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Search: subject:"Integral equation"
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Volterra integral equation
21
Integral equation
20
Option pricing theory
20
Optionspreistheorie
20
Stochastic process
18
Stochastischer Prozess
18
integral equation
17
Theorie
15
Search theory
13
Suchtheorie
13
Theory
13
optimal stopping
11
nonlinear integral equation
10
Option trading
9
Optionsgeschäft
9
Fredholm integral equation
8
free-boundary problem
8
Analysis
7
Mathematical analysis
7
Schätztheorie
7
Volatility
6
Volatilität
6
local time-space calculus
6
American options
5
Estimation theory
5
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
Optimal stopping
5
Portfolio selection
5
Portfolio-Management
5
Risiko
5
Risk
5
arbitrage-free price
5
geometric Brownian motion
5
singular stochastic control
5
Fourier transform
4
Free-boundary problem
4
Instrumental variables
4
Kernel smoothing
4
Mathematical programming
4
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Undetermined
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Free
28
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Article
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English
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Ferrari, Giorgio
8
Chiarella, Carl
7
Ziogas, Andrew
7
Kitapbayev, Yerkin
6
Florens, Jean-Pierre
5
Zhu, Song-Ping
5
Egidi, N.
4
Maponi, P.
4
An, Yonghong
3
Dammann, Felix
3
Fève, Frédérique
3
Hu, Yingyao
3
Jang, Jiwook
3
Jeon, Junkee
3
Peskir, Goran
3
Ramli, Siti Norafidah Mohd
3
Yang, Wensheng
3
Botosaru, Irene
2
Charinpanitkul, Tawatchai
2
Cui, Zhenyu
2
Danwanichakul, Panu
2
Filipović, Damir
2
Glover, Kristoffer
2
Horowitz, Joel
2
Khordad, R.
2
Koo, Hyeng-keun
2
Lin, Sha
2
Lipton, Alexander
2
Loke, Sooie-Hoe
2
Ma, Jingtang
2
Maingé, Paul-Emile
2
Park, Kyunghyun
2
Pizio, O.
2
Renault, Eric
2
Thomann, Enrique
2
Vlachy, V.
2
AL-FAGIH, LULUWAH
1
Akbari, Z.
1
Al-Fagih, Luluwah
1
Alexeyeva, L.A.
1
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Finance Discipline Group, Business School
5
Society for Computational Economics - SCE
2
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
EconWPA
1
Finance, University of Technology, Sydney,; Gunter Meyer, School of Mathematics, Georgia Institute of Technology,; Andrew Ziogas, School of Economics
1
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
1
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1
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Mathematics and Computers in Simulation (MATCOM)
13
Physica A: Statistical Mechanics and its Applications
8
Quantitative finance
8
Research Paper Series / Finance Discipline Group, Business School
5
International journal of theoretical and applied finance
4
Center for Mathematical Economics Working Papers
3
Journal of econometrics
3
Risks
3
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
3
Annals of the Institute of Statistical Mathematics
2
Applied Mathematical Finance
2
Finance and Stochastics
2
IMA journal of management mathematics
2
Insurance
2
Journal of Econometrics
2
Mathematics and financial economics
2
Risks : open access journal
2
Stochastic Processes and their Applications
2
cemmap working paper
2
Advances in Data Analysis and Classification
1
Annals of finance
1
Applied economics letters
1
Applied mathematical finance
1
Cahiers de recherche
1
CeMMAP working papers
1
Computational economics
1
Computing in Economics and Finance 2002
1
Computing in Economics and Finance 2006
1
Decisions in Economics and Finance
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Decisions in economics and finance : a journal of applied mathematics
1
Economics Letters
1
Economics letters
1
European Journal of Operational Research
1
European journal of operational research : EJOR
1
Finance and stochastics
1
Finance research letters
1
GE, Growth, Math methods
1
Handbook of econometrics : volume 6B
1
International Journal of Financial Markets and Derivatives
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RePEc
56
ECONIS (ZBW)
46
EconStor
9
BASE
2
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1
Evaluation of optimal selling and buying boundaries in optimal investment with transaction costs
Yang, Wensheng
- In:
Mathematics and financial economics
19
(
2025
)
2
,
pp. 381-406
Persistent link: https://www.econbiz.de/10015526420
Saved in:
2
A generalized approach for pricing American options under a regime-switching model
Zheng, Yawen
;
Zhu, Song-Ping
- In:
IMA journal of management mathematics
36
(
2025
)
3
,
pp. 427-450
Persistent link: https://www.econbiz.de/10015423319
Saved in:
3
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:
4
Quickest detection problems for Ornstein-Uhlenbeck processes
Glover, Kristoffer
;
Peskir, Goran
- In:
Mathematics of operations research
49
(
2024
)
2
,
pp. 1045-1064
Persistent link: https://www.econbiz.de/10014564929
Saved in:
5
A wind-dependent self-exciting electricity spot price model
Hess, Markus
- In:
International journal of theoretical and applied …
27
(
2024
)
7/8
,
pp. 1-24
Persistent link: https://www.econbiz.de/10015559844
Saved in:
6
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:
7
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:
8
On the first hitting time density for a reducible diffusion process
Lipton, Alexander
;
Kaushansky, Vadim
- In:
Quantitative finance
20
(
2020
)
5
,
pp. 723-743
Persistent link: https://www.econbiz.de/10012262616
Saved in:
9
Old problems, classical methods, new solutions
Lipton, Alexander
- In:
International journal of theoretical and applied finance
23
(
2020
)
4
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012284595
Saved in:
10
Time-varying unobserved heterogeneity in earnings shocks
Botosaru, Irene
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1378-1393
Persistent link: https://www.econbiz.de/10014471381
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