//--> //--> //--> //-->
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
~isPartOf:"Journal of economic theory"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~language:"eng"
~type_genre:"Working Paper"
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:"Differenzengleichung"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Analysis
13
Mathematical analysis
13
Theorie
10
Theory
10
Stochastic process
6
Stochastischer Prozess
6
Option pricing theory
5
Optionspreistheorie
5
Martingal
3
Martingale
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Credit derivative
2
Euler-Maruyama stochastic integral approximation
2
HJM (Heath-Jarrow-Morton) model
2
Kreditderivat
2
Laplace transforms
2
Lie-Symmetrien
2
Yield curve
2
Zinsstruktur
2
Algorithm
1
Algorithmus
1
Commodity price
1
Financial economics
1
Kapitalmarkttheorie
1
Lag model
1
Lag-Modell
1
Markov chain
1
Markov-Kette
1
Mean Reversion
1
Mean reversion
1
Measurement
1
Messung
1
Noise Trading
1
Noise trading
1
Radon-Nikodym theorem
1
Random Walk
1
Random walk
1
Rohstoffpreis
1
Volatility
1
more ...
less ...
Online availability
All
Free
13
Type of publication
All
Book / Working Paper
13
Type of publication (narrower categories)
All
Working Paper
Arbeitspapier
13
Graue Literatur
13
Non-commercial literature
13
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
Author
All
Platen, Eckhard
7
Chiarella, Carl
5
Craddock, Mark
2
Fanelli, Viviana
2
Hulley, Hardy
2
Musti, Silvana
2
Rendek, Renata
2
Ziogas, Andrew
2
Chavez, Sergio
1
Cheang, Gerald
1
Cheang, Gerald H. L.
1
Kang, Boda
1
Küchler, Uwe
1
Lennox, Kelly A.
1
Meyer, Gunter H.
1
more ...
less ...
Published in...
All
Journal of economic theory
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Discussion papers of interdisciplinary research project 373
16
CESifo working papers
9
SFB 649 discussion paper
9
CoFE discussion papers
7
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
7
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
7
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
5
CARF working paper
4
CIRJE discussion papers / F series
4
Discussion paper / Tinbergen Institute
4
CREATES research paper
3
Diskussionsbeiträge / Fachbereich Wirtschaftswissenschaft, FernUniversität in Hagen : Diskussionspapier
3
Diskussionsbeiträge / Fakultät Wirtschaftswissenschaft, FernUniversität in Hagen
3
Tübinger Diskussionsbeitrag
3
Working paper
3
Working papers / Università degli Studi di Milano, Dipartimento di Scienze Economiche, Aziendali e Statistiche
3
Discussion paper / Centre for Economic Policy Research
2
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
2
Discussion papers / Graduate School of Economics, Hitotsubashi University
2
Dresden discussion paper series in economics
2
Working paper / National Bureau of Economic Research, Inc.
2
Working paper series / Dipartimento di Economia Politica e Aziendale, Università degli Studi di Milano
2
Beiträge aus dem Institut für Statistik und Ökonometrie der Universität Hamburg
1
Beiträge zur angewandten Wirtschaftsforschung
1
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
1
CREA discussion paper
1
Discussion paper / A
1
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion paper / Center for Mathematical Studies in Economics and Management Science, Northwestern University
1
Discussion paper / Institut de Recherches Économiques et Sociales de l'Université Catholique de Louvain
1
Discussion paper / Tinbergen Institute / Tinbergen Institute
1
Discussion paper / University of Essex, Department of Economics
1
Discussion paper series / LSE Financial Markets Group
1
Discussion paper series / Research Institute for Economics and Business Administration, Kobe University
1
Discussion paper series / University of Heidelberg, Department of Economics
1
Discussion papers / Adam Smith Business School, University of Glasgow
1
Discussion papers / CEPR
1
Discussion papers / Department of Economics, University of Copenhagen
1
Diskussionspapier / Helmut-Schmidt-Universität, Fächergruppe Volkswirtschaftslehre
1
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Lie symmetry methods for multidimensional linear, parabolic PDES and diffusions
Craddock, Mark
;
Lennox, Kelly A.
-
2010
Persistent link: https://www.econbiz.de/10008662183
Saved in:
2
On explicit probability laws for classes of scalar diffusions
Craddock, Mark
;
Platen, Eckhard
-
2009
Persistent link: https://www.econbiz.de/10003857525
Saved in:
3
A visual criterion for identifying Itô diffusions as martingalesor strict local martingales
Hulley, Hardy
;
Platen, Eckhard
-
2009
Persistent link: https://www.econbiz.de/10008662355
Saved in:
4
Exact scenario simulation for selected multi-dimensional stochastic processes
Platen, Eckhard
;
Rendek, Renata
-
2009
Persistent link: https://www.econbiz.de/10008662360
Saved in:
5
Quasi-exact approximation of hidden Markov chain filters
Platen, Eckhard
;
Rendek, Renata
-
2009
Persistent link: https://www.econbiz.de/10008662361
Saved in:
6
Modelling the evolution of credit spreads using the Cox process within the HJM framework : a CDS option pricing model
Chiarella, Carl
;
Fanelli, Viviana
;
Musti, Silvana
-
2009
Persistent link: https://www.econbiz.de/10008662364
Saved in:
7
The representation of American options prices under stochastic volatility and jump-diffusion dynamics
Cheang, Gerald
;
Chiarella, Carl
;
Ziogas, Andrew
-
2009
Persistent link: https://www.econbiz.de/10009233319
Saved in:
8
Hedge portfolios in markets with price discontinuities
Cheang, Gerald H. L.
;
Chiarella, Carl
-
2008
Persistent link: https://www.econbiz.de/10003856801
Saved in:
9
The evaluation of American option prices under stochastic volatility and jump-diffusion dynamics using the method of lines
Chiarella, Carl
;
Kang, Boda
;
Meyer, Gunter H.
;
Ziogas, …
-
2008
Persistent link: https://www.econbiz.de/10003856817
Saved in:
10
Distributional deviations in random number generation in finance
Chavez, Sergio
;
Platen, Eckhard
-
2008
Persistent link: https://www.econbiz.de/10003857127
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->