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subject:"Martingal"
~subject:"Control theory"
~subject:"Optionspreistheorie"
~type:"article"
~type_genre:"Aufsatz im Buch"
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Martingal
Control theory
Optionspreistheorie
Analysis
37
Mathematical analysis
37
Theorie
32
Theory
32
Stochastic process
18
Stochastischer Prozess
18
Option pricing theory
10
Kontrolltheorie
3
Numerical analysis
3
Numerisches Verfahren
3
Portfolio selection
3
Portfolio-Management
3
Black-Scholes model
2
Black-Scholes-Modell
2
Estimation theory
2
Mathematical programming
2
Mathematische Optimierung
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Schätztheorie
2
2000-2006
1
Aktienindex
1
Applications in finance and actuarial science
1
Ausreißer
1
Black-Scholes multidimensional equation
1
Comparison
1
Consumption
1
Data envelopment analysis
1
Data-Envelopment-Analyse
1
Derivat
1
Derivative
1
Dimension
1
Double barrier
1
Economy of time
1
Erwartungsnutzen
1
Evolutionary algorithm
1
Evolutionärer Algorithmus
1
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1
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Aufsatz im Buch
Article in journal
158
Aufsatz in Zeitschrift
158
Book section
14
Language
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English
14
Author
All
Chiarella, Carl
2
Achdou, Yves
1
Alobaidi, Ghada
1
Barndorff-Nielsen, Ole E.
1
Bartosiewicz, Zbigniew
1
Benth, Fred Espen
1
Borak, Szymon
1
Chevance, D.
1
Dempster, Michael A. H.
1
Detlefsen, Kai
1
Di Nunno, Giulia
1
Guillaume, Tristan
1
Hassan, Nadima el
1
Hong, S. S. G.
1
Hu, Ying
1
Härdle, Wolfgang
1
Krasin, Vladislav Y.
1
Kucera, Adam
1
Lamberton, Damien
1
Mallier, Roland
1
Melʹnikov, Aleksandr V.
1
Mozyrska, Dorota
1
Pamen, Olivier Menoukeu
1
Pironneau, Olivier
1
Proske, Frank
1
Schweizer, Martin
1
Veraart, Almut E. D.
1
Ziogas, Andrew
1
Ziveyi, Jonathan
1
Øksendal, Bernt K.
1
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Advanced mathematical methods for finance
3
Mathematical control theory and finance
2
Aspects of mathematical finance
1
Computational methods in financial engineering : essays in honour of Manfred Gilli
1
Contemporary quantitative finance : essays in honour of Eckhard Platen
1
Decision making and risk/return optimization in financial economics
1
Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
1
Mathematical modeling and numerical methods in finance : special volume
1
Numerical methods in finance
1
Optimality and risk - modern trends in mathematical finance : the Kabanov Festschrift
1
Statistical tools for finance and insurance
1
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ECONIS (ZBW)
14
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On the multidimensional Black-Scholes partial differential equation
Guillaume, Tristan
- In:
Decision making and risk/return optimization in …
,
(pp. 229-251)
.
2019
Persistent link: https://www.econbiz.de/10012134802
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2
Some new BSDE results for an infinite-horizon stochastic control problem
Hu, Ying
;
Schweizer, Martin
- In:
Advanced mathematical methods for finance
,
(pp. 367-395)
.
2011
Persistent link: https://www.econbiz.de/10008991281
Saved in:
3
A general maximum principle for anticipative stochastic control and applications to insider trading
Di Nunno, Giulia
;
Pamen, Olivier Menoukeu
;
Øksendal, …
- In:
Advanced mathematical methods for finance
,
(pp. 181-221)
.
2011
Persistent link: https://www.econbiz.de/10008991293
Saved in:
4
Ambit processes and stochastic partial differential equations
Barndorff-Nielsen, Ole E.
;
Benth, Fred Espen
;
Veraart, …
- In:
Advanced mathematical methods for finance
,
(pp. 35-74)
.
2011
Persistent link: https://www.econbiz.de/10008991339
Saved in:
5
Representation of American option prices under Heston stochastic volatility dynamics using integral transforms
Chiarella, Carl
;
Ziogas, Andrew
;
Ziveyi, Jonathan
- In:
Contemporary quantitative finance : essays in honour of …
,
(pp. 281-315)
.
2010
Persistent link: https://www.econbiz.de/10008749199
Saved in:
6
Partial differential equations for option pricing
Pironneau, Olivier
;
Achdou, Yves
-
2009
Persistent link: https://www.econbiz.de/10003827016
Saved in:
7
On comparison theorem and its applications to finance
Krasin, Vladislav Y.
;
Melʹnikov, Aleksandr V.
- In:
Optimality and risk - modern trends in mathematical …
,
(pp. 171-181)
.
2009
Persistent link: https://www.econbiz.de/10003948437
Saved in:
8
Carleman linearization of linearly observable polynomial systems
Mozyrska, Dorota
;
Bartosiewicz, Zbigniew
- In:
Mathematical control theory and finance
,
(pp. 311-323)
.
2008
Persistent link: https://www.econbiz.de/10003755886
Saved in:
9
Numerical methods for backward stochastic differential equations
Chevance, D.
- In:
Numerical methods in finance
,
(pp. 232-244)
.
2008
Persistent link: https://www.econbiz.de/10003723947
Saved in:
10
Options and partial differential equations
Lamberton, Damien
- In:
Aspects of mathematical finance
,
(pp. 53-61)
.
2008
Persistent link: https://www.econbiz.de/10003653406
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