//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Zinsstruktur"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial economics"
~subject:"Martingal"
~subject:"Mathematical programming"
~subject:"Theorie"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Differenzialrechnung"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Zinsstruktur
Martingal
Mathematical programming
Theorie
Analysis
4
Mathematical analysis
4
Stochastic process
4
Stochastischer Prozess
4
Theory
3
CAPM
1
Credit risk
1
Epstein-Zin utilities
1
Epstein-Zin utility
1
Kreditrisiko
1
Martingale
1
Mathematische Optimierung
1
Option pricing theory
1
Optionspreistheorie
1
Poisson equations
1
Probability theory
1
Wahrscheinlichkeitsrechnung
1
backward stochastic differential equations
1
bounded martingale
1
consumption-based equilibrium model
1
consumption-investment problem
1
credit risk
1
diffusion process
1
first hitting time
1
information reduction
1
machine learning
1
online optimization
1
random horizons
1
stochastic differential equation
1
stochastic differential equations
1
stochastic gradient descent
1
stochastic partial differential equations
1
stochastic survival probability
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Aurand, Joshua
1
Huang, Yu-Jui
1
Jeanblanc, Monique
1
Sirignano, Justin
1
Vrins, Frédéric
1
Wang, Ziheng
1
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial economics
Discussion papers of interdisciplinary research project 373
15
Mathematical finance : an international journal of mathematics, statistics and financial theory
13
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
12
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
10
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
9
Insurance / Mathematics & economics
9
Mathematics Preprint Archive
9
SFB 649 discussion paper
9
CoFE discussion papers
7
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
7
CESifo working papers
6
Contemporary quantitative finance : essays in honour of Eckhard Platen
6
International journal of theoretical and applied finance
6
Finance and stochastics
5
Journal of economic dynamics & control
5
Journal of mathematical finance
5
Macroeconomic dynamics
5
Probability theory and related fields
5
Advanced mathematical methods for finance
4
Annals of finance
4
Diskussionsbeiträge / Fachbereich Wirtschaftswissenschaft, FernUniversität in Hagen : Diskussionspapier
4
Journal of mathematical economics
4
Lecture notes in economics and mathematical systems : LNEMS
4
Lehrbuch
4
Mathematical control theory and finance
4
Mathematics of operations research
4
Springer eBook Collection
4
The journal of computational finance
4
Tübinger Diskussionsbeitrag
4
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
4
Applied mathematical finance
3
CREATES research paper
3
Decisions in economics and finance : DEF ; a journal of applied mathematics
3
Discussion paper / Tinbergen Institute
3
Economic modelling
3
Journal of economic theory
3
Series of monographs of contemporary social systems solutions
3
SpringerLink / Bücher
3
Volkswirtschaftliche Diskussionsbeiträge
3
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Continuous-time stochastic gradient descent for optimizing over the stationary distribution of stochastic differential equations
Wang, Ziheng
;
Sirignano, Justin
- In:
Mathematical finance : an international journal of …
34
(
2024
)
2
,
pp. 348-424
Persistent link: https://www.econbiz.de/10014514766
Saved in:
2
Epstein-Zin utility maximization on a random horizon
Aurand, Joshua
;
Huang, Yu-Jui
- In:
Mathematical finance : an international journal of …
33
(
2023
)
4
,
pp. 1370-1411
Persistent link: https://www.econbiz.de/10014370670
Saved in:
3
Conic martingales from stochastic integrals
Jeanblanc, Monique
;
Vrins, Frédéric
- In:
Mathematical finance : an international journal of …
28
(
2018
)
2
,
pp. 516-535
Persistent link: https://www.econbiz.de/10012166968
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->