Search Results - subject:"Stochastic analysis"

A rapid method for impact analysis of grid-edge technologies on power distribution networks

Li, Feng; Kocar, Ilhan; Lesage-Landry, Antoine - 2023 - Revised: January 2023

Persistent link: https://www.econbiz.de/10014253152

Mitigating equipment overloads due to electric vehicle charging using customer incentives

Li, Feng; Kocar, Ilhan; Lesage-Landry, Antoine - 2023 - Revised: February 2023

Persistent link: https://www.econbiz.de/10014226733

Comparison of numerical solutions of option pricing under two mixed Black–Scholes models

Fard, Hossein Sahebi; Dastranj, Elham - In: International journal of financial engineering 12 (2025) 3, pp. 1-26

Persistent link: https://www.econbiz.de/10015550806

Rapid method for impact analysis of grid-edge technologies on power distribution networks

Li, Feng; Kocar, Ilhan; Lesage-Landry, Antoine - 2022

Persistent link: https://www.econbiz.de/10013411633

Variational Inequalities in Management Science and Finance : Modelling, Analysis, Numerics and Applications

Tsekrekos, Andrianos E.; Yannacopoulos, Athanasios N. - 2024

This book provides a rigorous introduction to the theory, computation, and applications of variational inequalities (VIs), with a focus on applications in management science and finance. It aims to bridge the gap between the abstract mathematical treatments of the subject and simplistic,...

Persistent link: https://www.econbiz.de/10015162691

Technical note: cloud cost optimization : model, bounds, and asymptotics

Qu, Zihao; Dawande, Milind; Janakiraman, Ganesh - In: Operations research 72 (2024) 1, pp. 132-150

Persistent link: https://www.econbiz.de/10014505041

The Art of Quantitative Finance Vol.2 : Volatilities, Stochastic Analysis and Valuation Tools

Larcher, Gerhard - 2023

, American options, path-dependent options, multi-asset options) -- Fundamentals: stochastic analysis and applications, interest …This textbook provides the necessary techniques from financial mathematics and stochastic analysis for the valuation of … finance. In the final section of the book, the author introduces the readers to the fundamentals of stochastic analysis and …

Persistent link: https://www.econbiz.de/10014239929

Stochastic analysis of a non-identical three units repairable system with operational priority to simultaneously working of identical units

Malik, Suresh Chander; Kadyan, Sweety - In: International journal of quality & reliability management 40 (2023) 4, pp. 1057-1067

Persistent link: https://www.econbiz.de/10014267164

The Art of Quantitative Finance Vol.1 : Trading, Derivatives and Basic Concepts

Larcher, Gerhard - 2023

Basic products and interest calculations -- Derivatives and trading in derivatives, basic concepts and strategies -- Basics of derivative valuation -- The Wiener Stock Price Model and the basic principles of Black-Scholes theory.

Persistent link: https://www.econbiz.de/10014248083

Technical note: a near-optimal algorithm for real-time order acceptance : an application in postacute healthcare services

Qu, Zihao; Dawande, Milind; Janakiraman, Ganesh - In: Operations research 70 (2022) 4, pp. 2213-2225

Persistent link: https://www.econbiz.de/10013366445