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:"partial differential equations"
Narrow search

Narrow search

Year of publication
Subject
All
partial differential equations 12 Partial differential equations 10 Analysis 7 Mathematical analysis 7 Option pricing theory 7 Optionspreistheorie 7 Stochastic partial differential equations 7 Stochastic process 6 Stochastischer Prozess 6 optimal control 6 Cauchy's Residue Theorem 4 Control theory 4 Laplace transform 4 Monte Carlo simulation 4 Monte-Carlo-Simulation 4 Theorie 4 double barrier options 4 option pricing 4 Asymptotic expansion 3 Backward stochastic differential equations 3 Calculus via regularization 3 Control variate method 3 Deep BSDE solver 3 Deep learning 3 Dirichlet processes 3 Estimation theory 3 Infinite dimensional analysis 3 Parabolic partial differential equations 3 R&D 3 Ramsey model 3 Schätztheorie 3 Semilinear partial differential equations 3 Tensor analysis 3 Theory 3 dynamic programming 3 ill-posedness 3 infinite time horizons 3 partial-differential equations 3 ADULTS 2 CHILDREN 2
more ... less ...
Online availability
All
Free 53 CC license 1
Type of publication
All
Book / Working Paper 38 Article 13 Other 2
Type of publication (narrower categories)
All
Working Paper 11 Arbeitspapier 8 Graue Literatur 8 Non-commercial literature 8 Article in journal 6 Aufsatz in Zeitschrift 6 Article 2
more ... less ...
Language
All
Undetermined 28 English 25
Author
All
Camacho, Carmen 8 Fabbri, Giorgio 8 Boucekkine, Raouf 7 Chilarescu, Constantin 3 Pelsser, Antoon 3 Smrkolj, Grega 3 Takahashi, Akihiko 3 Tsuchida, Yoshifumi 3 Yamada, Toshihiro 3 Babutsidze, Zakaria 2 Buckwar, Evelyn 2 Cowan, Robin 2 Guéant, Olivier 2 Howarth, R.B. 2 Norgaard, R.B. 2 Riposo, Julien 2 Russo, Francesco 2 Shardlow, Tony 2 Vaneecloo, Nicolas 2 Wagener, Florian 2 Abergel, Frédéric 1 Aboo, Hayder Jabbar 1 Allaud, Emmanuel 1 Benth, Fred Espen 1 Bhattacharya, Debopam 1 CHILARESCU, Constantin 1 Camacho, C. 1 Cornet, Alexandre 1 Davat, Bernard 1 Duck, Peter 1 Dévoué, Victor 1 FABBRI, Giorgio 1 Gautam, Natarajan 1 Geiersbach, Caroline 1 Geunes, Joseph 1 Girolami, Cristina Di 1 Hinaje, Melika 1 Johnson, Paul 1 Karoui, Nicole El 1 Kredler, Matthias 1
more ... less ...
Institution
All
HAL 4 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 4 Centre d'Études des Politiques Économiques (EPEE), Université d'Évry Val d'Essonne 3 Tinbergen Instituut 2 Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne) 1 Centre d'Études et de Recherche en Économie, Gestion, Modélisation et Informatique Appliquée (CEREGMIA), Université des Antilles et de la Guyane 1 Department of Economics, Adam Smith Business School 1 Dipartimento di Economia, Management e Metodi Quantitativi (DEMM), Università degli Studi di Milano 1 Institut de Recherche Économique et Sociale (IRES), École des Sciences Économiques de Louvain 1 School of Economics and Management, University of Aarhus 1 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 1 Tinbergen Institute 1 United Nations University, Maastricht Economic and social Research and training centre on Innovation and Technology 1 United Nations University-Maastricht Economic Research Institute of Innovation and Technology (UNU-MERIT) 1 Université Paris-Dauphine 1 Université Paris-Dauphine (Paris IX) 1
more ... less ...
Published in...
All
MPRA Paper 4 Documents de recherche 3 Tinbergen Institute Discussion Papers 3 Working Papers / HAL 3 CARF working paper 2 Discussion paper / Tinbergen Institute 2 Economics Bulletin 2 Tinbergen Institute Discussion Paper 2 Working paper 2 AMSE Working Papers 1 Applied mathematical finance 1 CIRJE discussion papers / F series 1 CREATES Research Papers 1 Cambridge working papers in economics 1 Computational Optimization and Applications 1 Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 1 Discussion paper / Institut de Recherches Économiques et Sociales de l'Université Catholique de Louvain 1 Documents de Travail 1 Documents de travail du Centre d'Economie de la Sorbonne 1 Economics Papers from University Paris Dauphine 1 Energies 1 European journal of operational research : EJOR 1 Journal of Asian Scientific Research 1 Journal of Risk and Financial Management 1 Journal of risk and financial management : JRFM 1 MERIT Working Papers 1 Mathematical finance : an international journal of mathematics, statistics and financial economics 1 Open Access publications from Université Paris-Dauphine 1 Post-Print / HAL 1 Revista Galega de Economía 1 SFB 373 Discussion Paper 1 SFB 373 Discussion Papers 1 Service science 1 Timisoara Journal of Economics 1 UNIMI - Research Papers in Economics, Business, and Statistics 1 UNU-MERIT Working Paper Series 1 Working Papers / Department of Economics, Adam Smith Business School 1
more ... less ...
Source
All
RePEc 32 ECONIS (ZBW) 14 EconStor 5 BASE 2
Showing 1 - 10 of 53
Cover Image
Optimal trading with regime switching : numerical and analytic techniques applied to valuing storage in an electricity balancing market
Johnson, Paul; Szabó, Dávid Zoltán; Duck, Peter - In: European journal of operational research : EJOR 319 (2024) 2, pp. 611-624
Persistent link: https://www.econbiz.de/10015084871
Saved in:
Cover Image
Analysis of real-time order fulfillment policies : when to dispatch a batch?
Gautam, Natarajan; Geunes, Joseph - In: Service science 16 (2024) 2, pp. 85-106
Persistent link: https://www.econbiz.de/10014564224
Saved in:
Cover Image
Stochastic proximal gradient methods for nonconvex problems in Hilbert spaces
Geiersbach, Caroline; Scarinci, Teresa - In: Computational Optimization and Applications 78 (2021) 3, pp. 705-740
For finite-dimensional problems, stochastic approximation methods have long been used to solve stochastic optimization problems. Their application to infinite-dimensional problems is less understood, particularly for nonconvex objectives. This paper presents convergence results for the...
Persistent link: https://www.econbiz.de/10014501800
Saved in:
Cover Image
Credit risk pricing in a consumption-based equilibrium framework with incomplete accounting information
Ma, Junchi; Ogunsolu, Mobolaji; Qiu, Jinniao; Sezer, … - In: Mathematical finance : an international journal of … 33 (2023) 3, pp. 666-708
Persistent link: https://www.econbiz.de/10014329901
Saved in:
Cover Image
Diffusion on the peer-to-peer network
Riposo, Julien - In: Journal of Risk and Financial Management 15 (2022) 2, pp. 1-45
In a peer-to-peer complex environment, information is permanently diffused. Such an environment can be modeled as a graph, where there are flows of information. The interest of such modeling is that (1) one can describe the exchanges through time from an initial state of the network, (2) the...
Persistent link: https://www.econbiz.de/10013201351
Saved in:
Cover Image
Diffusion on the peer-to-peer network
Riposo, Julien - In: Journal of risk and financial management : JRFM 15 (2022) 2, pp. 1-45
In a peer-to-peer complex environment, information is permanently diffused. Such an environment can be modeled as a graph, where there are flows of information. The interest of such modeling is that (1) one can describe the exchanges through time from an initial state of the network, (2) the...
Persistent link: https://www.econbiz.de/10012817666
Saved in:
Cover Image
A new efficient approximation scheme for solving high-dimensional semilinear PDEs : control variate method for Deep BSDE solver
Takahashi, Akihiko; Tsuchida, Yoshifumi; Yamada, Toshihiro - 2021 - This version : August 10, 2021
Persistent link: https://www.econbiz.de/10012616192
Saved in:
Cover Image
A new efficient approximation scheme for solving high-dimensional semilinear PDEs : control variate method for Deep BSDE solver
Takahashi, Akihiko; Tsuchida, Yoshifumi; Yamada, Toshihiro - 2021
Persistent link: https://www.econbiz.de/10012813680
Saved in:
Cover Image
A new efficient approximation scheme for solving high-dimensional semilinear PDEs : control variate method for Deep BSDE solver
Takahashi, Akihiko; Tsuchida, Yoshifumi; Yamada, Toshihiro - 2021 - Revised in August, November 2021, January and February 2022
Persistent link: https://www.econbiz.de/10013335002
Saved in:
Cover Image
Unbiased deep solvers for linear parametric PDEs
Sabate Vidales, Marc; Siska, David; Szpruch, Łukasz - In: Applied mathematical finance 28 (2021) 4, pp. 299-329
Persistent link: https://www.econbiz.de/10013411699
Saved in:
  • 1
  • 2
  • 3
  • 4
  • 5
  • 6
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...