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  • Search: subject:"VISCOSITY"
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Year of publication
Subject
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viscosity solutions 53 Viscosity solution 48 viscosity solution 45 Theorie 44 Theory 43 Stochastic process 38 Stochastischer Prozess 38 Viscosity 38 Mathematical programming 32 Mathematische Optimierung 32 Viscosity solutions 30 Portfolio selection 28 Portfolio-Management 26 Control theory 22 Kontrolltheorie 22 Dynamic programming 19 Viscosity Solutions 19 Asset and Liability Management 16 Benchmarked Asset Management 16 Classical Solutions 16 Dynamic Investment Management 16 Dynamische Optimierung 16 Game theory 16 Hamilton–Jacobi–Bellman Equations 16 Jump Diffusion Processes 16 Kelly Criterion 16 Lévy Processes 16 Risk Sensitive Control 16 Spieltheorie 16 Stochastic Control 16 Transaction costs 16 viscosity 13 Biodiesel 12 Hamilton-Jacobi-Bellman equation 12 Investment 11 Dividend 10 Dividende 10 stochastic control 10 Hamilton–Jacobi–Bellman equation 9 Markov chain 9
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Online availability
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Undetermined 217 Free 72 CC license 13
Type of publication
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Article 254 Book / Working Paper 71 Other 5
Type of publication (narrower categories)
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Article in journal 79 Aufsatz in Zeitschrift 79 Working Paper 32 Arbeitspapier 19 Graue Literatur 19 Non-commercial literature 19 Article 3 Aufsatz im Buch 2 Book section 2 Conference paper 1 Hochschulschrift 1 Konferenzbeitrag 1 Thesis 1 research-article 1
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Language
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Undetermined 197 English 133
Author
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Federico, Salvatore 17 Lleo, Sébastien 17 Davis, Mark H. A. 16 Ferrari, Giorgio 13 Touzi, Nizar 12 Bouchard, Bruno 11 Gozzi, Fausto 9 Nendel, Max 8 Warin, Xavier 8 Pierre, Erwan 6 Röckner, Michael 6 Villeneuve, Stéphane 6 Buckdahn, Rainer 5 Schuhmann, Patrick 5 Soner, Halil Mete 5 Zariphopoulou, Thaleia 5 Azcue, Pablo 4 Bentahar, Imen 4 Mnif, Mohamed 4 Muhle-Karbe, Johannes 4 Muler, Nora 4 Quincampoix, Marc 4 Shibata, Hiroshi 4 Tourin, Agnès 4 Bagagiolo, Fabio 3 Ben Tahar, Imen 3 Cardaliaguet, Pierre 3 Chevalier, Etienne 3 Gassiat, Paul 3 Guéant, Olivier 3 Keller, Godfrey 3 Li, Juan 3 Ly Vath, Vathana 3 Pham, Huyên 3 Rady, Sven 3 Soner, H. Mete 3 Torrente, Maria-Laura 3 Abkar, Ali 2 Aivaliotis, Georgios 2 Alghalith, Moawia 2
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Institution
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Université Paris-Dauphine (Paris IX) 15 HAL 3 Université Paris-Dauphine 3 EconWPA 2 Instituto Valenciano de Investigaciones Económicas (IVIE) 2 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 2 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 1 Department of Economics, University of Connecticut 1 Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche, Università degli Studi di Torino 1 Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE) 1 London School of Economics (LSE) 1 Toulouse School of Economics (TSE) 1 UNIVERSIDAD DEL ROSARIO 1 World Scientific Publishing Co. Pte. Ltd. 1 Zentrum für Finanzen und Ökonometrie, Fachbereich Wirtschaftswissenschaften 1
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Published in...
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Physica A: Statistical Mechanics and its Applications 40 Finance and Stochastics 18 Economics Papers from University Paris Dauphine 15 Risk-Sensitive Investment Management 15 Renewable Energy 14 Stochastic Processes and their Applications 11 Center for Mathematical Economics Working Papers 9 Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW) 9 Applied Energy 8 Finance and stochastics 8 Dynamic games and applications : DGA 7 Computational Statistics 6 Mathematical Methods of Operations Research 6 Mathematics and financial economics 6 International journal of theoretical and applied finance 5 The European Physical Journal B - Condensed Matter and Complex Systems 5 Energies 4 International Journal of Theoretical and Applied Finance (IJTAF) 4 Journal of Global Optimization 4 Journal of mathematical economics 4 Mathematical methods of operations research 4 Mathematics and Computers in Simulation (MATCOM) 4 Mathematics of operations research 4 Renewable and Sustainable Energy Reviews 4 Technology audit and production reserves 4 Applied mathematical finance 3 Energy 3 European Journal of Operational Research 3 European journal of operational research : EJOR 3 Mathematical finance : an international journal of mathematics, statistics and financial theory 3 Open Access publications from Université Paris-Dauphine 3 Applied Mathematical Finance 2 CoFE Discussion Paper 2 Computational Optimization and Applications 2 Discussion paper series 2 Dynamic Games and Applications 2 Economic theory 2 IDEI working papers 2 Insurance / Mathematics & economics 2 Insurance: Mathematics and Economics 2
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Source
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RePEc 205 ECONIS (ZBW) 101 EconStor 16 BASE 5 Other ZBW resources 3
Showing 221 - 230 of 330
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Finding Optimal Targets for Change Agents: A Computer Simulation of Innovation Diffusion
Maienhofer, Dirk; Finholt, Thomas A. - 2002
We introduce a diffusion of innovation model based on a network threshold approach. Realistic network and threshold data were gathered regarding the diffusion of new software tools within part of a large organization. Novel model features are a second threshold for innovation rejection and a...
Persistent link: https://www.econbiz.de/10009476649
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Prediction models for density and viscosity of biodiesel and their effects on fuel supply system in CI engines
Tesfa, B.; Mishra, R.; Gu, F.; Powles, N. - In: Renewable Energy 35 (2010) 12, pp. 2752-2760
higher viscosity and density of biodiesel poses some acute problems when it is used it in unmodified engine. Taking this into … density and viscosity for a variety of biodiesels and also to develop a correlation between density and viscosity for these … biodiesels. The second objective is to investigate and quantify the effects of density and viscosity of the biodiesels and their …
Persistent link: https://www.econbiz.de/10010805134
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Lubricating oil effects on the transient performance of a turbocharged diesel engine
Giakoumis, Evangelos G. - In: Energy 35 (2010) 2, pp. 864-873
engine simulation code is used to study and evaluate the importance of the lubricating oil properties (oil-type, viscosity …. Particularly under low ambient conditions, the high oil viscosity is responsible for a significant increase in the respective …
Persistent link: https://www.econbiz.de/10010810330
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Performance and emission study of preheated Jatropha oil on medium capacity diesel engine
Chauhan, Bhupendra Singh; Kumar, Naveen; Du Jun, Yong; … - In: Energy 35 (2010) 6, pp. 2484-2492
encountered problem due to its high viscosity. The aim of present work is to reduce the viscosity of oil by heating from exhaust …
Persistent link: https://www.econbiz.de/10011054925
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Effects of discretization on viscosity in the necklace model
Mártin, D.A.; Aldao, C.M. - In: Physica A: Statistical Mechanics and its Applications 389 (2010) 4, pp. 723-730
The consequences of discretization on the resulting viscosity for the necklace model are analyzed to find out the … perform a random walk are analyzed. Knowing of these influences on the viscosity, we finally address the effect of length … fluctuations. It is shown that fluctuations can have unexpected effects that lead to larger or smaller values of viscosity. The …
Persistent link: https://www.econbiz.de/10011057307
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Excluded volume effect on entropy and clustering behaviors in supercooled liquids and glasses
Rah, Kyunil - In: Physica A: Statistical Mechanics and its Applications 389 (2010) 1, pp. 27-39
We study the significant entropy changes in supercooling and glass transition by developing a two (H and L) state cluster model, where the H-state represents the clusters with the coordination number z being larger than the reference size zR and the L-state those with zzR, respectively. We...
Persistent link: https://www.econbiz.de/10011061266
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Portfolio management under risk contraints - Lectures given at MITACS-PIMS-UBC Summer School in Risk Management and Risk Sharing
Bouchard, Bruno - Université Paris-Dauphine (Paris IX) - 2010
The aim of these lectures at MITACS-PIMS-UBC Summer School in Risk Man- agement and Risk Sharing is to discuss risk controlled approaches for the pricing and hedging of financial risks. We will start with the classical dual approach for financial markets, which al- lows to rewrite super-hedging...
Persistent link: https://www.econbiz.de/10011074373
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Analysis of magnetic aftereffect by using Monte Carlo methods
Andrei, Petru; Adedoyin, Ayodeji - In: Mathematics and Computers in Simulation (MATCOM) 80 (2010) 6, pp. 1045-1055
function of time are presented. The viscosity coefficient as well as the temperature dependence of the viscosity coefficient is …
Persistent link: https://www.econbiz.de/10010749492
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Effects of blending alcohols with poultry fat methyl esters on cold flow properties
Joshi, Hem; Moser, Bryan R.; Toler, Joe; Smith, William F. - In: Renewable Energy 35 (2010) 10, pp. 2207-2210
The low temperature operability, kinematic viscosity, and acid value of poultry fat methyl esters were improved with …
Persistent link: https://www.econbiz.de/10011045699
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Numerical Methods for Non-Linear Black-Scholes Equations
Heider, Pascal - In: Applied Mathematical Finance 17 (2010) 1, pp. 59-81
to the unique viscosity solution. These stability conditions can be checked a priori and convergent schemes can be …
Persistent link: https://www.econbiz.de/10008609612
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