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  • Search: subject_exact:"Calculus"
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Year of publication
Subjects
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Analysis 333 Mathematical analysis 333 Theorie 253 Theory 253 Stochastic process 112 Stochastischer Prozess 112 Option pricing theory 70 Optionspreistheorie 70 Finanzmathematik 25 Mathematical finance 20 Portfolio selection 20 Portfolio-Management 20 Volatilität 20 Mathematik 19 Volatility 19 Mathematics 18 Control theory 16 Kontrolltheorie 16 calculus 15 Black-Scholes model 14 Black-Scholes-Modell 14 Mathematical programming 14 Mathematische Optimierung 14 Monte-Carlo-Simulation 14 Hedging 13 Malliavin calculus 13 Monte Carlo simulation 13 Economic models 12 Estimation theory 12 Martingal 12 Martingale 12 Schätztheorie 12 equation 12 equations 12 probabilities 11 probability 11 Derivat 10 Derivative 10 correlation 10 random variables 10
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Online availability
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Free 105 Undetermined 4
Type of publication
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Book / Working Paper 223 Article 134
Type of publication (narrower categories)
All
Graue Literatur 139 Non-commercial literature 139 Arbeitspapier 127 Working Paper 127 Article in journal 100 Aufsatz in Zeitschriften 100 Article in book 29 Aufsatz im Buch 29 Lehrbuch 26 Dissertation 22 Thesis 22 Hochschulschrift 20 Collection of articles of several authors 9 Sammelwerk 9 Bibliographie enthalten 4 Bibliography included 4 Collection of articles written by one author 3 Forschungsbericht 3 Sammlung 3 Congress report 2 Kongressschrift 2 Aufsatzsammlung 1 Bibliographie 1 CD-ROM, DVD 1 Case study 1 Einführung 1 Fallstudie 1 Glossar enthalten 1 Glossary included 1 Kongress 1 Nachschlagewerk 1 reference book 1
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Language
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English 310 German 39 Undetermined 6 French 1 Russian 1
Persons
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Platen, Eckhard 12 Kohlmann, Michael 10 Chiarella, Carl 9 Küchler, Uwe 8 Leitner, Johannes 6 Sennewald, Ken 6 Wälde, Klaus 6 Horst, Ulrich 5 Singer, Hermann 4 Zhou, Xun Yu 4 Ziogas, Andrew 4 Basurto, Miguel A. Segoviano 3 Buckwar, Evelyn 3 Caporale, Guglielmo Maria 3 Cerrato, Mario 3 Fanelli, Viviana 3 Frontczak, Robert 3 Grüne, Lars 3 Hu, Ying 3 Imkeller, Peter 3 Kitahara, Munenori 3 La Torre, Davide 3 Larek, Emil 3 Liesenfeld, Roman 3 Mazzoni, Thomas 3 Meyer-Gohde, Alexander 3 Moura, Guilherme Valle 3 Musti, Silvana 3 Sørensen, Michael 3 Takahashi, Akihiko 3 Yamada, Toshihiro 3 Zhu, Jianwei 3 Baltazar-Larios, Fernando 2 Barndorff-Nielsen, Ole E. 2 Bender, Christian 2 Benth, Fred Espen 2 Bobzin, Hagen 2 Borak, Szymon 2 Bradley, Gerald L. 2 Carmona, René 2
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Institutions
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International Monetary Fund (IMF) 12 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 8 International Monetary Fund 1 International Symposium on Generalized Convexity, Monotonicity <8, 2005, Varese> 1 Loughborough University / Department of Economics 1 Springer Fachmedien Wiesbaden GmbH 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
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Published in...
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney 13 IMF Working Papers 12 SFB 649 discussion paper 9 Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse 8 Discussion paper series 8 Discussion papers of interdisciplinary research project 373 8 Mathematical finance : an international journal of mathematics, statistics and financial theory 8 CoFE discussion papers 7 Contemporary quantitative finance : essays in honour of Eckhard Platen 6 International journal of theoretical and applied finance 6 CESifo working papers 5 Journal of mathematical economics 5 Advanced mathematical methods for finance 4 Decisions in economics and finance : DEF ; a journal of applied mathematics 4 Discussion paper 4 Diskussionsbeiträge / Fachbereich Wirtschaftswissenschaft, FernUniversität in Hagen : Diskussionspapier 4 Lecture notes in economics and mathematical systems : LNEMS 4 Macroeconomic dynamics 4 Mathematical control theory and finance 4 Tübinger Diskussionsbeitrag 4 Working papers 4 Applied mathematical finance 3 Das Wirtschaftsstudium : wisu : Zeitschrift für Ausbildung, Prüfung, Berufseinstieg und Fortbildung 3 Probability theory and related fields 3 Series of monographs of contemporary social systems solutions 3 Volkswirtschaftliche Diskussionsbeiträge 3 Asia-Pacific financial markets 2 Beiträge aus dem Institut für Statistik und Ökonometrie der Universität Hamburg 2 CEPAL review 2 CREATES research paper 2 Discussion paper / Tinbergen Institute 2 Discussion papers / Graduate School of Economics, Hitotsubashi University 2 Diskussionsbeiträge / Fachbereich Wirtschaftswissenschaft, Universität Saarbrücken 2 Diskussionsbeiträge / Fakultät Wirtschaftswissenschaft, FernUniversität in Hagen 2 Dresden discussion paper series in economics 2 Economic modelling 2 Economic theory 2 European journal of operational research : EJOR 2 Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty 2 Information & management : the internat. journal of management processes and systems : journal of IFIP Users Group 2
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Sources
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ECONIS (ZBW) 335 RePEc 17 USB Cologne (EcoSocSci) 5
Showing 1 - 50 of 357
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Economic calculus or personal and social values? : a micro-econometric analysis of the acceptance of climate and energy policy measures
Ziegler, Andreas - 2017
Based on data from a representative survey among more than 2200 households, this paper empirically examines the agreement to the German energy transition in total and to six single energy policy measures, which are components of this challenging national policy approach. Our micro-econometric...
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On the relation between turnpike properties for finite and infinite horizon optimal control problems
Grüne, Lars; Kellett, Christopher M.; Weller, Steven R. - 2017
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Unified growth theory contradicted by the mathematical analysis of the historical growth of human population
Nielsen, Ron W. - In: Journal of economics and political economy : JEPE 3 (2016) 2, pp. 242-263
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A generalization of Fatou's lemma for extended real-valued functions on o-finite measure spaces : with an application to infinite-horizon optimization in discrete time
Kamihigashi, Takashi - 2016 - Revised January 10, 2017
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On the complex dynamics of a bounded rational monopolist model
Sarafopoulos, Georges - In: International journal of business and economic sciences … 8 (2015) 1, pp. 113-120
Purpose - The main purpose of this paper is to investigate the dynamic behavior of a bounded rational monopolist with a general nonlinear demand and quadratic cost functions reflecting diseconomies of scales. Design/methodology/approach - We suppose that locally the monopoly firm uses a gradient...
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F.A. Hayek and the economic calculus
Caldwell, Bruce - 2015
The paper offers a revisionist account of certain episodes in the development of F. A. Hayek's thought. It offers a new reading of his 1937 paper, "Economics and Knowledge," that draws on unpublished lecture notes in which he articulated more fully the distinctions he made in the paper between a...
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A weak approximation with Malliavin weights for local stochastic volatility model
Yamada, Toshihiro - In: International journal of financial engineering 4 (2017) 1, pp. 1-17
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Mathematical analysis of financial model on market price with stochastic volatility
Mondal, Mitun Kumar; Alim, Md. Abdul; Rahman, Md. Faizur; … - In: Journal of mathematical finance 7 (2017) 2, pp. 351-365
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Socioemotional wealth's implications in the calculus of the minimum rate of return required by family businesses' owners
Martínez Romero, Ma José; Ramírez, Alfonso A. Rojo - In: Review of managerial science 11 (2017) 1, pp. 95-118
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Performance analysis of the optimal strategy under partial information
Bel Hadj Ayed, Ahmed; Loeper, Grégoire; El Aoud, Sofiene; … - In: International journal of theoretical and applied finance 20 (2017) 2, pp. 1-21
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Privacy calculus and its utility for personalization services in e-commerce : an analysis of consumer decision-making
Zhu, Hui; Ou, Carol X. J.; Heuvel, Willem-Jan van den; … - In: Information & management : the internat. journal of … 54 (2017) 4, pp. 427-437
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Walking on two legs : culture and calculus in European Union development cooperation
Gavas, Mikaela; Maxwell, Simon - In: Development policy review 35 (2017) 4, pp. 587-597
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CALCULUS AND FREE WILL IN THE ECONOMIC DECISION
DINGA, Emil - In: Journal of Financial and Monetary Economics 1 (2014) 1, pp. 25-29
Starting from the Derrida’s belief (i.e., the freedom begins where/when the calculus ends), the paper discusses the frontier between the necessity and the liberty in taking the economic decision. In the context, the necessity is thought as being the logical consequence (effect) of the...
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Consumption-investment problems with stochastic mortality risk
Schendel, Lorenz S. - 2014 - This version: March 3, 2014
I numerically solve realistically calibrated life cycle consumption-investment problems in continuous time featuring stochastic mortality risk driven by jumps, unspanned labor income as well as short-sale and liquidity constraints and a simple insurance. I compare models with deterministic and...
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A Lyapunov function for economic MPC without terminal conditions
Grüne, Lars; Stieler, Marleen - 2014
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Asymptotic stability and transient optimality of economic MPC without terminal conditions
Grüne, Lars; Stieler, Marleen - 2014
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On the stability of equilibrium for a reformulated foreign trade model of three countries
Dassios, Ioannis K.; Kalogeropoulos, Grigoris - In: Journal of industrial engineering international 10 (2014), pp. 1-9
In this paper, we study the stability of equilibrium for a foreign trade model consisting of three countries. As the gravity equation has been proven an excellent tool of analysis and adequately stable over time and space all over the world, we further enhance the problem to three masses. We use...
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Matching, regression discontinuity, difference in differences, and beyond
Lee, Myoung-jae - 2016
Machine generated contents note: -- Chapter 1: Basics of Treatment Effect Analysis -- Chapter 2: Matching -- Chapter 3: Non-Matching and Sample Selection -- Chapter 4: Regression Discontinuity (RD) -- Chapter 5: Difference in Differences (DD) -- Chapter 6: Triple Difference (TD) and Beyond --...
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Stochastische Integration : eine Einführung in die Finanzmathematik
Hoffmann, Michael - 2016
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Quasi-linear integrability
Nocke, Volker; Schutz, Nicolas - 2016
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A class of nonparametric density derivative estimators based on global Lipschitz conditions
Mynbaev, Kairat T.; Martins-Filho, Carlos; Aipenova, Aziza - In: Essays in honor of Aman Ullah, (pp. 591-615). 2016
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Modeling and pricing precipitation derivatives under weather forecasts
Hess, Markus - In: International journal of theoretical and applied finance 19 (2016) 7, pp. 1-29
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Valuation of barrier options via a general self-duality
Alòs, Elisa; Chen, Zhanyu; Rheinländer, Thorsten - In: Mathematical finance : an international journal of … 26 (2016) 3, pp. 492-515
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A mathematical note on stabilization policy and dynamic inefficiency
Yabuta, Masahiro - In: Essays in economic dynamics : theory, simulation …, (pp. 245-258). 2016
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An asymptotic expansion for forward-backward SDEs : a malliavin calculus approach
Takahashi, Akihiko; Yamada, Toshihiro - In: Asia-Pacific financial markets 23 (2016) 4, pp. 337-373
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Is the refining margin stationary?
Población, Javier; Serna, Gregorio - In: International review of economics & finance : IREF 44 (2016), pp. 169-186
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Alternative methods to derive option pricing models : review and comparison
Lee, Cheng F.; Chen, Yibing; Lee, John - In: Review of quantitative finance and accounting 47 (2016) 2, pp. 417-451
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External debt in macroeconomics : a review
Lee, Kelvin; Thampapillai, Dodo J. - In: International journal of economics and business research 12 (2016) 2, pp. 103-118
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Economic freedom of North America at state borders
Murphy, Ryan - In: Journal of institutional economics 12 (2016) 4, pp. 885-893
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Option pricing in stochastic volatility models driven by fractional Lévy processes
Tong, Zhigang - In: International journal of financial markets and derivatives 5 (2016) 1, pp. 56-75
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Computation of Greeks in LIBOR models driven by time : inhomogeneous Lévy processes
Eberlein, Ernst; Eddahbi, M'hamed; Cherif, Sidi Mohamed … - In: Applied mathematical finance 23 (2016) 3/4, pp. 236-260
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Consumer behaviour with environmental and social externalities : implications for analysis and policy
Dasgupta, Partha; Southerton, Dale; Ulph, Alistair; … - In: Environmental & resource economics : the official … 65 (2016) 1, pp. 191-226
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Motivation and Performance in Learning Calculus through Problem-Based Learning
Mokhtar, Mohd Zin; Tarmizi, Rohani Ahmad; Ayub, Ahmad … - In: International Journal of Asian Social Science 3 (2013) 9, pp. 1999-2005
Problem-based learning (PBL) as a student centered and active learning strategies can be used to improve students’ motivation, interests and often lead to deep level learning outcomes in calculus to enrich performance. Objectives of this study are to (i) identify students’ level of...
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Inference for systems of stochastic differential equations from discretely sampled data : a numerical maximum likelihood approach
Lux, Thomas - 2012
Maximum likelihood estimation of discretely observed diffusion processes is mostly hampered by the lack of a closed form solution of the transient density. It has recently been argued that a most generic remedy to this problem is the numerical solution of the pertinent Fokker-Planck (FP) or...
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The economic dynamics of inflation and unemployment
Todorova, Tamara - 2012 - Received November 18, 2011; revised December 21, 2011; accepted January 3, 2012
We study the time path of inflation and unemployment using the Blanchard treatment of the relationship between the two and taking the monetary policy condition into account. We solve the model both in continuous and discrete time and compare the results. The economic dynamics of inflation and...
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The British lookback option with fixed strike
Kitapbayev, Yerkin - In: Applied mathematical finance 22 (2015) 3/4, pp. 238-260
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Is financial literacy an economic good?
Castro, Rubén; Fortunato, Andrés - In: CEPAL review (2015) 116, pp. 143-158
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A process perspective on trust in buyer-supplier relationships : "Calculus" ; an intrinsic component of trust evolution
Akrout, Houcine - In: European business review : EBR : the official journal … 27 (2015) 1, pp. 17-33
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Computation of Greeks for jump-diffusion models
Eddahbi, M'hamed; Cherif, Sidi Mohamed Lalaoui Ben; … - In: International journal of theoretical and applied finance 18 (2015) 6, pp. 1-30
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A dual privacy decision model for online social networks
James, Tabitha L.; Warkentin, Merrill; Collignon, … - In: Information & management : the internat. journal of … 52 (2015) 8, pp. 893-908
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Approximate hedging for nonlinear transaction costs on the volume of traded assets
Elie, Romuald; Lépinette, Emmanuel - In: Finance and stochastics 19 (2015) 3, pp. 541-581
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On error estimates for asymptotic expansions with Malliavin weights : application to stochastic volatility model
Takahashi, Akihiko; Yamada, Toshihiro - In: Mathematics of operations research 40 (2015) 3, pp. 513-541
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Local risk-minimization for Lévy markets
Arai, Takuji; Suzuki, Ryoichi - In: International journal of financial engineering 2 (2015) 2, pp. 1-28
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New solutions in legal informatics, economic sciences and mathematics
Kitahara, Munenori (ed.); Okamura, Kazuaki (ed.) - 2015
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An Assessment of Estimates of Term Structure Models for the United States
Medeiros, Carlos I.; He, Ying - International Monetary Fund (IMF) - 2011
The paper assesses estimates of term structure models for the United States. To this end, this paper first describes the mathematics underlying two types of term structure models, namely the Nelson-Siegel and Cox, Ingersoll and Ross family of models, and the estimation techniques. It then...
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American options with multiple priors in continuous time
Vorbrink, Jörg - 2011
We investigate American options in a multiple prior setting of continuous time and determine optimal exercise strategies form the perspective of an ambiguity averse buyer. The multiple prior setting relaxes the presumption of a known distribution of the stock price process and captures the idea...
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Existence of arrow-debreu equilibrium with generalized stochastic differential utility
Beißner, Patrick - 2011
This paper establishes, in the setting of Brownian information, a general equilibrium existence result under a stochastic differential formulation of intertemporal recursive utility. The present class of utility functionals is generated by a backward stochastic differential equation and...
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Pricing and hedging under high-dimensional jump-diffusion models using partial differential equations
Hepperger, Peter Thomas - 2011
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Equilibrium pricing in incomplete markets under translation invariant preferences
Cheridito, Patrick (contributor); Horst, Ulrich (contributor) - 2011
We provide results on the existence and uniqueness of equilibrium in dynamically incomplete financial markets in discrete time. Our framework allows for heterogeneous agents, unspanned random endowments and convex trading constraints. In the special case where all agents have preferences of the...
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Robust consumption-investment problems with stochastic coefficients
Wopperer, Christoph - 2011
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