//--> //--> //-->
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
~person:"Crépey, Stéphane"
~person:"Giribone, Pier Giuseppe"
~person:"Lim, Thomas"
~subject:"Theory"
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:"stochastic differential equation"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Theory
Stochastic process
8
Stochastischer Prozess
8
backward stochastic differential equation
7
Option pricing theory
6
Optionspreistheorie
6
Analysis
5
Mathematical analysis
5
Variable annuities
4
indifference pricing
4
utility maximization
4
Certificate pricing
3
Credit risk
3
Derivat
3
Derivative
3
Kreditrisiko
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Theorie
3
Finanzmathematik
2
Lebensversicherung
2
Life insurance
2
Mathematical finance
2
Private Altersvorsorge
2
Private retirement provision
2
Stochastic Differential Equation
2
Stochastic Differential Equation (SDE)
2
counterparty risk
2
funding costs
2
insurance
2
stochastic control
2
American Option pricing
1
Black-Scholes pricing model
1
CAPM
1
CRR Trinomial Tree
1
Control Variates
1
Control theory
1
Counterparty risk
1
Cox-Ross-Rubinstein (CRR) Tree
1
Estimation theory
1
more ...
less ...
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
Crépey, Stéphane
Giribone, Pier Giuseppe
Lim, Thomas
Kohlmann, Michael
7
Alfarano, Simone
4
Milaković, Mishael
4
Tang, Shanjian
4
Mundt, Philipp
3
Zhang, Yumo
3
Bhar, Ramaprasad
2
Birkner, Matthias
2
Boetius, Frederik
2
Chan, Kung-sik
2
Chiarella, Carl
2
Jeanblanc, Monique
2
Kraft, Holger
2
Kromer, Eduard
2
Kurbanmuradov, O.
2
Leitner, Johannes
2
Overbeck, Ludger
2
Runggaldier, Wolfgang J.
2
Sabelfeld, K.
2
Scheuer, Niklas
2
Schoenmakers, John
2
Seifried, Frank Thomas
2
Su, Fei
2
Vrins, Frédéric
2
Wei, Jiaqin
2
Wälde, Klaus
2
Xing, Hao
2
Alia, Ishak
1
Anand, Adarsh
1
Baumann, Michael
1
Brigo, Damiano
1
Callen, Jeffrey L.
1
Chambers, Marcus J.
1
Chen, Yi
1
Chen, Zengjing
1
Chighoub, Farid
1
Djehiche, Boualem
1
Dong, Jing
1
Fabbri, Giorgio
1
more ...
less ...
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
International journal of theoretical and applied finance
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Bilateral counterparty risk under funding constraints - part II : CVA
Crépey, Stéphane
- In:
Mathematical finance : an international journal of …
25
(
2015
)
1
,
pp. 23-50
Persistent link: https://www.econbiz.de/10011347256
Saved in:
2
Bilateral counterparty risk under funding constraints - part I : pricing
Crépey, Stéphane
- In:
Mathematical finance : an international journal of …
25
(
2015
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011347260
Saved in:
3
Counterparty risk and funding : the four wings of the TVA
Crépey, Stéphane
;
Gerboud, Rémi
;
Grbac, Zorana
; …
- In:
International journal of theoretical and applied finance
16
(
2013
)
2
,
pp. 1-31
Persistent link: https://www.econbiz.de/10009748728
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->