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~isPartOf:"Applied mathematical finance"
~isPartOf:"Journal of mathematical finance"
~subject:"Black-Scholes-Merton Options Pricing"
~subject:"Stochastischer Prozess"
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Search: subject_exact:"Differentialrechnung"
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Black-Scholes-Merton Options Pricing
Stochastischer Prozess
Analysis
19
Mathematical analysis
19
Stochastic process
14
Option pricing theory
11
Optionspreistheorie
11
Theorie
7
Theory
7
Volatility
4
Volatilität
4
Experiment
3
Portfolio selection
3
Portfolio-Management
3
Backward Stochastic Differential Equation
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Black-Scholes-Modell
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Control theory
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Finanzmathematik
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Mathematical finance
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partial differential equations
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And phrases: binomial tree model
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Backward Stochastic Differential Equation with Jumps
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Black-Scholes Partial Differential Equation
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Brownian Local Time
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Brownian Motion
1
Börsenkurs
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1
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1
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Clustering
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1
Ackora-Prah, Joseph
1
Andam, Perpetual Saah
1
Baptiste, Julien
1
Buetow, Gerald W.
1
Chen, Zengjing
1
Chevalier, Etienne
1
Cupidon, Jean René
1
Di Giacinto, Marina
1
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1
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1
He, Kun
1
Hyppolite, Judex
1
Kadry, Seifedine
1
Kalsi, Jasdeep
1
Kulperger, Reg
1
Lim, Thomas
1
Lépinette, Emmanuel
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Mataramvura, Sure
1
Newbury, James
1
Ninomiya, Syoiti
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Okedoye, Michael Akindele
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Omoregbe, Nicholas Amienwan
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Shao, Yi
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Applied mathematical finance
Journal of mathematical finance
Discussion papers of interdisciplinary research project 373
17
International journal of theoretical and applied finance
16
Insurance / Mathematics & economics
15
The journal of computational finance
12
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
Finance and stochastics
9
Mathematics of operations research
8
Dynamic games and applications : DGA
7
Quantitative finance
7
Annals of finance
6
CoFE discussion papers
6
Contemporary quantitative finance : essays in honour of Eckhard Platen
6
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
6
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
6
CESifo working papers
5
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
5
International journal of financial engineering
5
Journal of economic dynamics & control
5
Probability theory and related fields
5
Risks : open access journal
5
SFB 649 discussion paper
5
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
5
Advanced mathematical methods for finance
4
CIRJE discussion papers / F series
4
Economic modelling
4
Mathematical finance : an international journal of mathematics, statistics and financial economics
4
Mathematical methods of operations research
4
Mathematics and financial economics
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Asia-Pacific financial markets
3
CARF working paper
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CREATES research paper
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Diskussionsbeiträge / Fakultät Wirtschaftswissenschaft, FernUniversität in Hagen
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Journal of econometrics
3
Journal of mathematical economics
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Scandinavian actuarial journal
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The journal of computational finance : JFC
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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ECONIS (ZBW)
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1
A clustering method to solve backward stochastic differential equations with jumps
Zhang, Liangliang
- In:
Journal of mathematical finance
10
(
2020
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10012545300
Saved in:
2
Limit order books, diffusion approximations and reflected SPDEs : from microscopic to macroscopic models
Hambly, Ben
;
Kalsi, Jasdeep
;
Newbury, James
- In:
Applied mathematical finance
27
(
2020
)
1/2
,
pp. 132-170
Persistent link: https://www.econbiz.de/10012254111
Saved in:
3
Introducing the power series method to numerically approximate contingent claim partial differential equations
Buetow, Gerald W.
;
Sochacki, James
- In:
Journal of mathematical finance
9
(
2019
)
4
,
pp. 616-636
Persistent link: https://www.econbiz.de/10012433130
Saved in:
4
Numerical methods in financial and actuarial applications : a stochastic maximum principle approach
Di Giacinto, Marina
- In:
Journal of mathematical finance
8
(
2018
)
2
,
pp. 283-301
Persistent link: https://www.econbiz.de/10011874735
Saved in:
5
Volatility targeting using delayed diffusions
Torricelli, Lorenzo
- In:
Applied mathematical finance
25
(
2018
)
3/4
,
pp. 213-246
Persistent link: https://www.econbiz.de/10012128945
Saved in:
6
Diffusion equations : convergence of the functional scheme derived from the binomial tree with local volatility for non smooth payoff functions
Baptiste, Julien
;
Lépinette, Emmanuel
- In:
Applied mathematical finance
25
(
2018
)
5/6
,
pp. 511-532
Persistent link: https://www.econbiz.de/10012129179
Saved in:
7
Theories on the relationship between price process and stochastic volatility matrix with compensated poisson jump using fourier transforms
Andam, Perpetual Saah
;
Ackora-Prah, Joseph
; …
- In:
Journal of mathematical finance
7
(
2017
)
3
,
pp. 633-656
Persistent link: https://www.econbiz.de/10011752419
Saved in:
8
Portfolio optimization problem with delay under Cox-Ingersoll-Ross model
A, Chunxiang
;
Shao, Yi
- In:
Journal of mathematical finance
7
(
2017
)
3
,
pp. 699-717
Persistent link: https://www.econbiz.de/10011752489
Saved in:
9
Indifference fee rate for variable annuities
Chevalier, Etienne
;
Lim, Thomas
;
Romero, Ricardo Romo
- In:
Applied mathematical finance
23
(
2016
)
3/4
,
pp. 278-308
Persistent link: https://www.econbiz.de/10011704242
Saved in:
10
A target zone model where the fundamentals follow a geometric Brownian motion
Cupidon, Jean René
;
Hyppolite, Judex
- In:
Journal of mathematical finance
6
(
2016
)
5
,
pp. 866-886
Persistent link: https://www.econbiz.de/10011657698
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