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  • Search: subject:"stochastic calculus"
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Year of publication
Subject
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Stochastischer Prozess 20 Stochastic process 19 Stochastic calculus 17 Optionspreistheorie 14 Option pricing theory 13 Theorie 9 Theory 8 Portfolio selection 7 Portfolio-Management 7 Stochastic Calculus 7 stochastic calculus 7 Derivat 6 Derivative 6 Finanzmarkt 5 Option trading 5 Optionsgeschäft 5 Financial market 4 Time series analysis 4 Volatilität 4 Zeitreihenanalyse 4 Analysis 3 Black-Scholes model 3 Black-Scholes-Modell 3 CAPM 3 Commodity prices 3 Finanzmathematik 3 G-Brownian motion stochastic calculus 3 Kalman filter 3 Mathematical analysis 3 Mathematical finance 3 Pricing of contingent claims 3 Risikomanagement 3 Risk management 3 State space model 3 Volatility 3 Zustandsraummodell 3 Anleihe 2 Arbitrage 2 Arbitrage Pricing 2 Arbitrage pricing 2
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Online availability
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Undetermined 24 Free 9
Type of publication
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Article 34 Book / Working Paper 7
Type of publication (narrower categories)
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Article in journal 19 Aufsatz in Zeitschrift 19 Aufsatz im Buch 2 Book section 2 Conference paper 1 Konferenzbeitrag 1 Working Paper 1
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Language
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English 27 Undetermined 14
Author
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Población, Javier 4 Vorbrink, Jörg 4 Hooper, Vincent J. 3 Pointon, John 3 Serna, Gregorio 3 Aksamit, Anna 2 Bassler, Kevin E. 2 Chen, Yibing 2 Choulli, Tahir 2 Deng, Jun 2 Gunaratne, Gemunu H. 2 Hess, Markus 2 Imkeller, Peter 2 Jeanblanc, Monique 2 Lee, Cheng F. 2 Lee, John 2 McCauley, Joseph L. 2 Poncet, Patrice 2 Portait, Roland 2 Richter, Anja 2 Toder, Igor 2 ABUTALEB, AHMED 1 Abergel, Frédéric 1 Alberts, Tom 1 Alghalith, Moawia 1 Arimitsu, T. 1 Barndorff-Nielsen, Ole E. 1 Bel Hadj Ayed, Ahmed 1 Bertus, Mark 1 Carr, Peter 1 Dritschel, Michael 1 El Aoud, Sofiene 1 Fei, Chen 1 Fei, Weiyin 1 Furió, Dolores 1 García Mirantes, Andrés 1 Grorud, Axel 1 Hackl, Zbynìk 1 Imagire, T. 1 Loeper, Grégoire 1
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Institution
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Institut für Mathematische Wirtschaftsforschung, Universität Bielefeld 1 Université Paris-Dauphine 1 Université Paris-Dauphine (Paris IX) 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
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Finance and stochastics 3 Physica A: Statistical Mechanics and its Applications 3 Energy economics 2 International journal of theoretical and applied finance 2 Journal of mathematical finance 2 Advanced modelling in mathematical finance : in honour of Ernst Eberlein 1 Asia-Pacific journal of accounting & economics : publication of the City University of Hong Kong and National Taiwan University 1 Business Education and Accreditation 1 Czech Journal of Economics and Finance (Finance a uver) 1 Economics Papers from University Paris Dauphine 1 Energy Economics 1 European journal of operational research : EJOR 1 Finance and Stochastics 1 Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 1 1 International Journal of Energy Economics and Policy : IJEEP 1 International Journal of Theoretical and Applied Finance (IJTAF) 1 International review of economics & finance : IREF 1 Inventi impact: microfinance & banking 1 Journal of Mathematical Economics 1 Journal of financial engineering 1 Journal of mathematical economics 1 MPRA Paper 1 Maritime economics & logistics : a quarterly scientific journal committed to the advancement of maritime economics as a distinct and well defined branch of both applied economics and international business 1 Mathematical Economics Letters 1 Mathematical economics letters 1 Mathematics and Computers in Simulation (MATCOM) 1 Open Access publications from Université Paris-Dauphine 1 Review of quantitative finance and accounting 1 Springer Texts in Business and Economics 1 Springer eBook Collection 1 Springer texts in business and economics 1 Stochastic Processes and their Applications 1 Theoretical and Applied Economics 1 Working Papers 1 Working Papers / Institut für Mathematische Wirtschaftsforschung, Universität Bielefeld 1
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Source
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ECONIS (ZBW) 23 RePEc 17 EconStor 1
Showing 41 - 41 of 41
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Equation différentielle anticipative sur une variété et approximations
Grorud, Axel; Pontier, Monique - In: Mathematics and Computers in Simulation (MATCOM) 38 (1995) 1, pp. 51-61
stochastic calculus which allows to integrate non-adapted processes taking their values in the space of second-order 1-forms that … solution of an anticipating stochastic differential equation in a manifold. This stochastic calculus uses both second …
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