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Search: subject:"Stochastic Differential Equations"
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Subject
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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
Book / Working Paper
98
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Article in journal
73
Aufsatz in Zeitschrift
73
Working Paper
31
Arbeitspapier
18
Graue Literatur
18
Non-commercial literature
18
Article
8
Thesis
3
research-article
3
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2
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2
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1
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1
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1
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Undetermined
167
English
142
Author
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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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Institution
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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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Published in...
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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
All
RePEc
185
ECONIS (ZBW)
95
EconStor
21
BASE
5
Other ZBW resources
3
Showing
21
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30
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309
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21
Nonparametric estimation for i.i.d. paths of a martingale-driven model with application to non-autonomous financial models
Marie, Nicolas
- In:
Finance and stochastics
27
(
2023
)
1
,
pp. 97-126
Persistent link: https://www.econbiz.de/10013489500
Saved in:
22
Epstein-Zin utility maximization on a random horizon
Aurand, Joshua
;
Huang, Yu-Jui
- In:
Mathematical finance : an international journal of …
33
(
2023
)
4
,
pp. 1370-1411
Persistent link: https://www.econbiz.de/10014370670
Saved in:
23
Can one hear the shape of a target zone?
Arcand, Jean-Louis L.
;
Kumar, Shekhar Hari
;
Hongler, …
- In:
Journal of mathematical economics
107
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014366799
Saved in:
24
A comparative study of likelihood approximations for univariate diffusions
Hurn, Stan
;
Lindsay, Kenneth A.
;
Xu, Lina
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 852-879
Persistent link: https://www.econbiz.de/10014314834
Saved in:
25
Stochastic
differential
equations
in L p-spaces
Floros, Christos
;
Gillas, Konstantinos Gkillas
; …
- In:
Operational Research Methods in Business, Finance and …
,
(pp. 1-6)
.
2023
Persistent link: https://www.econbiz.de/10014319826
Saved in:
26
Neural
stochastic
differential
equations
for conditional time series generation using the Signature-Wasserstein-1 metric
Díaz Lozano, Pere
;
Lozano Bagén, Toni
;
Vives, Josep
- In:
The journal of computational finance : JFC
27
(
2023
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014486922
Saved in:
27
Neural variance reduction for
stochastic
differential
equations
Hinds, P. D.
;
Tretyakov, M. V.
- In:
The journal of computational finance : JFC
27
(
2023
)
3
,
pp. 1-41
Persistent link: https://www.econbiz.de/10014487028
Saved in:
28
Efficient pricing and hedging of high-dimensional American options using deep recurrent networks
Na, Andrew S.
;
Wan, Justin W. L.
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 631-651
Persistent link: https://www.econbiz.de/10014304288
Saved in:
29
Managing medical equipment capacity with early spread of infection in a region
Jain, Apurva
;
Rayal, Swapnil
- In:
Production and operations management : the flagship …
32
(
2023
)
5
,
pp. 1415-1432
Persistent link: https://www.econbiz.de/10014266303
Saved in:
30
Numerical algorithms for reflected anticipated backward
stochastic
differential
equations
with two obstacles and default risk
Wang, Jingnan
;
Korn, Ralf
- In:
Risks
8
(
2020
)
3
,
pp. 1-30
We study numerical algorithms for reflected anticipated backward
stochastic
differential
equations
(RABSDEs) driven by …
Persistent link: https://www.econbiz.de/10013200605
Saved in:
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