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  • Search: subject:"MATHEMATICAL ANALYSIS"
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Year of publication
Subject
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Analysis 941 Mathematical analysis 843 Theory 486 Theorie 484 Stochastic process 452 Stochastischer Prozess 452 Option pricing theory 268 Optionspreistheorie 268 MATHEMATICAL ANALYSIS 134 Mathematik 79 Finanzmathematik 76 mathematical analysis 75 Mathematical finance 69 Estimation theory 66 Schätztheorie 66 Mathematics 61 Mathematical programming 58 Portfolio selection 57 Portfolio-Management 57 Volatilität 56 Mathematische Optimierung 55 Volatility 55 Black-Scholes model 49 Black-Scholes-Modell 49 Derivat 49 Derivative 49 Hedging 46 Risiko 44 Risk 44 Control theory 40 Kontrolltheorie 40 ECONOMETRICS 37 Monte-Carlo-Simulation 37 Monte Carlo simulation 36 Einführung 32 Lineare Algebra 30 Nichtlineare Regression 30 Nonlinear regression 30 Spieltheorie 30 Game theory 28
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Online availability
All
Free 301 Undetermined 242 CC license 25
Type of publication
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Book / Working Paper 740 Article 437 Journal 3 Other 1
Type of publication (narrower categories)
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Article in journal 372 Aufsatz in Zeitschrift 372 Graue Literatur 196 Non-commercial literature 196 Arbeitspapier 187 Working Paper 187 Lehrbuch 48 Aufsatz im Buch 40 Book section 40 Textbook 39 Hochschulschrift 36 Thesis 23 Collection of articles of several authors 11 Sammelwerk 11 Bibliografie enthalten 6 Bibliography included 6 Konferenzschrift 6 Einführung 5 Aufgabensammlung 4 Collection of articles written by one author 4 Forschungsbericht 4 Sammlung 4 Aufsatzsammlung 3 Conference proceedings 2 Article 1 CD-ROM, DVD 1 Case study 1 Conference paper 1 Fallstudie 1 Glossar enthalten 1 Glossary included 1 Konferenzbeitrag 1 Monografische Reihe 1 Nachschlagewerk 1 Praktikum 1 Reference book 1 case-report 1 non-article 1 research-article 1 viewpoint 1
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Language
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English 812 Undetermined 267 German 101 French 2 Russian 1
Author
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Platen, Eckhard 17 Takahashi, Akihiko 14 Yamada, Toshihiro 14 Chiarella, Carl 11 Küchler, Uwe 11 Kohlmann, Michael 10 Wälde, Klaus 9 Flam, S.D. 8 Singer, Hermann 8 Fally, Thibault 7 Horst, Ulrich 7 Sennewald, Ken 7 Buckwar, Evelyn 6 Leitner, Johannes 6 Liu, Baoding 6 Pauly, D. 6 Pommeret, D. 6 Sørensen, Michael 6 Benth, Fred Espen 5 Caporale, Guglielmo Maria 5 Cerrato, Mario 5 La Torre, Davide 5 Larek, Emil 5 Liesenfeld, Roman 5 Magnus, Jan R. 5 Mazzoni, Thomas 5 Mondal, Sankar Prasad 5 Moura, Guilherme Valle 5 Shen, Yang 5 WOLSEY, L.A. 5 Zhou, Xun Yu 5 Zhu, Yuanguo 5 Ziogas, Andrew 5 ANSTREICHER, K.M. 4 Amin, Ahsan 4 Cai, Yongyang 4 Cramer, Erhard 4 DeJong, David Neil 4 Delong, Łukasz 4 Demange, M. 4
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Institution
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Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 36 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 16 Centre de recherche de mathématiques et économie mathématique (CERMSEM), Centre d'Économie de la Sorbonne 14 Institutt for Økonomi, Universitetet i Bergen 10 CentER for Economic Research, Universiteit van Tilburg 9 Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE) 7 Department of Economics, Faculty of Business and Economics 6 Carnegie Mellon University, Tepper School of Business 5 Banca d'Italia 4 California Irvine - School of Social Sciences 4 Department of Economics, European University Institute 4 Département de Sciences Économiques, Université de Montréal 4 Département et Laboratoire d'Économie Théorique Appliquée (DELTA), École Normale Supérieure (ENS Paris) 4 A. Gary Anderson Graduate School of Management, University of California-Riverside 3 Departament d'Economia i Història Econòmica, Universitat Autònoma de Barcelona 3 Geneva School of Economics and Management, Université de Genève 3 Harvard Institute of Economic Research (HIER), Department of Economics 3 National Bureau of Economic Research 3 Springer Fachmedien Wiesbaden 3 Banco de España 2 Departamento de Fundamentos del Análisis Económico, Facultad de Ciencias Económicas y Empresariales 2 Department of Agricultural and Resource Economics, University of California-Berkeley 2 Department of Economics, Princeton University 2 Foerder Institute for Economic Research, Eitan Berglas School of Economics 2 Krannert School of Management, Purdue University 2 Norges Handelshøyskole (NHH) 2 Politiikan ja Talouden Tutkimuksen Laitos, Valtiotieteellinen tiedekunta 2 Rodney L. White Center for Financial Research, Wharton School of Business 2 School of Economics, UNSW Business School 2 Springer-Verlag GmbH 2 University of Rochester - Center for Economic Research (RCER) 2 Wisconsin Madison - Social Systems 2 Athens University of Economics and Business (AUEB) 1 Banque de France 1 Brown University, Department of Economics 1 Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) 1 Centre de Méthodes Quantitatives et Operations Management (QuantOM), HEC École de Gestion 1 Centre for Analytical Finance <Århus> 1 Centro de Estudios Monetarios y Financieros (CEMFI) 1 Conference Nonlinear Analysis and Its Applications in Engineering and Economics <1996> 1
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Published in...
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Papers / Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 36 Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty 27 The journal of computational finance 23 International journal of theoretical and applied finance 20 Mathematics Preprint Archive 17 Discussion papers of interdisciplinary research project 373 16 Insurance 14 Papiers d'Economie Mathématique et Applications 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 Journal of mathematical finance 12 Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse 11 Finance and stochastics 11 Quantitative finance 11 Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW) 11 Applied mathematical finance 10 Heidelberger Taschenbücher 10 Norway; Department of Economics, University of Bergen 10 SFB 649 discussion paper 9 Tilburg - Center for Economic Research 9 CESifo working papers 8 Diskussionsbeiträge / Fakultät Wirtschaftswissenschaft, FernUniversität in Hagen 8 Fishbyte 8 Journal of mathematical economics 8 Mathematics of operations research 8 CoFE discussion papers 7 Discussion paper / Tinbergen Institute 7 Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz 7 G.R.E.Q.A.M. 7 International journal of financial engineering 7 Lehrbuch 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 Department of Economics - Working Papers Series 6 European journal of operational research : EJOR 6 Macroeconomic dynamics 6
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Source
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ECONIS (ZBW) 859 RePEc 221 USB Cologne (EcoSocSci) 94 Other ZBW resources 5 BASE 1 EconStor 1
Showing 1 - 10 of 1,181
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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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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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Determination of the density of the surface which is exposed to various working bodies of the vibration plate VP-10
Yakovenko, Andrii; Vasyliev, Oleksii - In: Technology audit and production reserves 4 (2024) 1/78, pp. 26-31
Persistent link: https://www.econbiz.de/10015078516
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