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  • Search: subject:"boundary problems"
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Year of publication
Subject
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free boundary problems 27 optimal stopping 17 Search theory 12 Suchtheorie 12 variable interest rates 11 irreversible investment 10 Stochastic process 8 Stochastischer Prozess 8 Zins 8 Interest rate 7 Option pricing theory 7 Optionspreistheorie 7 free-boundary problems 7 singular stochastic control 7 Dividend 5 Dividende 5 Free boundary problems 5 Optimal stopping 5 Theorie 5 CIR model 4 Mathematical programming 4 Mathematische Optimierung 4 Nash equilibrium 4 Option trading 4 Optionsgeschäft 4 Skorokhod reflection problem 4 boundary problems 4 nonlinear integral equations 4 singular control 4 stochastic interest rates 4 American options 3 Control theory 3 Discounting 3 Diskontierung 3 Game theory 3 Kontrolltheorie 3 Nash-Gleichgewicht 3 Optimal dividend 3 Spieltheorie 3 Theory 3
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Online availability
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Free 34 Undetermined 15
Type of publication
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Book / Working Paper 27 Article 25
Type of publication (narrower categories)
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Working Paper 19 Article in journal 12 Aufsatz in Zeitschrift 12 Arbeitspapier 9 Graue Literatur 9 Non-commercial literature 9
Language
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English 37 Undetermined 14 Spanish 1
Author
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De Angelis, Tiziano 19 Ferrari, Giorgio 13 Koskela, Erkki 11 Alvarez, Luis H. R. 7 Alvarez, Luis H.R. 4 Bandini, Elena 4 Federico, Salvatore 4 Gozzi, Fausto 4 Ergüven, Cabir 3 Angelis, Tiziano De 2 McCloskey, Adam 2 Moriarty, John 2 Stabile, Gabriele 2 Berridge, S.J. 1 Boukrouche, Mahdi 1 Cai, Cheng 1 Callarotti, Roberto Cesare 1 Campi, Luciano 1 Chiarolla, Maria B. 1 Dalang, Robert C. 1 Feng, Haolin 1 García-Olivares, Antonio 1 Gaudiano, Marcos 1 Gensbittel, Fabien 1 Ghio, Maddalena 1 Goodhart, Charles 1 Haußer, Frank 1 Kitapbayev, Yerkin 1 Lim, Tiong Wee 1 Liu, Yue 1 Livieri, Giulia 1 Mathys, Ludovic 1 Mitchell, Daniel 1 Muthuraman, Kumar 1 Palczewski, Jan 1 Privault, Nicolas 1 Rasche, Sandra 1 Reppen, Andres Max 1 Schumacher, Johannes M. 1 Soner, Halil Mete 1
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Institution
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CESifo 2 Institut für Mathematische Wirtschaftsforschung, Universität Bielefeld 2 Brown University, Department of Economics 1 EconWPA 1 Suomen Pankki 1 Tilburg University, Center for Economic Research 1
Published in...
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Carlo Alberto notebooks 3 Center for Mathematical Economics Working Papers 3 Finance and stochastics 3 IBSU Scientific Journal 3 Mathematics and Computers in Simulation (MATCOM) 3 Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW) 3 CESifo Working Paper 2 CESifo Working Paper Series 2 CESifo working papers 2 ETLA Discussion Papers 2 Mathematical finance : an international journal of mathematics, statistics and financial economics 2 Mathematics of operations research 2 Stochastic Processes and their Applications 2 Working Papers / Institut für Mathematische Wirtschaftsforschung, Universität Bielefeld 2 Bank of Finland Discussion Papers 1 Computational Optimization and Applications 1 Discussion Paper / Tilburg University, Center for Economic Research 1 Finance and Stochastics 1 Institute of Mathematical Economics Working Paper 1 International journal of theoretical and applied finance 1 New Mathematics and Natural Computation (NMNC) 1 Operations research 1 Others 1 Quantitative finance and economics 1 Research Discussion Papers / Suomen Pankki 1 Revista de Economía Institucional 1 Sustainability 1 The journal of computational finance 1 Working Paper 1 Working Papers 1 Working Papers / Brown University, Department of Economics 1 Working papers / TSE : WP 1
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Source
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ECONIS (ZBW) 21 RePEc 21 EconStor 10
Showing 21 - 30 of 52
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Bonferroni-based size-correction for non standard testing problems
McCloskey, Adam - 2012
We develop powerful new size-correction procedures for nonstandard hypothesis testing environments in which the asymptotic distribution of a test statistic is discontinuous in a parameter under the null hypothesis. Examples of this form of testing problem are pervasive in econometrics and...
Persistent link: https://www.econbiz.de/10010420286
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Bonferroni-Based Size-Correction for Nonstandard Testing Problems
McCloskey, Adam - Brown University, Department of Economics - 2012
We develop powerful new size-correction procedures for nonstandard hypothesis testing environments in which the asymptotic distribution of a test statistic is discontinuous in a parameter under the null hypothesis. Examples of this form of testing problem are pervasive in econometrics and...
Persistent link: https://www.econbiz.de/10011196591
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Selling at the ultimate maximum in a regime-switching model
Liu, Yue; Privault, Nicolas - In: International journal of theoretical and applied finance 20 (2017) 3, pp. 1-27
Persistent link: https://www.econbiz.de/10011686946
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Optimal boundary surface for irreversible investment with stochastic costs
De Angelis, Tiziano; Federico, Salvatore; Ferrari, Giorgio - In: Mathematics of operations research 42 (2017) 4, pp. 1135-1161
Persistent link: https://www.econbiz.de/10011773311
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European option pricing under geometric Lévy processes with proportional transaction costs
Xing, Haipeng; Yu, Yang; Lim, Tiong Wee - In: The journal of computational finance 21 (2017/2018) 2, pp. 101-127
Persistent link: https://www.econbiz.de/10011848317
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Energy Return on Energy Invested (EROI) for the Electrical Heating of Methane Hydrate Reservoirs
Callarotti, Roberto Cesare - In: Sustainability 3 (2011) 11, pp. 2105-2114
We model the low frequency electrical heating of submarine methane hydrate deposits located at depths between 1000 and 1500 m, and determine the energy return on energy invested (EROI) for this process. By means of the enthalpy method, we calculate the time-dependent heating of these deposits...
Persistent link: https://www.econbiz.de/10009364515
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¿Cómo deberíamos regular el capital bancario y los productos financieros? ¿Cuál es el papel de los “testamentos en vida”?
Goodhart, Charles - In: Revista de Economía Institucional 12 (2010) July-December, pp. 85-109
Financial regulation is normally imposed in reaction to some prior crisis, rather than founded on theoretical principle. In the past, regulation has been deployed to improve risk management practices in individual banks. This was misguided. Instead, regulation should focus first on systemic...
Persistent link: https://www.econbiz.de/10008765018
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Analysis and Synthesis of Terminal Control Reduction Problem
Ergüven, Cabir - In: IBSU Scientific Journal 2 (2008) 1, pp. 137-144
One of the most important problems of terminal control reduction problem is considered and solved. On the base of spinor representation of spatial rotation group, the control law functions are obtained. A mathematical model of reduction process is constructed. The results can be used for...
Persistent link: https://www.econbiz.de/10008765772
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Modelling of Deceleration Process of Spatial Movements
Ergüven, Cabir - In: IBSU Scientific Journal 2 (2008) 1, pp. 145-152
Solution of breaking problem of moving mechanical object is discussed. Five boundary values are used for the problem. Mathematical model of the process has been obtained. Also all dynamic functions and characteristics are represented. They shoe the accuracy of terminal positioning of deceleration.
Persistent link: https://www.econbiz.de/10008765804
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Synthesis of Control of Terminal Acceleration of Spatial Rotations
Ergüven, Cabir - In: IBSU Scientific Journal 2 (2008) 1, pp. 153-160
Among the problems of Adaptive Terminal Control, one of the most important is the problem of control of acceleration process of moving objects. Two cases are discussed: Control with arbitrary terminal acceleration and control with certain value of terminal acceleration. The control law functions...
Persistent link: https://www.econbiz.de/10008765811
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