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~isPartOf:"Dynamic games and applications : DGA"
~isPartOf:"Journal of econometrics"
~isPartOf:"Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business"
~subject:"Stochastischer Prozess"
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Search: subject_exact:"Differentialrechnung"
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Stochastischer Prozess
Analysis
15
Mathematical analysis
15
Stochastic process
13
Stochastic game
5
Stochastisches Spiel
5
Control theory
4
Kontrolltheorie
4
Estimation theory
3
Game theory
3
Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Schätztheorie
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Spieltheorie
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Stochastic differential equation
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Backward stochastic differential equation
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Börsenkurs
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Evolutionäre Spieltheorie
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Schätzung
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Volatilität
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ARCH model
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Backward stochastic differential equations
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Sørensen, Michael
3
Kim, Donggyu
2
Wang, Yazhen
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Chan, Kung-sik
1
Cui, Xiangyu
1
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1
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1
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1
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1
Kang, Yun
1
Küchler, Uwe
1
Lu, Zhiping
1
Moon, Jun
1
Mu, Rui
1
Nie, Tianyang
1
Ourkiya, Nacer
1
Shi, Jingtao
1
Song, Xinyu
1
Su, Fei
1
Theodorou, Evangelos
1
Tsiotras, Panagiotis
1
Uchida, Masayuki
1
Wang, Falei
1
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1
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1
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Dynamic games and applications : DGA
Journal of econometrics
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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
Journal of mathematical finance
9
Mathematics of operations research
8
Quantitative finance
7
Annals of finance
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CoFE discussion papers
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Contemporary quantitative finance : essays in honour of Eckhard Platen
6
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Applied mathematical finance
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CESifo working papers
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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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Journal of economic dynamics & control
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Risks : open access journal
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SFB 649 discussion paper
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Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
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Advanced mathematical methods for finance
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CIRJE discussion papers / F series
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Economic modelling
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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ECONIS (ZBW)
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1
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
Saved in:
2
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
Saved in:
3
Maximum principle for general partial information nonzero sum stochastic differential games and applications
Nie, Tianyang
;
Wang, Falei
;
Yu, Zhiyong
- In:
Dynamic games and applications : DGA
12
(
2022
)
2
,
pp. 608-631
Persistent link: https://www.econbiz.de/10013198740
Saved in:
4
Risk-sensitive nonzero-sum stochastic differential game with unbounded coefficients
Hamadène, Said
;
Mu, Rui
- In:
Dynamic games and applications : DGA
11
(
2021
)
1
,
pp. 84-108
Persistent link: https://www.econbiz.de/10012487911
Saved in:
5
Volatility analysis with realized GARCH-Itô models
Song, Xinyu
;
Kim, Donggyu
;
Yuan, Huiling
;
Cui, Xiangyu
; …
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 393-410
Persistent link: https://www.econbiz.de/10012619433
Saved in:
6
A Stackelberg game of backward stochastic differential equations with applications
Zheng, Yueyang
;
Shi, Jingtao
- In:
Dynamic games and applications : DGA
10
(
2020
)
4
,
pp. 968-992
Persistent link: https://www.econbiz.de/10012628843
Saved in:
7
Stochastic differential games : a sampling approach via FBSDEs
Exarchos, Ioannis
;
Theodorou, Evangelos
;
Tsiotras, …
- In:
Dynamic games and applications : DGA
9
(
2019
)
2
,
pp. 486-505
Persistent link: https://www.econbiz.de/10012225457
Saved in:
8
Risk-sensitive mean field games via the stochastic maximum principle
Moon, Jun
;
Başar, Tamer
- In:
Dynamic games and applications : DGA
9
(
2019
)
4
,
pp. 1100-1125
Persistent link: https://www.econbiz.de/10012226193
Saved in:
9
Unified discrete-time and continuous-time models and statistical inferences for merged low-frequency and high-frequency financial data
Kim, Donggyu
;
Wang, Yazhen
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 220-230
Persistent link: https://www.econbiz.de/10011705111
Saved in:
10
Quasi-likelihood estimation of a threshold diffusion process
Su, Fei
;
Chan, Kung-sik
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 473-484
Persistent link: https://www.econbiz.de/10011504631
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