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  • Search: subject:"perturbation theory"
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Year of publication
Subject
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Perturbation theory 15 Stochastic process 10 Stochastischer Prozess 10 Option pricing theory 9 Optionspreistheorie 8 perturbation theory 8 Theorie 7 Theory 7 Volatility 7 Volatilität 7 Matrix Perturbation Theory 6 Rank Estimation 6 Rank Testing 6 Singular Value Decomposition 6 Derivat 5 Derivative 5 Information Theoretic Criterion 5 Panel data 5 factor models 5 interactive fixed effects 5 perturbation theory of linear operators 5 random matrix theory 5 singular perturbation theory 5 Sequential Testing Strategy 4 Subspace Methods 4 Weighting Matrices 4 stochastic volatility 4 Black-Scholes model 3 Black-Scholes-Modell 3 Correlation 3 Factor analysis 3 Faktorenanalyse 3 Korrelation 3 Panel 3 Panel study 3 Perturbation Theory 3 CAPM 2 Composed functions 2 Conjugate duality 2 Convex programming 2
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Online availability
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Undetermined 33 Free 13
Type of publication
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Article 38 Book / Working Paper 16
Type of publication (narrower categories)
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Article in journal 14 Aufsatz in Zeitschrift 14 Working Paper 8 Arbeitspapier 4 Graue Literatur 4 Non-commercial literature 4
Language
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Undetermined 30 English 24
Author
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Ratsimalahelo, Zaka 7 Moon, Hyungsik Roger 5 Weidner, Martin 5 Baker, George A. 2 Boţ, Radu 2 Escobar, Marcos 2 Götz, Barbara 2 Johnson, J.D. 2 Ma, Yong-Ki 2 Maćkowiak, J. 2 Neykova, Daniela 2 Vargyas, Emese 2 Wanka, Gert 2 Wiśniewski, M. 2 Zagst, Rudi 2 Achilleos, V.A. 1 Besse, Philippe 1 Bremer, Ton S. van den 1 Briceño-Arias, Luis M. 1 Burtnyak, Ivan 1 CUTHBERTSON, CHARLES 1 Cai, Tuo 1 Combettes, Patrick L. 1 Correia-da-Silva, João 1 Delong, Łukasz 1 Duck, Peter 1 Faria, Gonçalo 1 Ferreira, Mário F.S. 1 Ferretti, Roberto G. 1 Frantzeskakis, D.J. 1 Freund, Robert 1 Ghazaryan, Anna 1 Grindlay, J. 1 Guérin, Hervé 1 Hatamian, S.T 1 Horikis, T.P. 1 Hoseini, S.M. 1 Huh, Jeonggyu 1 Jacobo, Juan 1 Jeon, Jaegi 1
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Institution
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EconWPA 2 Economics and Econometrics Research Institute (EERI) 1 Faculdade de Economia, Universidade do Porto 1 Santa Fe Institute 1 School of Economics and Political Science, Universität St. Gallen 1 Sloan School of Management, Massachusetts Institute of Technology (MIT) 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
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Published in...
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Physica A: Statistical Mechanics and its Applications 11 Mathematics and Computers in Simulation (MATCOM) 4 EERI Research Paper Series 3 CEMMAP working papers / Centre for Microdata Methods and Practice 2 Computational economics 2 EERI research paper series 2 Econometrics 2 International journal of theoretical and applied finance 2 cemmap working paper 2 Advances in Complex Systems (ACS) 1 Advances in Data Analysis and Classification 1 American economic review 1 Applied mathematical finance 1 Computational Statistics 1 Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics 1 FEP Working Papers 1 International Journal of Financial Markets and Derivatives 1 International Journal of Theoretical and Applied Finance (IJTAF) 1 International journal of financial engineering 1 Investment management and financial innovations 1 MPRA Paper 1 Mathematical Methods of Operations Research 1 Mathematical finance : an international journal of mathematics, statistics and financial theory 1 Mathematical methods of operations research 1 Mathematics of operations research 1 Psychometrika 1 Statistics & Probability Letters 1 Structural change and economic dynamics : SC+ED 1 The B.E. journal of macroeconomics 1 The Journal of Real Estate Finance and Economics 1 University of St. Gallen Department of Economics working paper series 2005 1 Working Papers / Santa Fe Institute 1 Working papers / Sloan School of Management, Massachusetts Institute of Technology (MIT) 1
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Source
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RePEc 32 ECONIS (ZBW) 18 EconStor 4
Showing 31 - 40 of 54
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Rank test based on matrix perturbation theory
Ratsimalahelo, Zaka - 2001
statistic is based on the smallest estimated singular values. Using Matrix Perturbation Theory, the smallest singular values of …
Persistent link: https://www.econbiz.de/10011511028
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Soliton perturbation theory for a higher order Hirota equation
Hoseini, S.M.; Marchant, T.R. - In: Mathematics and Computers in Simulation (MATCOM) 80 (2009) 4, pp. 770-778
between the solitary waves and linear radiation causes radiation loss. Soliton perturbation theory is used to determine the …
Persistent link: https://www.econbiz.de/10010870578
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SYSTEMATIC APPROXIMATIONS FOR GENETIC DYNAMICS
STEPHENS, CHRISTOPHER R.; ZAMORA, ADOLFO - In: Advances in Complex Systems (ACS) 12 (2009) 06, pp. 583-618
solutions to their dynamics. In this article, we propose and study perturbation theory and the renormalization group as … to systematically improve the perturbation theory. …
Persistent link: https://www.econbiz.de/10008497100
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An Improved Fixed-Rate Mortgage Valuation Methodology with Interacting Prepayment and Default Options
Sharp, Nicholas; Newton, David; Duck, Peter - In: The Journal of Real Estate Finance and Economics 36 (2008) 3, pp. 307-342
Persistent link: https://www.econbiz.de/10005716727
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A variational perturbation approximation method in Tsallis non-extensive statistical physics
Lu, Wen-Fa; Cai, Tuo; Koo Kim, Chul - In: Physica A: Statistical Mechanics and its Applications 378 (2007) 2, pp. 255-272
For the generalized statistical mechanics based on the Tsallis entropy, a variational perturbation approximation method with the principle of minimal sensitivity is developed by calculating the generalized free energy up to the third order in variational perturbation expansion. The approximation...
Persistent link: https://www.econbiz.de/10010871684
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On the relations between different duals assigned to composed optimization problems
Wanka, Gert; Boţ, Radu; Vargyas, Emese - In: Computational Statistics 66 (2007) 1, pp. 47-68
of the conjugacy approach based on the perturbation theory, some dual problems to it. The relations between the optimal …
Persistent link: https://www.econbiz.de/10010847933
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Stable soliton propagation with self-frequency shift
Latas, Sofia C.V.; Ferreira, Mário F.S. - In: Mathematics and Computers in Simulation (MATCOM) 74 (2007) 4, pp. 379-387
We investigate the propagation of ultrashort solitons in fiber-optic systems in the presence of the soliton self-frequency shift effect. It is demonstrated that both the self-frequency shift and the background instability can be effectively controlled using spectral filters of moderate strength...
Persistent link: https://www.econbiz.de/10011050858
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On the relations between different duals assigned to composed optimization problems
Wanka, Gert; Boţ, Radu; Vargyas, Emese - In: Mathematical Methods of Operations Research 66 (2007) 1, pp. 47-68
of the conjugacy approach based on the perturbation theory, some dual problems to it. The relations between the optimal …
Persistent link: https://www.econbiz.de/10010999934
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Series expansions for an electron–ion system
Baker, George A.; Johnson, J.D. - In: Physica A: Statistical Mechanics and its Applications 359 (2006) C, pp. 345-374
By means of finite-temperature, many-body perturbation theory we derive through order e4 the corrections to an ideal …
Persistent link: https://www.econbiz.de/10011059399
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GENERAL ANALYTICAL SOLUTIONS FOR MERTONS'S-TYPE CONSUMPTION-INVESTMENT PROBLEMS
Trojani, Fabio; Ferretti, Roberto G. - School of Economics and Political Science, Universität … - 2005
We solve analytically the Merton's problem of an investor with time additive power utility. For general state dynamics, we prove existence of two power series representations of the relevant optimal policies and value functions, which hold for all admissible risk aversion parameters. We...
Persistent link: https://www.econbiz.de/10005453964
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