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Technical change, the long-run behavior of the United States stock market, and an enquiry into the accuracy of simulations
Peralta-Alva, Adrian - 2003
Persistent link: https://www.econbiz.de/10003385463
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Numerical methods for stochastic control problems in continuous time
Kushner, Harold J.; Dupuis, Paul - 2001 - Second edition
Persistent link: https://www.econbiz.de/10001498718
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Applied stochastic models and control for finance and insurance
Tapiero, Charles S. - 1998
Persistent link: https://www.econbiz.de/10013531641
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On the possibility of extinction in a class of Markov processes in economics
Mitra, Tapan; Roy, Santanu - In: Journal of mathematical economics 43 (2007) 7/8, pp. 842-854
Persistent link: https://www.econbiz.de/10003510346
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Nonlinear and stable perturbation-based approximations
Den Haan, Wouter J.; Wind, Joris de - In: Journal of economic dynamics & control 36 (2012) 10, pp. 1477-1497
Persistent link: https://www.econbiz.de/10009701975
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Estimation of long memory in integrated variance
Rossi, Eduardo; Santucci de Magistris, Paolo - 2011
Persistent link: https://www.econbiz.de/10008986693
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Numerical integration of mean reverting stochastic systems with applications to interest rate term structure simulation
Morokoff, William J. - In: Applied mathematical finance 6 (1999) 1, pp. 19-28
Persistent link: https://www.econbiz.de/10001449231
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Numerical solution of stochastic differential equations with jumps in finance
Platen, Eckhard - 2010 - 1. ed.
Persistent link: https://www.econbiz.de/10003934874
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Simulation and inference for stochastic differential equations : with R examples
Iacus, Stefano Maria - 2008
Persistent link: https://www.econbiz.de/10003566199