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:"Variational problems"
Narrow search

Narrow search

Year of publication
Subject
All
Variational problems 3 A posteriori error estimates 1 Asia 1 Asian option 1 Asien 1 Black-Scholes model 1 Black-Scholes-Modell 1 Dual optimization problem 1 Duales Optimierungsproblem 1 Duality 1 Duality theory 1 Finance 1 Fälligkeit 1 G-type I objective and constraint functions 1 Geodesic deformation 1 Kreditrisiko 1 Kreditsicherung 1 Mathematical programming 1 Mathematische Optimierung 1 Maturity 1 Mehrdimensionales Variationsproblem 1 Multiobjective variational problems 1 Multitime optimal control 1 Optimality conditions 1 Optimization 1 Option pricing theory 1 Option trading 1 Optionsgeschäft 1 Optionspreistheorie 1 Properly efficient solution 1 Riemannian convex functionals 1 Riemannian convex functions 1 Risikoanalyse 1 Theorie 1 Theory 1 Volatility 1 Volatilität 1 convexity 1 duality results 1 large deviations 1
more ... less ...
Online availability
All
Undetermined 5
Type of publication
All
Article 5 Book / Working Paper 1
Type of publication (narrower categories)
All
Article in journal 2 Aufsatz in Zeitschrift 2 Biographie 1
Language
All
English 3 Undetermined 3
Author
All
Antczak, Tadeusz 1 Aparicio Acosta, Felipe M. 1 Bejenaru, Andreea 1 Cossin, Didier 1 Padhan, S. K. 1 Pirjol, Dan 1 Repin, Sergey I. 1 Udrişte, Constantin 1 Wang, Jing 1 Zhu, Lingjiong 1
more ... less ...
Published in...
All
Journal of Global Optimization 2 Applied mathematical finance 1 Mathematics and Computers in Simulation (MATCOM) 1 RAIRO / Operations research 1 Working paper / Institute of Banking and Financial Management 1
Source
All
RePEc 3 ECONIS (ZBW) 2 USB Cologne (EcoSocSci) 1
Showing 1 - 6 of 6
Cover Image
Short maturity forward start Asian options in local volatility models
Pirjol, Dan; Wang, Jing; Zhu, Lingjiong - In: Applied mathematical finance 26 (2019) 3, pp. 187-221
Persistent link: https://www.econbiz.de/10012210271
Saved in:
Cover Image
Duality of variational problems with a new approach
Padhan, S. K. - In: RAIRO / Operations research 52 (2018) 1, pp. 79-93
Persistent link: https://www.econbiz.de/10011968671
Saved in:
Cover Image
Sufficient optimality criteria and duality for multiobjective variational control problems with <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$$G$$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <mi>G</mi> </math> </EquationSource> </InlineEquation>-type I objective and constraint functions
Antczak, Tadeusz - In: Journal of Global Optimization 61 (2015) 4, pp. 695-720
In the paper, we introduce the concepts of <InlineEquation ID="IEq3"> <EquationSource Format="TEX">$$G$$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <mi>G</mi> </math> </EquationSource> </InlineEquation>-type I and generalized <InlineEquation ID="IEq4"> <EquationSource Format="TEX">$$G$$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <mi>G</mi> </math> </EquationSource> </InlineEquation>-type I functions for a new class of nonconvex multiobjective variational control problems. For such nonconvex vector optimization problems, we prove sufficient optimality conditions for weakly...</equationsource></equationsource></inlineequation></equationsource></equationsource></inlineequation>
Persistent link: https://www.econbiz.de/10011240894
Saved in:
Cover Image
Riemannian convexity of functionals
Udrişte, Constantin; Bejenaru, Andreea - In: Journal of Global Optimization 51 (2011) 2, pp. 361-376
Persistent link: https://www.econbiz.de/10009324671
Saved in:
Cover Image
A unified approach to a posteriori error estimation based on duality error majorants
Repin, Sergey I. - In: Mathematics and Computers in Simulation (MATCOM) 50 (1999) 1, pp. 305-321
In this paper, we present a unified approach to computing sharp error estimates for approximate solutions of elliptic type boundary value problems in variational form. This approach is based on the duality theory of the calculus of variations which analyses the original (primal) variational...
Persistent link: https://www.econbiz.de/10010749673
Saved in:
Cover Image
Control of credit risk collateralization using quasi-variational inequalities
Cossin, Didier; Aparicio Acosta, Felipe M. - 1998
Persistent link: https://www.econbiz.de/10004569803
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...