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Year of publication
Subject
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Analysis 1,087 Mathematical analysis 690 Theorie 490 Theory 447 analysis 435 Stochastischer Prozess 396 Stochastic process 366 Optionspreistheorie 217 Option pricing theory 203 ANALYSIS 87 АНАЛИЗ 74 Mathematik 70 Mathematics 56 Portfolio-Management 56 Volatilität 54 Portfolio selection 51 Volatility 51 Schätztheorie 50 Estimation theory 48 Finanzmathematik 48 Kontrolltheorie 46 Black-Scholes-Modell 43 Control theory 41 Mathematical finance 41 Mathematische Optimierung 41 Mathematical programming 40 Black-Scholes model 39 Risk 35 Derivat 33 Derivative 33 Einführung 33 Risiko 33 АНАЛіЗ 32 Experiment 28 Hedging 27 Monte-Carlo-Simulation 27 Monte Carlo simulation 26 United States 26 Numerisches Verfahren 25 Nichtlineare Regression 24
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Online availability
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Free 788 Undetermined 274
Type of publication
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Article 902 Book / Working Paper 694 Other 10 Journal 3
Type of publication (narrower categories)
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Article in journal 466 Aufsatz in Zeitschrift 466 Working Paper 238 Graue Literatur 201 Non-commercial literature 201 Arbeitspapier 182 Thesis 48 Lehrbuch 46 Textbook 41 Aufsatz im Buch 39 Book section 39 Hochschulschrift 34 Collection of articles of several authors 11 Sammelwerk 11 Article 9 Bibliografie enthalten 6 Bibliography included 6 Konferenzschrift 6 Collection of articles written by one author 4 Congress Report 4 Einführung 4 Sammlung 4 Conference Paper 3 Conference paper 3 Forschungsbericht 3 Konferenzbeitrag 3 Aufgabensammlung 2 Aufsatzsammlung 2 Conference proceedings 2 Research Report 2 CD-ROM, DVD 1 Case study 1 Fallstudie 1 Glossar enthalten 1 Glossary included 1 Monografische Reihe 1 Nachschlagewerk 1 Reference book 1
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Language
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English 1,005 Undetermined 464 German 103 Lithuanian 13 Russian 8 Spanish 4 French 3 Romanian 3 Czech 2 Kazakh 2 Hungarian 1 Polish 1 Portuguese 1 Serbian 1
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Author
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Kohlmann, Michael 15 Küchler, Uwe 15 Platen, Eckhard 14 Wälde, Klaus 13 Chiarella, Carl 11 Sennewald, Ken 11 Yamada, Toshihiro 10 Buckwar, Evelyn 8 Horst, Ulrich 8 Leitner, Johannes 8 Takahashi, Akihiko 8 Zhou, Xun Yu 7 ANGHELACHE, Constantin 6 Bilo, Charlotte 6 Caporale, Guglielmo Maria 6 Cerrato, Mario 6 Fally, Thibault 6 Frontczak, Robert 6 Hess, Markus 6 Sørensen, Michael 6 Ziogas, Andrew 6 Amos, Olasore Abiodun 5 Gilsing, Hagen 5 Hakenes, Hendrik 5 Idowu, Alao Bashir 5 Irmen, Andreas 5 Larek, Emil 5 Meyer-Gohde, Alexander 5 Singer, Hermann 5 Borak, Szymon 4 Cai, Yongyang 4 Detlefsen, Kai 4 Gushchin, Alexander A. 4 Hackl, Peter 4 Held, Bärbel 4 Hu, Ying 4 Hussain, Anwar Hussain 4 Imkeller, Peter 4 Judd, Kenneth L. 4 Katzenbeisser, Walter 4
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 18 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 17 International Water Management Institute (IWMI) 12 eSocialSciences 12 Princeton University Press 8 Siauliai University 8 EconWPA 4 Agricultural and Food Policy Center (AFPC), Department of Agricultural Economics 3 Department of Economics, Iowa State University 3 Dipartimento di Economia e Management, Università degli Studi di Trento 3 Laboratoire d'Économie d'Orléans (LEO), Faculté de droit, d'économie et de gestion 3 National Bureau of Economic Research 3 Springer Fachmedien Wiesbaden 3 Centre for the Study of Economic and Social Change in Europe <London> 2 Department of Agricultural, Food and Resource Economics, Michigan State University 2 Europäische Kommission / Generaldirektion Justiz und Verbraucher 2 HAL 2 Institute for Prospective Technological Studies (IPTS), Joint Research Centre 2 Springer-Verlag GmbH 2 Vilnius Gediminas Technical University 2 AETS 1 Agency for Fundamental Rights, Wien 1 BEUC - The European Consumer Organisation 1 Center for Tobacco Control Research and Education, UC San Francisco 1 Center for U.S.-Mexican Studies, UC San Diego 1 Centre for Analytical Finance <Århus> 1 Centre for Strategy & Evaluation Services 1 Centre for Strategy and Evaluation Services <Sevenoaks> 1 DIAL 1 Department of Agricultural Marketing and Co-Operation, University of Agricultural Sciences 1 Department of Economics and Business, Universitat Pompeu Fabra 1 Department of Economics, Rutgers University-New Brunswick 1 Department of Economics, Tufts University 1 Department of Economics, University of California-Santa Barbara (UCSB) 1 Department of Economics, University of Massachusetts-Amherst 1 Dipartimenti e Istituti di Scienze Economiche, Università Cattolica del Sacro Cuore 1 Directorate General for Health & Consumers 1 Départment des sciences administratives, Université du Québec en Outaouais (UQO) 1 ECORYS UK 1 EUCERD 1
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Published in...
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International journal of theoretical and applied finance 20 Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty 19 MPRA Paper 18 Discussion papers of interdisciplinary research project 373 17 Romanian Statistical Review Supplement 17 Бизнес Информ 17 Mathematical finance : an international journal of mathematics, statistics and financial theory 16 The journal of computational finance 15 Insurance / Mathematics & economics 14 Research paper / Quantitative Finance Research Centre, University of Technology Sydney 13 European research studies 12 IWMI Research Reports 12 Journal of mathematical finance 12 Working Papers / eSocialSciences 12 Working papers / Harvard Business School, Division of Research 12 Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse 11 Mathematics Preprint Archive 11 Heidelberger Taschenbücher 10 Theoretical and Applied Economics 10 Finance and stochastics 9 SFB 649 Discussion Paper 9 SFB 649 discussion paper 9 Annals of Faculty of Economics 8 CESifo working papers 8 International journal of financial engineering 8 Journal of mathematical economics 8 Quantitative finance 8 Applied mathematical finance 7 CoFE Discussion Paper 7 CoFE discussion papers 7 Computational economics 7 Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz 7 Ovidius University Annals, Economic Sciences Series 7 Probability theory and related fields 7 Risks : open access journal 7 Working Paper 7 ВІСНИК ЕКОНОМІКИ ТРАНСПОРТУ І ПРОМИСЛОВОСТІ 7 Вестник Южно-Уральского государственного университета. Серия: Экономика и менеджмент 7 Acta Universitatis Danubius. OEconomica 6 Annals - Economy Series 6
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Source
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ECONIS (ZBW) 903 RePEc 462 USB Cologne (EcoSocSci) 93 EconStor 70 BASE 55 ArchiDok 10 USB Cologne (business full texts) 8 Other ZBW resources 8
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Showing 1 - 50 of 1,609
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Trade in times of uncertainty
Meyer, Birgit; Oberhofer, Harald - 2023
This paper analyses the direct and indirect trade volume and trade cost effects of uncertainty on international trade and economic welfare using a structural gravity framework for a panel of 97 developed and developing countries from 2000 to 2018. Our results suggest that an increase in...
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Management of marketing risks in sustainable development
Ostapchuk, Anatolii; Karpenko, Larysa; Abuselidze, George; … - In: E3S Web of Conferences 371 (2023), pp. 1-7
The article examines the essence and analyzes the types of marketing risks. The classification of marketing risks by internal and external factors of influence on marketing activity and “4R” marketing tools has been improved. Considerable attention is paid to the role of marketing research...
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The infinite-horizon investment-consumption problem for Epstein-Zin stochastic differential utility. I : foundations
Herdegen, Martin; Hobson, David G.; Jerome, Joseph - In: Finance and stochastics 27 (2023) 1, pp. 127-158
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How to re-enchant workplaces and organizations? An introduction to the special issue
Beltrán Martín, Inmaculada; Rodríguez Sánchez, Alma Ma - In: BRQ Business Research Quarterly 25 (2022) 1, pp. 2-7
Enchanting work is a polysemic term that can account for multiple interpretations. It can be defined as a feeling of being connected in an affirmative way to existence. In organizational terms, enchanted workplaces are places of wonder that allow people to be active agents, who can impact on...
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Diffusion on the peer-to-peer network
Riposo, Julien - In: Journal of risk and financial management : JRFM 15 (2022) 2, pp. 1-45
In a peer-to-peer complex environment, information is permanently diffused. Such an environment can be modeled as a graph, where there are flows of information. The interest of such modeling is that (1) one can describe the exchanges through time from an initial state of the network, (2) the...
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How to re-enchant workplaces and organizations? : an introduction to the special issue
Beltrán Martín, Inmaculada; Rodríguez Sánchez, Alma Ma - In: Business research quarterly : BRQ 25 (2022) 1, pp. 2-7
Enchanting work is a polysemic term that can account for multiple interpretations. It can be defined as a feeling of being connected in an affirmative way to existence. In organizational terms, enchanted workplaces are places of wonder that allow people to be active agents, who can impact on...
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Holistic view of intuition and analysis in leadership decision-making and problem-solving
Hallo, Leonie; Nguyen Tiep - In: Administrative Sciences : open access journal 12 (2022) 1, pp. 1-25
Making decisions is a key task for leaders and managers. Senior leaders are currently exposed to increasing amounts of data which they must process quickly in our current dynamic world. Complex factors in the business world are not always best approached through an analytical framework. Using...
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The seven-league scheme : deep learning for large time step Monte Carlo simulations of stochastic differential equations
Liu, Shuaiqiang; Grzelak, Lech A.; Oosterlee, Cornelis … - In: Risks : open access journal 10 (2022) 3, pp. 1-27
We propose an accurate data-driven numerical scheme to solve stochastic differential equations (SDEs), by taking large time steps. The SDE discretization is built up by means of the polynomial chaos expansion method, on the basis of accurately determined stochastic collocation (SC) points. By...
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Optimal control strategies for the premium policy of an insurance firm with jump diffusion assets and stochastic interest rate
Guerdouh, Dalila; Khelfallah, Nabil; Vives, Josep - In: Journal of risk and financial management : JRFM 15 (2022) 3, pp. 1-19
In this paper, we present a stochastic optimal control model to optimize an insurance firm problem in the case where its cash-balance process is assumed to be described by a stochastic differential equation driven by Teugels martingales. Noticing that the insurance firm is able to control its...
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Enotourism : analysis and case study
Bunghez, Corina Larisa - In: Journal of Eastern Europe research in business & … 2022 (2022), pp. 1-8
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Monologue and organization studies
Izak, Michal; Case, Peter; Ybema, Sierk - In: Organization studies : an international … 43 (2022) 9, pp. 1507-1522
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Survival and the ergodicity of corporate profitability
Mundt, Philipp; Alfarano, Simone; Milaković, Mishael - In: Management science : journal of the Institute for … 68 (2022) 5, pp. 3726-3734
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Operator semigroups in the mixed topology and the infinitesimal description of Markov processes
Goldys, Beniamin; Nendel, Max; Röckner, Michael - 2022
We define a class of not necessarily linear C0-semigroups (Pt)t≥0 on Cb(E) (more generally, on Cκ(E):=1κCb(E), for some growth bounding continuous function κ) equipped with the mixed topology τM1 for a large class of topological state spaces E. In the linear case we prove that such...
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Gender differences in the perception of motivations for consumer's online brand-related activities and their impacts on instagram
Nastisin, Ludovit; Jura, Anton; Fedorko, Richard; … - In: Marketing i menedžment innovacij : m&mi (2022) 2, pp. 86-93
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A fourier interpolation method for numerical solution of FBSDEs : global convergence, stability, and higher order discretizations
Oyono Ngou, Polynice; Hyndman, Cody - In: Journal of risk and financial management : JRFM 15 (2022) 9, pp. 1-32
The convolution method for the numerical solution of forward-backward stochastic differential equations (FBSDEs) was originally formulated using Euler time discretizations and a uniform space grid. In this paper, we utilize a tree-like spatial discretization that approximates the BSDE on the...
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A Deep Genetic Algorithm (Deep-Ga) Approach for High-Dimensional Nonlinear Parabolic Partial Differential Equations
Putri, Endah; Shahab, Muhammad Luthfi; Iqbal, Mohammad; … - 2022
Solving non-linear parabolic partial differential equations (PDEs) in high dimension becomes an interest for its curse of dimensionality problem. Recently, a deep learning method associated with a backward stochastic differential equation (deep-BSDE) to solve the PDEs draws intensive discussions...
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Three Kinds of Novel Multi-Symplectic Methods for Stochastic Hamiltonian Partial Differential Equations
Hong, Jialin; Hou, Baohui; Li, Qiang; Sun, Liying - 2022
Stochastic Hamiltonian partial differential equations, which possess the multi-symplectic conservation law, are an important and fairly large class of systems. The multi-symplectic methods inheriting the geometric features of stochastic Hamiltonian partial differential equations provide...
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Partial Information, Return Predictability and Identification of Linear Stochastic Differential Equations
Buccheri, Giuseppe - 2022
Asset allocation and option pricing models are often formulated by means of linear stochastic differential equations. We show that this class of models is not identifiable from information contained in discrete-time data when the expected return process is unobservable. The indeterminacy arises...
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Graphon Mean-Field Backward Stochastic Differential Equations With Jumps and Associated Dynamic Risk Measures
Amini, Hamed; Cao, Zhongyuan; Sulem, Agnes - 2022
We study graphon mean-field backward stochastic differential equations (BSDEs) with jumps and associated dynamic risk measures. We establish the existence, uniqueness and measurability of solutions under some regularity assumptions. For an interacting mean-field particle system with...
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The formation of strategic portfolio of the development of risk management in telecommunications enterprises during martial law and post-war conditions
Vynogradova, Olena; Pysar, Nadiia; Zakharzhevska, Alina - In: Technology audit and production reserves 6 (2022) 4/68, pp. 12-16
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Economic and distributional impacts of the proposed new Enveloped Property Transactions Tax : report for Government of Jersey Economics Unit
Head, Tiffany; Jones, Siôn; Koch, Laura; Pate, Luke - 2022
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Selection and application of appropriate analytical methods needed to assess the risks reducing the security of the protected system
Reits̆pís, Josef; Mas̆ĺan, Martin; Britchenko, Igor - In: Baltic Journal of Economic Studies 7 (2021) 3, pp. 1-8
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A new efficient approximation scheme for solving high-dimensional semilinear PDEs : control variate method for Deep BSDE solver
Takahashi, Akihiko; Tsuchida, Yoshifumi; Yamada, Toshihiro - 2021 - This version : August 10, 2021
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Supplementary file for "Sup-inf/inf-sup problem on choice of a probability measure by FBSDE approach"
Saito, Taiga; Takahashi, Akihiko - 2021
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Fiji Sugar Corporation: a legitimacy theory perspective
Azam, Mohammed Riaz; Nandan, Ruvendra Kumar - In: Asian journal of accounting & governance 15 (2021)
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Development status and future trends for Eurasian container land bridge transport
Hilmola, Olli-Pekka; Li, Weidong; Panova, Yulia - In: Logistics 5 (2021) 1/18, pp. 1-12
For decades, trade between Europe and China has grown consistently, which has resulted in increased container transportation volumes. Such transportation has been dominated by sea-based options. However, over the years, an air-based mode of transport was developed, while it has lately become...
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Analysis of factors affecting to the development of sub-production industry of the Republic of Kazakhstan
Sikhimbayeva, Dinar; Zulkharnay, Aziz; Zhakupov, Altynbek; … - In: Montenegrin journal of economics 17 (2021) 3, pp. 41-57
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Financial situation and challenges for management of SME hospitals : evidence from Poland
Szewieczek, Aleksandra - In: Serbian journal of management : an international … 16 (2021) 1, pp. 231-250
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Analysis of processes information flows and items as additional design factor in COBIT framework
Rozehnal, Petr; Novák, Vítězslav - In: Central European business review : CEBR 10 (2021) 4, pp. 63-82
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Hattendorff differential equation for multi-state Markov insurance models
Rajaram, Rajeev; Ritchey, Nathan - In: Risks : open access journal 9 (2021) 9, pp. 1-19
We derive a Hattendorff differential equation and a recursion governing the evolution of continuous and discrete time evolution respectively of the variance of the loss at time t random variable given that the state at time t is j, for a multistate Markov insurance model (denoted by 2σt(j)). We...
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Analysis of selected aspects of an organisation : the organisation as an instrument, an interest group and as a process
Gošnik, Dušan; Kavčič, Klemen - In: Managing global transitions : international research journal 19 (2021) 2, pp. 167-181
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Agro-industrial complex in the economic policy on Belarus
Adashkevich, Sviatlana - In: European research studies 24 (2021) 3, pp. 800-810
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Analysis of the stress management of policemen towards increasing job satisfaction
Kaczmarek, Aleksandra - In: European research studies 24 (2021) 4B, pp. 740-755
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A new efficient approximation scheme for solving high-dimensional semilinear PDEs : control variate method for Deep BSDE solver
Takahashi, Akihiko; Tsuchida, Yoshifumi; Yamada, Toshihiro - 2021
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Policy responses to COVID-19 crisis in Near East and North Africa : keeping food and agricultural systems alive : a review based on the FAO Food and Agriculture Policy Decision Ana...
FAO - 2021
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Dynamic optimal mean-variance portfolio selection with a 3/2 stochastic volatility
Zhang, Yumo - In: Risks : open access journal 9 (2021) 4, pp. 1-21
This paper considers a mean-variance portfolio selection problem when the stock price has a 3/2 stochastic volatility in a complete market. Specifically, we assume that the stock price and the volatility are perfectly negative correlated. By applying a backward stochastic differential equation...
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Analysis of determinants of work performance for seafarers based on Fuzzy Electre Model
Massami, Erick P.; Manyasi, Malima M. - In: Journal of shipping and trade 6 (2021), pp. 1-20
Nowadays, most shipping companies are aware of the importance of analysing seafarers' work performance. Thus, improving seafarers' work performance or finding out the ways by which seafarers' work performance can be enhanced is becoming one of the decisive factors for the success of any shipping...
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Consumer optimization and a first-order PDE with a non-smooth system
Hosoya, Yuhki - In: Operations research forum 2 (2021) 4, pp. 1-36
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The dynamics of Pareto distributed wealth in a small open economy
Birkner, Matthias; Scheuer, Niklas; Wälde, Klaus - 2021
We study a small open economy displaying Pareto-distributed wealth resulting from random death. The government runs a distribution scheme on inheritance. We present the mathematical background that allows to study the dynamics of means. We end up with ordinary differential equations for the mean...
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The asymmetric mispricing information in analysts' target prices
Green, Jeremiah; Hand, John R.; Sikochi, Anywhere - 2021
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Employee ownership and wealth inequality : a path to reducing wealth concentration
Dudley, Thomas; Rouen, Ethan - 2021
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Policy analysis of nationally determined contributions in the Europe and Central Asia region 2021
Wout, Tamara van't; Celikyilmaz, Gamze; Argüello … - 2021
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Organizational competitiveness : a systematic literature review
Kotenko, Stanislav; Heiets, Iryna; Yacout, Diina - In: Marketing i menedžment innovacij : m&mi (2021) 3, pp. 175-187
Persistent link: https://ebtypo.dmz1.zbw/10013162679
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Unbiased deep solvers for linear parametric PDEs
Sabate Vidales, Marc; Siska, David; Szpruch, Łukasz - In: Applied mathematical finance 28 (2021) 4, pp. 299-329
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A new efficient approximation scheme for solving high-dimensional semilinear PDEs : control variate method for Deep BSDE solver
Takahashi, Akihiko; Tsuchida, Yoshifumi; Yamada, Toshihiro - 2021 - Revised in August, November 2021, January and February 2022
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Supplementary file for "sup-inf/inf-sup problem on choice of a probability measure by FBSDE approach"
Saito, Taiga; Takahashi, Akihiko - 2021 - Revised in March 2021
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Asymptotic expansion and deep neural networks overcome the curse of dimensionality in the numerical approximation of Kolmogorov partial differential equations with nonlinear coeffi...
Takahashi, Akihiko; Yamada, Toshihiro - 2021
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The Introduction of Extrapolated Block Adams Moulton Methods for Solving First-order Delay Differential Equations
Chibuisi, C.; Osu, Bright O.; Ihedioha, S. A.; Olunkwa, C. - 2021
In this paper, the discrete schemes of extrapolated block Adams Moulton methods were obtained through the continuous formulation of the linear multistep collocation method by matrix inversion approach for the numerical solutions of first-order delay differential equations (DDEs) without the use...
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Convexity, Differential Equations, and Games
Flaam, Sjur Didrik - 2021
Theoretical and experimental studies of noncooperative games increasingly recognize Nash equilibrium as a limiting outcome of players' repeated interaction. This note, while sharing that view, illustrates and advocates combined use of convex optimization and differential equations, the purpose...
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'Ito's Lemma' and the Bellman Equation for Poisson Processes : An Applied View
Sennewald, Ken; Wälde, Klaus - 2021
Using the Hamilton-Jacobi-Bellman equation, we derive both a Keynes-Ramsey rule and a closed form solution for an optimal consumption-investment problem with labor income. The utility function is unbounded and uncertainty stems from a Poisson process. Our results can be derived because of the...
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