//--> //--> //-->
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
~subject:"Option pricing 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:"parabolic PDE"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
parabolic PDE
4
Migration
2
Optionspreistheorie
2
diffusion induced bifurcation
2
economic growth
2
endogenous growth
2
optimal control
2
optimal control of parabolic PDE
2
spatial dynamics
2
Analysis
1
Asymmetric risk
1
Asympotitics
1
Black-Scholes model
1
Black-Scholes-Modell
1
Distributional endogenous growth
1
Economic growth
1
Einkommensverteilung
1
Endogenes Wachstumsmodell
1
Endogenous growth model
1
Fourier transforms
1
Fully nonlinear parabolic PDE
1
Growth theory
1
Hedging
1
Income distribution
1
Interest rate
1
Mathematical analysis
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Nichtlineare Regression
1
Nonlinear regression
1
Optimal control of parabolic PDE
1
Optimal growth
1
Optimales Wachstum
1
Parabolic PDE’s
1
Regional economics
1
Regionalökonomik
1
Regression Monte Carlo
1
Regression analysis
1
Regressionsanalyse
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Gobet, Emmanuel
1
Pimentel, Isaque
1
SenGupta, Indranil
1
Warin, Xavier
1
Published in...
All
Applied mathematical finance
1
Finance and stochastics
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Option valuation and hedging using an asymmetric risk function : asymptotic optimality through fully nonlinear partial differential equations
Gobet, Emmanuel
;
Pimentel, Isaque
;
Warin, Xavier
- In:
Finance and stochastics
24
(
2020
)
3
,
pp. 633-675
Persistent link: https://www.econbiz.de/10012518073
Saved in:
2
Option pricing with transaction costs and stochastic interest rate
SenGupta, Indranil
- In:
Applied mathematical finance
21
(
2014
)
5/6
,
pp. 399-416
Persistent link: https://www.econbiz.de/10010500884
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->