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Search: subject:"stochastic differential equation"
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Stochastischer Prozess
120
Stochastic process
115
Analysis
85
Mathematical analysis
81
Stochastic differential equation
80
Theorie
67
Theory
62
stochastic differential equation
62
Option pricing theory
45
Optionspreistheorie
45
backward stochastic differential equation
35
Backward stochastic differential equation
32
Portfolio-Management
28
Portfolio selection
26
Volatility
21
Volatilität
21
Kontrolltheorie
20
Control theory
19
Stochastic Differential Equation
14
Estimation theory
13
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13
Schätztheorie
13
Simulation
13
Hedging
11
Risk
11
diffusion process
11
equation
10
equations
10
Bellman equation
9
Derivat
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36
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23
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113
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Alfarano, Simone
10
Milaković, Mishael
10
Wälde, Klaus
10
Sennewald, Ken
9
Hess, Markus
7
Kohlmann, Michael
7
Mundt, Philipp
6
Lim, Thomas
5
Seifried, Frank Thomas
5
Shen, Yang
5
Zhang, Yumo
5
Chevalier, Etienne
4
Chib, Siddhartha
4
Giribone, Pier Giuseppe
4
Irle, Albrecht
4
Kauschke, Jonas
4
Kraft, Holger
4
Krichene, Noureddine
4
Tang, Shanjian
4
Birkner, Matthias
3
Bottasso, Anna
3
Boucekkine, Raouf
3
Chen, Zengjing
3
Crépey, Stéphane
3
Donnet, Sophie
3
Elerian, Ola
3
Foulley, Jean-Louis
3
Fusaro, Michelangelo
3
Imkeller, Peter
3
Kim, Donggyu
3
Mackevičius, Vigirdas
3
Masuda, Hiroki
3
Nakamura, Nobuhiro
3
Panloup, Fabien
3
Phillips, Peter C.B.
3
Samson, Adeline
3
Scheuer, Niklas
3
Shephard, Neil
3
Sørensen, Michael
3
Tissone, Alessio
3
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International Monetary Fund (IMF)
10
HAL
4
Cowles Foundation for Research in Economics, Yale University
3
Department of Economics, Oxford University
3
School of Economics and Management, University of Aarhus
3
Université Paris-Dauphine (Paris IX)
3
Fakultät Wirtschaftswissenschaften, Technische Universität Dresden
2
International Monetary Fund
2
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
2
University of Bonn, Germany
2
Université Paris-Dauphine
2
CESifo
1
Centre d'Études des Politiques Économiques (EPEE), Université d'Évry Val d'Essonne
1
Centre de Recherche en Économie Appliquée (CREA), Faculté de droit, d'économie et de finance
1
Economics Group, Nuffield College, University of Oxford
1
Galatasaray Üniversitesi İktisadi Araştırmalar Merkezi (GİAM), Galatasaray Üniversitesi
1
Hugo Steinhaus Center for Stochastic Methods, Politechnika Wrocławska
1
Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel
1
International Centre for Economic Research (ICER)
1
Research Center SAFE (Sustainable Architecture for Finance in Europe), House of Finance
1
UNIVERSIDAD DEL ROSARIO
1
University of Essex / Department of Economics
1
University of Rochester - Center for Economic Research (RCER)
1
Volkswirtschaft Abteilung, Fachbereich Wirtschaftswissenschaften
1
Weierstraß-Institut für Angewandte Analysis und Stochastik
1
Wirtschaftswissenschaftliche Fakultät, Bayerische Julius-Maximilians-Universität Würzburg
1
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Statistics & Probability Letters
20
Stochastic Processes and their Applications
19
IMF Working Papers
10
Insurance / Mathematics & economics
9
International journal of theoretical and applied finance
9
Mathematics and Computers in Simulation (MATCOM)
8
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
7
Journal of mathematical finance
6
Physica A: Statistical Mechanics and its Applications
6
Statistical Inference for Stochastic Processes
6
Asia-Pacific Financial Markets
5
The journal of computational finance
5
Dresden Discussion Paper Series in Economics
4
International Journal of Theoretical and Applied Finance (IJTAF)
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Working Papers / HAL
4
CESifo Working Paper
3
CREATES Research Papers
3
CoFE discussion papers
3
Cowles Foundation Discussion Papers
3
Decisions in economics and finance : a journal of applied mathematics
3
Dynamic games and applications : DGA
3
Economics Papers from University Paris Dauphine
3
Economics Series Working Papers / Department of Economics, Oxford University
3
Finance and Stochastics
3
Journal of econometrics
3
Mathematical finance : an international journal of mathematics, statistics and financial economics
3
Risk management magazine
3
Algorithmic finance
2
Annals of the Institute of Statistical Mathematics
2
BERG Working Paper Series
2
BERG working paper series
2
Bonn Econ Discussion Papers
2
CESifo working papers
2
Computational Statistics
2
Econometrics Journal
2
Economic modelling
2
Finance and stochastics
2
International journal of financial engineering
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
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Source
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RePEc
144
ECONIS (ZBW)
124
EconStor
17
BASE
1
Other ZBW resources
1
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71
Optimal mean-variance investment and reinsurance problem for an insurer with stochastic volatility
Sun, Zhongyang
;
Guo, Junyi
- In:
Mathematical methods of operations research
88
(
2018
)
1
,
pp. 59-79
Persistent link: https://www.econbiz.de/10011903385
Saved in:
72
Forecasting dirty tanker freight rate index by using stochastic differential equations
Jafari, Hossein
;
Rahimi, Ghazaleh
- In:
International journal of financial engineering
5
(
2018
)
4
,
pp. 1-15
Persistent link: https://www.econbiz.de/10012028815
Saved in:
73
Backward nonlinear expectation equations
Belak, Christoph
;
Seiferling, Thomas
;
Seifried, Frank Thomas
- In:
Mathematics and financial economics
12
(
2018
)
1
,
pp. 111-134
Persistent link: https://www.econbiz.de/10011963319
Saved in:
74
The valuation of American options in a multidimensional exponential Lévy model
Klimsiak, Tomasz
;
Rozkosz, Andrzej
- In:
Mathematical finance : an international journal of …
28
(
2018
)
4
,
pp. 1107-1142
Persistent link: https://www.econbiz.de/10011969076
Saved in:
75
Dynamic derivative-based investment strategy for mean-variance asset-liability management with stochastic volatility
Li, Danping
;
Shen, Yang
;
Zeng, Yan
- In:
Insurance / Mathematics & economics
78
(
2018
),
pp. 72-86
Persistent link: https://www.econbiz.de/10011825217
Saved in:
76
Unbiased estimators and multilevel Monte Carlo
Vihola, Matti
- In:
Operations research
66
(
2018
)
2
,
pp. 448-462
Persistent link: https://www.econbiz.de/10011845993
Saved in:
77
Explicit Heston solutions and stochastic approximation for path-dependent option pricing
Kouritzin, Michael A.
- In:
International journal of theoretical and applied finance
21
(
2018
)
1
,
pp. 1-45
Persistent link: https://www.econbiz.de/10011846484
Saved in:
78
Pricing temperature derivatives under weather forecasts
Hess, Markus
- In:
International journal of theoretical and applied finance
21
(
2018
)
5
,
pp. 1-34
Persistent link: https://www.econbiz.de/10011903773
Saved in:
79
VIX-linked fees for GMWBs via explicit solution simulation methods
Kouritzin, Michael A.
;
MacKay, Anne
- In:
Insurance / Mathematics & economics
81
(
2018
),
pp. 1-17
Persistent link: https://www.econbiz.de/10011904577
Saved in:
80
Numerical methods in financial and actuarial applications : a stochastic maximum principle approach
Di Giacinto, Marina
- In:
Journal of mathematical finance
8
(
2018
)
2
,
pp. 283-301
Persistent link: https://www.econbiz.de/10011874735
Saved in:
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