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  • Search: subject:"Numerical approximation"
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Year of publication
Subject
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Numerical approximation 11 numerical approximation 10 Mathematical programming 3 Mathematische Optimierung 3 Stochastic process 3 Stochastischer Prozess 3 02.60.-x Numerical approximation and analysis 2 Dynamic programming 2 Dynamische Optimierung 2 Error estimates 2 Laplace transform 2 Option pricing theory 2 Optionspreistheorie 2 Theorie 2 Theory 2 constant interest rate 2 dual risk model 2 innovation diffusion 2 integral equation 2 ruin probability 2 02.50.-r Probability theory 1 03.50.-z Classical field theories 1 Agent-based modeling 1 Agentenbasierte Modellierung 1 Algorithm 1 Algorithmus 1 Anleihe 1 Asian options 1 Asymmetric information 1 Asymmetrische Information 1 BSDE 1 Bellman contractions 1 Bessel ratio 1 Bias 1 Bias adjustment 1 Bond 1 CAPM 1 Correlation 1 Dothan model 1 Error bound 1
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Online availability
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Undetermined 17 Free 5
Type of publication
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Article 20 Book / Working Paper 4
Type of publication (narrower categories)
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Article in journal 7 Aufsatz in Zeitschrift 7 Article 1
Language
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Undetermined 16 English 8
Author
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Casas, Eduardo 2 Cesare, Luigi De 2 Egidi, N. 2 Lachapelle, Aimé 2 Liddo, Andrea Di 2 Loke, Sooie-Hoe 2 Maponi, P. 2 Ragni, Stefania 2 Thomann, Enrique 2 Bender, Christian 1 Burda, Z. 1 Carlier, Guillaume 1 Carmona, Philippe 1 Chipeniuk, Karsten O. 1 Coutin, Laure 1 Cova, R.J. 1 Dhamo, Vili 1 Dieci, L. 1 Dufour, François 1 Elia, C. 1 Grün, Bettina 1 Görlich, A. 1 Hornik, Kurt 1 Jurkiewicz, J. 1 Kristensen, Dennis 1 Lee, Lung-fei 1 Mase, Shigeru 1 Mateos, Mariano 1 Misici, L. 1 Montseny, G. 1 Nivot, Christophe 1 Privault, Nicolas 1 Raahauge, Peter 1 Rubino, S. 1 Salanié, Bernard 1 Saporta, Benoîte de 1 Schweizer, Nikolaus 1 Sra, Suvrit 1 Wacław, B. 1 Wolfram, Marie-Thérèse 1
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Institution
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Université Paris-Dauphine (Paris IX) 2 Copenhagen Business School 1 Society for Computational Economics - SCE 1
Published in...
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Mathematics and Computers in Simulation (MATCOM) 3 Computational Optimization and Applications 2 Computational Statistics 2 Economics Papers from University Paris Dauphine 2 The European Physical Journal B - Condensed Matter and Complex Systems 2 4OR : a quarterly journal of operations research 1 Annals of the Institute of Statistical Mathematics 1 Computational Economics 1 Computational economics 1 Computing in Economics and Finance 2002 1 Journal of econometrics 1 Mathematical finance : an international journal of mathematics, statistics and financial theory 1 Regional science & urban economics 1 Risks 1 Risks : open access journal 1 Statistical Inference for Stochastic Processes 1 The journal of computational finance 1 Working Papers / Copenhagen Business School 1
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Source
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RePEc 16 ECONIS (ZBW) 7 EconStor 1
Showing 21 - 24 of 24
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Numerical Solutions to Some Optimal Control Problems Arising from Innovation Diffusion
Cesare, Luigi De; Liddo, Andrea Di; Ragni, Stefania - In: Computational Economics 22 (2003) 2, pp. 173-186
In this paper we propose a numerical approach for the solution of some optimalcontrol problems arising in the field of marketing decision models. Inparticular, we account for a specific innovation diffusion model. A numericalapproach may be useful to investigate some features of state variables...
Persistent link: https://www.econbiz.de/10005542319
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Weierstrass <InlineEquation ID="IE1"> <EquationSource Format="TEX"> $$\wp $$ </EquationSource> </InlineEquation>-lumps
Cova, R.J.; Zakrzewski, W.J. - In: The European Physical Journal B - Condensed Matter and … 23 (2001) 2, pp. 201-209
Persistent link: https://www.econbiz.de/10009281504
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Approximation of Some Gaussian Processes
Carmona, Philippe; Coutin, Laure; Montseny, G. - In: Statistical Inference for Stochastic Processes 3 (2000) 1, pp. 161-171
Persistent link: https://www.econbiz.de/10005391503
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Mean characteristics of Gibbsian point processes
Mase, Shigeru - In: Annals of the Institute of Statistical Mathematics 42 (1990) 2, pp. 203-220
Persistent link: https://www.econbiz.de/10005184671
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