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subject:"Mathematics"
~person:"Belak, Christoph"
~person:"Gao, Jinwu"
~person:"Yamada, Toshihiro"
~subject:"Volatility"
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Belak, Christoph
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Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
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Stability analysis for uncertain differential equation by Lyapunov's second method
Huang, Zhiyong
;
Zhu, Chunliu
;
Gao, Jinwu
- In:
Fuzzy optimization and decision making : a journal of …
20
(
2021
)
1
,
pp. 129-144
Persistent link: https://www.econbiz.de/10012487848
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2
Acceleration of Automatic Differentiation of Solutions to Parabolic Partial Differential Equations : A Higher Order Discretization
Tokutome, Kimiki
-
2020
The paper proposes a new automatic/algorithmic differentiation for the solutions to partial differential equations of parabolic type. In particular, we provide a higher order discretization scheme which is a natural extension of the standard automatic differentiation. A Brownian polynomial...
Persistent link: https://www.econbiz.de/10012833138
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3
Backward nonlinear expectation equations
Belak, Christoph
;
Seiferling, Thomas
;
Seifried, Frank Thomas
- In:
Mathematics and financial economics
12
(
2018
)
1
,
pp. 111-134
Persistent link: https://www.econbiz.de/10011963319
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4
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
Persistent link: https://www.econbiz.de/10011619975
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5
Some stability theorems of uncertain differential equation
Yao, Kai
;
Gao, Jinwu
;
Gao, Yuan
- In:
Fuzzy optimization and decision making : a journal of …
12
(
2013
)
1
,
pp. 3-13
Persistent link: https://www.econbiz.de/10009726187
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