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~subject:"Optionspreistheorie"
~subject:"Structural change"
~subject:"Theorie"
~type_genre:"Graue Literatur"
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Deep asymptotic expansion : application to financial mathematics
Iguchi, Yuga
;
Naito, Riu
;
Okano, Yusuke
;
Takahashi, Akihiko
-
2021
-
First version: 1 November, 2021
Persistent link: https://www.econbiz.de/10012813594
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2
Aplicación de las ecuaciones diferenciales con retardo
Lance, Gabriel Pérez
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2021
Persistent link: https://www.econbiz.de/10012491396
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3
Lie symmetries and essential restrictions in economic optimization
Perets, Gadi
;
Yashiv, Eran
-
2018
Persistent link: https://www.econbiz.de/10011860739
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4
Statistical arbitrage with stochastic differential equations
Endres, Sylvia
-
2018
Persistent link: https://www.econbiz.de/10011961947
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5
Reduced basis method for the Hamilton-Jacobi-Bellman equation modeling the emission trading system
Steck, Sebastian
-
2015
Persistent link: https://www.econbiz.de/10011442707
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6
Die Lösung von Differentialgleichungen mittels numerischer Verfahren oder Leitfaden zum Aufspüren von Fehlbewertungen bei Derivaten
Reiß, Ariane
-
1996
Persistent link: https://www.econbiz.de/10013346209
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