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ECONIS (ZBW)
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RePEc
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1
Quickest detection problems for Ornstein-Uhlenbeck processes
Glover, Kristoffer
;
Peskir, Goran
- In:
Mathematics of operations research
49
(
2024
)
2
,
pp. 1045-1064
Persistent link: https://www.econbiz.de/10014564929
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2
Deterministic approximation of a stochastic imitation dynamics with memory
Aydogmus, Ozgur
;
Kang, Yun
- In:
Dynamic games and applications : DGA
14
(
2024
)
3
,
pp. 525-548
Persistent link: https://www.econbiz.de/10014556732
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3
Mixed zero-sum stochastic differential game and doubly reflected BSDEs with a specific generator
El Asri, Brahim
;
Ourkiya, Nacer
- In:
Dynamic games and applications : DGA
14
(
2024
)
3
,
pp. 549-577
Persistent link: https://www.econbiz.de/10014556746
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4
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
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5
Solution method and parameter estimation of uncertain partial differential equation with application to China's population
Yang, Lu
;
Liu, Yang
- In:
Fuzzy optimization and decision making : a journal of …
23
(
2024
)
1
,
pp. 155-177
Persistent link: https://www.econbiz.de/10014500867
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6
Pricing options on flow forwards by neural networks in a Hilbert space
Benth, Fred Espen
;
Detering, Nils
;
Galimberti, Luca
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 81-121
Persistent link: https://www.econbiz.de/10014447586
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7
Proposing Strategic Maqashid Management Framework (SMMF) to sustainable Islamic business : integrating Maqashid principles with strategic management theories
Amiruddin, Muhammad Majdy
- In:
Strategic Islamic Business and Management : Solutions …
,
(pp. 185-199)
.
2024
Persistent link: https://www.econbiz.de/10015047158
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8
Quantum-inspired variational algorithms for partial differential equations : application to financial derivative pricing
Zhao, Tianchen
;
Sun, Chuhao
;
Cohen, Asaf
;
Stokes, James
; …
- In:
Quantitative finance
24
(
2024
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10014551890
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9
The perturbation method applied to a robust optimization problem with constraint
Luo, Peng
;
Schied, Alexander
;
Xue, Xiaole
- In:
Mathematics and financial economics
18
(
2024
)
1
,
pp. 95-112
Persistent link: https://www.econbiz.de/10015045584
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10
Sharp L¹-approximation of the log-Heston stochastic differential equation by Euler-type methods
Mickel, Annalena
;
Neuenkirch, Andreas
- In:
The journal of computational finance
26
(
2023
)
4
,
pp. 67-100
Persistent link: https://www.econbiz.de/10014342066
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