//--> //--> //--> //-->
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
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:"Feynman-Kac formula"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Feynman-Kac formula
9
Feynman–Kac formula
9
Stochastic process
4
Stochastischer Prozess
4
Analysis
2
Backward stochastic partial differential equations
2
Bargaining problem
2
Brownian motion
2
Estimation theory
2
Forward–backward stochastic differential equations
2
Kalai-Smorodinsky Solution
2
Mathematical analysis
2
Monte Carlo method
2
Nash solution
2
Option pricing theory
2
Optionspreistheorie
2
Schätztheorie
2
Stability
2
partial differential equation
2
AMS Subject Classifications
1
Absolute continuity
1
Affine term structure models
1
Airy functions
1
Asymptotic behavior
1
Backward SDEs
1
Bargaining theory
1
Bessel processes
1
Black–Scholes market
1
Chaos expansion
1
Cointegration
1
Comparison theorem
1
Control theory
1
Delta hedging
1
Drift correction
1
Duffie-Kan model
1
Dynamic programming
1
Existence and uniqueness
1
Exponential integrability
1
Feynman–Kac formulae
1
Fixed-point solution
1
more ...
less ...
Online availability
All
Undetermined
16
Free
4
Type of publication
All
Article
17
Book / Working Paper
4
Type of publication (narrower categories)
All
Working Paper
4
Arbeitspapier
3
Article in journal
3
Aufsatz in Zeitschrift
3
Graue Literatur
3
Non-commercial literature
3
Conference paper
1
Konferenzbeitrag
1
more ...
less ...
Language
All
Undetermined
14
English
7
Author
All
Kapeller, Jakob
2
Singer, Hermann
2
Song, Jian
2
Steinerberger, Stefan
2
Tang, Shanjian
2
Berdjane, Belkacem
1
Chiarella, Carl
1
Delbaen, Freddy
1
Du, Kai
1
Dumaz, Laure
1
Dupire, Bruno
1
Hsiao, Chih-Ying
1
Hu, Mingshang
1
Hu, Yaozhong
1
Jasra, Ajay
1
Ji, Shaolin
1
Kantas, Nikolas
1
Kohlmann, Michael
1
Lei, Qian
1
LevendorskiĬ, Sergei
1
Ma, Jin
1
Nualart, David
1
Peng, Shige
1
Pergamenshchikov, Serguei
1
Profeta, Christophe
1
Pun, Chi Seng
1
Qiu, Jinniao
1
Semmler, Willi
1
Shen, Yang
1
Siu, Tak Kuen
1
Song, Yongsheng
1
Tóth, Bálint
1
Whiteley, Nick
1
Xing, Fei
1
Yin, Hong
1
Zhang, Jianfeng
1
Zhang, Qi
1
more ...
less ...
Published in...
All
Stochastic Processes and their Applications
7
Statistics & Probability Letters
2
AStA Advances in Statistical Analysis
1
Analítika
1
Annals of Finance
1
CoFE discussion papers
1
Computational Economics
1
Diskussionsbeiträge / Fakultät Wirtschaftswissenschaft, FernUniversität in Hagen
1
Finance and Stochastics
1
ICAE Working Paper Series
1
ICAE working paper series
1
IMA journal of management mathematics
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Quantitative finance
1
more ...
less ...
Source
All
RePEc
14
ECONIS (ZBW)
6
EconStor
1
Showing
21
-
21
of
21
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
21
Consistency conditions for affine term structure models
LevendorskiĬ, Sergei
- In:
Annals of Finance
2
(
2006
)
2
,
pp. 207-224
Persistent link: https://www.econbiz.de/10005808846
Saved in:
First
Prev
1
2
3
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->