//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~source:"econis"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Pricing European options in a...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Stochastic process
2
Stochastischer Prozess
2
Option pricing theory
1
Optionspreistheorie
1
Search theory
1
Suchtheorie
1
Time series analysis
1
Zeitreihenanalyse
1
comparison theorem for SPDEs
1
maximum principles
1
optimal stopping of SPDEs
1
reflected SPDEs
1
singular control of SPDEs
1
stochastic partial differential equations (SPDEs)
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Article
1
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
2
Author
All
Zhang, Tusheng
2
Sulem, Agnès
1
Xiao, Yimin
1
Øksendal, Bernt K.
1
Published in...
All
Mathematics Preprint Archive
1
Mathematics of operations research
1
Source
All
ECONIS (ZBW)
RePEc
13
OLC EcoSci
1
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Singular control and optimal stopping of SPDEs, and backward SPDEs with reflection
Øksendal, Bernt K.
;
Sulem, Agnès
;
Zhang, Tusheng
- In:
Mathematics of operations research
39
(
2014
)
2
,
pp. 464-486
Persistent link: https://www.econbiz.de/10010384186
Saved in:
2
Local Times of Fractional Brownian Sheets
Xiao, Yimin
-
2018
Let be a real-valued fractional Brownian sheet. Consider the (, ) Gaussian random field defined by , where are independent copies of . In this paper, the existence and joint continuity of the local times of are established
Persistent link: https://www.econbiz.de/10012925377
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->