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
2
cemmap working paper
2
Cahiers de recherche
1
CeMMAP working papers
1
Computing in Economics and Finance 2002
1
Finance and stochastics
1
MPRA Paper
1
Research paper series / Swiss Finance Institute
1
Risks : open access journal
1
SFB 649 Discussion Papers
1
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1
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1
Working Papers / Département Sciences Sociales, Agriculture et Alimentation, Espace et Environnement (SAE2), Institut National de la Recherche Agronomique (INRA)
1
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RePEc
12
EconStor
8
ECONIS (ZBW)
5
BASE
2
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1
Bubbles in discrete-time models
Herdegen, Martin
;
Kreher, Dörte
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 899-925
Persistent link: https://www.econbiz.de/10013440256
Saved in:
2
On an irreversible investment problem with two-factor uncertainty
Dammann, Felix
;
Ferrari, Giorgio
-
2021
as the unique continuous solution to a nonlinear
integral
equation
. Furthermore, we provide analytical and numerical …
Persistent link: https://www.econbiz.de/10012606399
Saved in:
3
On an irreversible investment problem with two-factor uncertainty
Dammann, Felix
;
Ferrari, Giorgio
-
2021
as the unique continuous solution to a nonlinear
integral
equation
. Furthermore, we provide analytical and numerical …
Persistent link: https://www.econbiz.de/10012488060
Saved in:
4
Numerical ruin probability in the dual risk model with risk-free investments
Loke, Sooie-Hoe
;
Thomann, Enrique
- In:
Risks
6
(
2018
)
4
,
pp. 1-13
shown to satisfy an integro-differential equation, which can then be written as an
integral
equation
. Using the collocation …
Persistent link: https://www.econbiz.de/10011996643
Saved in:
5
Numerical ruin probability in the dual risk model with risk-free investments
Loke, Sooie-Hoe
;
Thomann, Enrique
- In:
Risks : open access journal
6
(
2018
)
4
,
pp. 1-13
shown to satisfy an integro-differential equation, which can then be written as an
integral
equation
. Using the collocation …
Persistent link: https://www.econbiz.de/10011906144
Saved in:
6
Controlling public debt without forgetting inflation
Ferrari, Giorgio
-
2016
-dimensional optimal stopping problem, and it is shown to be the unique solution of a nonlinear
integral
equation
. …
Persistent link: https://www.econbiz.de/10011582530
Saved in:
7
On the American swaption in the linear-rational framework
Filipović, Damir
;
Kitapbayev, Yerkin
-
2016
nonlinear
integral
equation
that can be readily solved numerically. We obtain the arbitrage-free price of the American swaption …
Persistent link: https://www.econbiz.de/10011516038
Saved in:
8
Controlling public debt without forgetting inflation
Ferrari, Giorgio
-
2016
-dimensional optimal stopping problem, and it is shown to be the unique solution of a nonlinear
integral
equation
. …
Persistent link: https://www.econbiz.de/10011517467
Saved in:
9
Neumann series on the recursive moments of copula-dependent aggregate discounted claims
Ramli, Siti Norafidah Mohd
;
Jang, Jiwook
- In:
Risks
2
(
2014
)
2
,
pp. 195-210
Garrido (Scand. Actuar. J. 2001, 2, 98-110), which takes the form of the Volterra
integral
equation
(VIE), we used the method …
Persistent link: https://www.econbiz.de/10010421264
Saved in:
10
An unobvious dynamics of rolled over time banking deposits under a shift in depositors’ preferences: whether a decrease of weighted average maturity of deposits is indeed an early warning liquidity indicator?
Voloshyn, Ihor
-
Volkswirtschaftliche Fakultät, …
-
2014
A continuous-time deterministic model for analytical simulation of an impact of changes in credit turnover, term to maturity structure and rollover rate on balances of time banking deposits, i.e., preferences of depositors, is developed. The model allows taking into account an attraction of new...
Persistent link: https://www.econbiz.de/10011110426
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