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Search: subject:"Stochastic Differential Equations"
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Stochastischer Prozess
92
Stochastic process
88
Stochastic differential equations
77
Analysis
73
Mathematical analysis
69
stochastic differential equations
65
Theorie
45
Optionspreistheorie
40
Option pricing theory
39
Theory
38
Backward stochastic differential equations
37
backward stochastic differential equations
21
Stochastic Differential Equations
16
Schätztheorie
15
Estimation theory
14
Portfolio-Management
14
Portfolio selection
13
Kontrolltheorie
12
Mathematical programming
12
Mathematische Optimierung
12
Control theory
11
Hedging
11
Volatility
10
Volatilität
10
Black-Scholes model
8
Derivat
8
Derivative
8
Finanzmathematik
8
Mathematical finance
8
Monte Carlo simulation
8
Simulation
8
forward-backward stochastic differential equations
8
Black-Scholes-Modell
7
Monte-Carlo-Simulation
7
Risiko
7
Risk
7
Schätzung
7
Stochastic control
7
Time series analysis
7
Zeitreihenanalyse
7
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Undetermined
161
Free
105
CC license
5
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Article
211
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98
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73
Aufsatz in Zeitschrift
73
Working Paper
31
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18
Graue Literatur
18
Non-commercial literature
18
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8
Thesis
3
research-article
3
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167
English
142
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Platen, Eckhard
14
Küchler, Uwe
7
Hurn, Stan
6
Niehof, Britta
6
Takahashi, Akihiko
6
Yamada, Toshihiro
6
Ceci, Claudia
5
Horst, Ulrich
5
Lindsay, K.A.
5
Singer, Hermann
5
Lux, Thomas
4
Pham, Huyên
4
Quenez, Marie-Claire
4
Stummer, Wolfgang
4
Zhang, Jianfeng
4
Cserna, Balázs
3
Delong, Łukasz
3
Feicht, Robert
3
Hayo, Bernd
3
Heyne, Gregor
3
Iacus, Stefano
3
Imkeller, Peter
3
Jeisman, J.
3
Kharroubi, Idris
3
Kupper, Michael
3
Mainberger, Christoph
3
Ninomiya, Syoiti
3
Taksar, Michael I.
3
Touzi, Nizar
3
Tsuchida, Yoshifumi
3
Vives, Josep
3
Warin, Xavier
3
Arcand, Jean-Louis L.
2
Aurell, Alexander
2
Benazzoli, Chiara
2
Bhar, Ramaprasad
2
Brigo, Damiano
2
Buckdahn, Rainer
2
Chiarella, Carl
2
Cretarola, Alessandra
2
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Finance Discipline Group, Business School
10
Université Paris-Dauphine (Paris IX)
5
Dipartimento di Economia, Management e Metodi Quantitativi (DEMM), Università degli Studi di Milano
4
HAL
4
International Monetary Fund (IMF)
4
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
3
Department of Economics and Business, Universitat Pompeu Fabra
2
Department of Economics, Leicester University
2
International Monetary Fund
2
National Centre for Econometric Research (NCER)
2
School of Economics and Finance, Business School
2
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
2
University of Bonn, Germany
2
Volkswirtschaft Abteilung, Fachbereich Wirtschaftswissenschaften
2
Alfred-Weber-Institut für Wirtschaftswissenschaften, Fakultät für Wirtschafts- und Sozialwissenschaften
1
Banque de France
1
Centre Emile Bernheim, Solvay Brussels School of Economics and Management
1
Department of Economics, University of Birmingham
1
Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Università degli Studi di Firenze
1
Département de Sciences Économiques, Université de Montréal
1
Institut for Miljø og Erhvervsøkonomi, Syddansk Universitet
1
Institut für Weltwirtschaft (IfW)
1
Laboratory of Economics and Management (LEM), Scuola Superiore Sant'Anna
1
London School of Economics (LSE)
1
Ohio State University, Department of Economics
1
Society for Computational Economics - SCE
1
Suntory and Toyota International Centres for Economics and Related Disciplines, LSE
1
Université Paris-Dauphine
1
Weierstraß-Institut für Angewandte Analysis und Stochastik
1
Wirtschafts- und Sozialwissenschaftliche Fakultät, Friedrich-Alexander-Universität Erlangen-Nürnberg
1
Zakład Ekonometrii Stosowanej, Szkoła Główna Handlowa w Warszawie
1
Økonomisk Institut, Københavns Universitet
1
Økonomisk institutt, Universitetet i Oslo
1
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Stochastic Processes and their Applications
31
Mathematics and Computers in Simulation (MATCOM)
12
Statistics & Probability Letters
12
Finance and Stochastics
11
Research Paper Series / Finance Discipline Group, Business School
10
Physica A: Statistical Mechanics and its Applications
8
Economics Papers from University Paris Dauphine
5
International Journal of Theoretical and Applied Finance (IJTAF)
5
International journal of theoretical and applied finance
5
Risks : open access journal
5
Annals of finance
4
Dynamic games and applications : DGA
4
IMF Working Papers
4
Insurance / Mathematics & economics
4
Quantitative finance
4
Risks
4
Working Papers / HAL
4
AStA Advances in Statistical Analysis
3
Annals of Finance
3
BIFEC Book of Abstracts & Proceedings
3
CARF working paper
3
CoFE discussion papers
3
Finance and stochastics
3
Mathematical finance : an international journal of mathematics, statistics and financial economics
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
SFB 649 Discussion Paper
3
SFB 649 Discussion Papers
3
UNIMI - Research Papers in Economics, Business, and Statistics
3
Annals of the Institute of Statistical Mathematics
2
CIRJE discussion papers / F series
2
Computational Statistics
2
Computational Statistics & Data Analysis
2
Discussion Paper Serie B
2
Discussion Papers in Economics
2
Diskussionsbeiträge / Fakultät Wirtschaftswissenschaft, FernUniversität in Hagen
2
Economics Working Papers / Department of Economics and Business, Universitat Pompeu Fabra
2
European journal of operational research : EJOR
2
Games
2
Insurance: Mathematics and Economics
2
International journal of financial engineering
2
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Source
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RePEc
185
ECONIS (ZBW)
95
EconStor
21
BASE
5
Other ZBW resources
3
Showing
11
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20
of
309
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11
A fourier interpolation method for numerical solution of FBSDEs : global convergence, stability, and higher order discretizations
Oyono Ngou, Polynice
;
Hyndman, Cody
- In:
Journal of risk and financial management : JRFM
15
(
2022
)
9
,
pp. 1-32
The convolution method for the numerical solution of forward-backward
stochastic
differential
equations
(FBSDEs) was …
Persistent link: https://www.econbiz.de/10013397739
Saved in:
12
Robust pricing and hedging via neural
stochastic
differential
equations
Gierjatowicz, Patrick
;
Sabate-Vidales, Marc
;
Siska, David
; …
- In:
The journal of computational finance
26
(
2022
)
3
,
pp. 1-32
Persistent link: https://www.econbiz.de/10014314540
Saved in:
13
Continuous-time stochastic gradient descent for optimizing over the stationary distribution of
stochastic
differential
equations
Wang, Ziheng
;
Sirignano, Justin
- In:
Mathematical finance : an international journal of …
34
(
2024
)
2
,
pp. 348-424
Persistent link: https://www.econbiz.de/10014514766
Saved in:
14
Mixed zero-sum stochastic differential game and doubly reflected BSDEs with a specific generator
El Asri, Brahim
;
Ourkiya, Nacer
- In:
Dynamic games and applications : DGA
14
(
2024
)
3
,
pp. 549-577
Persistent link: https://www.econbiz.de/10014556746
Saved in:
15
The perturbation method applied to a robust optimization problem with constraint
Luo, Peng
;
Schied, Alexander
;
Xue, Xiaole
- In:
Mathematics and financial economics
18
(
2024
)
1
,
pp. 95-112
Persistent link: https://www.econbiz.de/10015045584
Saved in:
16
A new efficient approximation scheme for solving high-dimensional semilinear PDEs : control variate method for Deep BSDE solver
Takahashi, Akihiko
;
Tsuchida, Yoshifumi
;
Yamada, Toshihiro
-
2021
-
This version : August 10, 2021
Persistent link: https://www.econbiz.de/10012616192
Saved in:
17
Supplementary file for "Sup-inf/inf-sup problem on choice of a probability measure by FBSDE approach"
Saito, Taiga
;
Takahashi, Akihiko
-
2021
Persistent link: https://www.econbiz.de/10012616241
Saved in:
18
A new efficient approximation scheme for solving high-dimensional semilinear PDEs : control variate method for Deep BSDE solver
Takahashi, Akihiko
;
Tsuchida, Yoshifumi
;
Yamada, Toshihiro
-
2021
Persistent link: https://www.econbiz.de/10012813680
Saved in:
19
A new efficient approximation scheme for solving high-dimensional semilinear PDEs : control variate method for Deep BSDE solver
Takahashi, Akihiko
;
Tsuchida, Yoshifumi
;
Yamada, Toshihiro
-
2021
-
Revised in August, November 2021, January and February 2022
Persistent link: https://www.econbiz.de/10013335002
Saved in:
20
Supplementary file for "sup-inf/inf-sup problem on choice of a probability measure by FBSDE approach"
Saito, Taiga
;
Takahashi, Akihiko
-
2021
-
Revised in March 2021
Persistent link: https://www.econbiz.de/10013335007
Saved in:
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