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subject:"Monte-Carlo-Simulation"
~isPartOf:"Annals of operations research"
~isPartOf:"Astin bulletin : the journal of the International Actuarial Association"
~subject:"Stochastic process"
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Annals of operations research
Astin bulletin : the journal of the International Actuarial Association
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International journal of theoretical and applied finance
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Contemporary quantitative finance : essays in honour of Eckhard Platen
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Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
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International journal of financial engineering
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On a new paradigm of optimal reinsurance : a stochastic stackelberg differential game between an insurer and a reinsurer
Lv, Chen
;
Shen, Yang
- In:
Astin bulletin : the journal of the International …
48
(
2018
)
2
,
pp. 905-960
Persistent link: https://www.econbiz.de/10011875926
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2
Optimal investment for a defined-contribution pension scheme under a regime switching model
Chen, An
;
Delong, Łukasz
- In:
Astin bulletin : the journal of the International …
45
(
2015
)
2
,
pp. 397-419
Persistent link: https://www.econbiz.de/10011312280
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3
Multilevel Monte Carlo for stochastic differential equations with additive fractional noise
Kloeden, Peter E.
;
Neuenkirch, Andreas
;
Pavani, Raffaella
-
2011
Persistent link: https://www.econbiz.de/10009305696
Saved in:
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