EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Partial Differential Equation"
Narrow search

Narrow search

Year of publication
Subject
All
Analysis 34 Mathematical analysis 34 Option pricing theory 29 Optionspreistheorie 29 partial differential equation 23 Stochastic process 22 Stochastischer Prozess 21 Partial differential equation 20 Stochastic partial differential equation 12 Portfolio selection 7 Portfolio-Management 7 Derivat 6 Derivative 6 Finanzmathematik 6 Mathematical finance 6 Theorie 6 Theory 6 Black-Scholes model 5 Black-Scholes-Modell 5 Actuarial mathematics 4 Black-Scholes partial differential equation 4 Partial Differential Equation 4 Risiko 4 Risk 4 Versicherungsmathematik 4 contingent claim pricing 4 Brownian motion 3 Consumption theory 3 Konsumtheorie 3 Local Lyapunov exponent 3 Mean Lyapunov exponent 3 Nonlinear partial differential equation 3 Particle filters 3 Volatility 3 Volatilität 3 option pricing 3 options 3 A-posteriori error 2 Actuarial valuation 2 Bargaining problem 2
more ... less ...
Online availability
All
Undetermined 66 Free 21 CC license 3
Type of publication
All
Article 86 Book / Working Paper 15
Type of publication (narrower categories)
All
Article in journal 40 Aufsatz in Zeitschrift 40 Working Paper 6 Article 5 Arbeitspapier 4 Graue Literatur 4 Non-commercial literature 4
more ... less ...
Language
All
English 52 Undetermined 49
Author
All
Hoogland, Jiri 4 Neumann, Dimitri 4 Röckner, Michael 3 Shibata, Hiroshi 3 Xiong, Jie 3 Akinyemi, M. I. 2 Barigou, Karim 2 Crisan, D. 2 Delong, Łukasz 2 Dhaene, Jan 2 Gad, Kamille Sofie Tågholt 2 Goldys, Ben 2 Hoppe, Fabian 2 Huang, Simin 2 Ishimura, Naoyuki 2 Jator, S. N. 2 Kagraoka, Yusho 2 Kapeller, Jakob 2 Liu, Zhen 2 Mrad, Mohamed 2 Neitzel, Ira 2 Nendel, Max 2 Nyonna, D. 2 Pedersen, Jesper Lund 2 Sahi, R. K. 2 Steinerberger, Stefan 2 Wang, He 2 Zheng, Li 2 Zhou, Xiaowen 2 Abergel, Frédérik 1 Abood, Hayder Jabber 1 Aghajani, Reza 1 Andrade, R.F.S. 1 Bacelar, F.S. 1 Balaji, Srinivasan 1 Barth, Andrea 1 Benk, Janos 1 Bertolazzi, Enrico 1 Bhattacharya, Debopam 1 Bi, Junna 1
more ... less ...
Institution
All
EconWPA 5 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2 Finance Discipline Group, Business School 1
Published in...
All
Stochastic Processes and their Applications 9 Physica A: Statistical Mechanics and its Applications 8 Mathematics and Computers in Simulation (MATCOM) 6 Finance 5 Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty 4 Insurance / Mathematics & economics 4 International journal of theoretical and applied finance 3 The journal of computational finance 3 Annals of the Institute of Statistical Mathematics 2 Asia-Pacific Financial Markets 2 Computational Optimization and Applications 2 International journal of financial engineering 2 MPRA Paper 2 Mathematical finance : an international journal of mathematics, statistics and financial theory 2 Mathematics of operations research 2 Statistics & Probability Letters 2 Transportation Research Part B: Methodological 2 Astin bulletin : the journal of the International Actuarial Association 1 Center for Mathematical Economics Working Papers 1 Cogent Economics & Finance 1 Cogent economics & finance 1 Discussion paper 1 Economic Theory 1 European journal of operational research : EJOR 1 Finance and Stochastics 1 Finance and stochastics 1 ICAE Working Paper Series 1 ICAE working paper series 1 Intelligent systems in accounting finance and management : international journal 1 International Game Theory Review (IGTR) 1 International Journal of Financial Studies 1 International Journal of Financial Studies : open access journal 1 International journal of enterprise network management 1 Journal of Asian Scientific Research 1 Journal of economic dynamics & control 1 Journal of financial engineering 1 Journal of global information management : an official publication of the Information Resources Management Association 1 Journal of mathematical finance 1 Mathematical methods of operations research 1 Operations research 1
more ... less ...
Source
All
RePEc 49 ECONIS (ZBW) 45 EconStor 7
Showing 1 - 10 of 101
Cover Image
Empirical welfare analysis with hedonic budget constraints
Bhattacharya, Debopam; Oparina, Ekaterina; Xu, Qianya - 2024
Persistent link: https://www.econbiz.de/10015127513
Saved in:
Cover Image
Discount models
Filipović, Damir - In: Finance and stochastics 27 (2023) 4, pp. 933-946
Persistent link: https://www.econbiz.de/10014426399
Saved in:
Cover Image
Optimal investment and reinsurance strategies under 4/2 stochastic volatility model
Wang, Wenyuan; Muravey, Dmitry; Shen, Yang; Zeng, Yan - 2023
Persistent link: https://www.econbiz.de/10014336459
Saved in:
Cover Image
Operator semigroups in the mixed topology and the infinitesimal description of Markov processes
Goldys, Ben; Nendel, Max; Röckner, Michael - 2022
We define a class of not necessarily linear C0-semigroups (Pt)t≥0 on Cb(E) (more generally, on Cκ(E):=1κCb(E), for some growth bounding continuous function κ) equipped with the mixed topology τM1 for a large class of topological state spaces E. In the linear case we prove that such...
Persistent link: https://www.econbiz.de/10014304791
Saved in:
Cover Image
Operator semigroups in the mixed topology and the infinitesimal description of Markov processes
Goldys, Ben; Nendel, Max; Röckner, Michael - 2022
We define a class of not necessarily linear C0-semigroups (Pt)t≥0 on Cb(E) (more generally, on Cκ(E):=1κCb(E), for some growth bounding continuous function κ) equipped with the mixed topology τM1 for a large class of topological state spaces E. In the linear case we prove that such...
Persistent link: https://www.econbiz.de/10013184556
Saved in:
Cover Image
Solution method and parameter estimation of uncertain partial differential equation with application to China's population
Yang, Lu; Liu, Yang - In: Fuzzy optimization and decision making : a journal of … 23 (2024) 1, pp. 155-177
Persistent link: https://www.econbiz.de/10014500867
Saved in:
Cover Image
On uncertain partial differential equations
Zhu, Yuanguo - In: Fuzzy optimization and decision making : a journal of … 23 (2024) 2, pp. 219-237
Persistent link: https://www.econbiz.de/10015079782
Saved in:
Cover Image
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:
Cover Image
Exponentially fitted block backward differentiation formulas for pricing options
Jator, S. N.; Sahi, R. K.; Akinyemi, M. I.; Nyonna, D. - In: Cogent Economics & Finance 9 (2021) 1, pp. 1-18
parameter and step-size is developed and implemented on the Black-Scholes partial differential equation (PDE) for the valuation …
Persistent link: https://www.econbiz.de/10014001336
Saved in:
Cover Image
A-posteriori reduced basis error-estimates for a semi-discrete in space quasilinear parabolic PDE
Hoppe, Fabian; Neitzel, Ira - In: Computational Optimization and Applications (2021), pp. 1-30
We prove a-posteriori error-estimates for reduced-order modeling of quasilinear parabolic PDEs with non-monotone nonlinearity. We consider the solution of a semi-discrete in space equation as reference, and therefore incorporate reduced basis-, empirical interpolation-, and...
Persistent link: https://www.econbiz.de/10014501692
Saved in:
  • 1
  • 2
  • 3
  • 4
  • 5
  • 6
  • 7
  • 8
  • 9
  • 10
  • 11
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...