//--> //--> //--> //-->
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:"Integro-differential Equations"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Option pricing theory
10
Optionspreistheorie
10
Stochastic process
9
Stochastischer Prozess
9
Integro-differential equations
7
option pricing
6
Volatility
4
Volatilität
4
integro-differential equations
4
European options
3
Random media
3
Transport processes
3
partial integro-differential equations
3
Black-Scholes model
2
Black-Scholes-Modell
2
EU countries
2
EU-Staaten
2
Gerber-Shiu function
2
Integro-differential Equations
2
Inventory Management
2
Kou model
2
Lévy process
2
Lévy processes
2
Numerical algorithms
2
Option pricing
2
Partial Integro-Differential Equations
2
Production Planning
2
Random walks
2
Theorie
2
Theory
2
first passage times
2
implicit and explicit finite element methods
2
operator splitting methods
2
stability
2
system of partial integro-differential equations
2
viscosity solutions
2
Actuarial risk management
1
Adaptive method
1
Analysis
1
Approximate and jump-adapted Euler schemes
1
more ...
less ...
Online availability
All
Undetermined
24
Free
5
Type of publication
All
Article
27
Book / Working Paper
6
Type of publication (narrower categories)
All
Article in journal
14
Aufsatz in Zeitschrift
14
Thesis
1
Language
All
Undetermined
17
English
16
Author
All
Chazal, Marie
2
Hout, Karel J. in 't
2
Jouini, Elyès
2
Lamotte, Pieter
2
Néel, Marie-Christine
2
Tahraoui, Rabah
2
Abdennadher, Ali
1
Abergel, Frédéric
1
Albani, Vinícius
1
Almendral, Ariel
1
Barles, Guy
1
Basile, M.
1
Brummelhuis, Raymond
1
Cai, Ning
1
Chan, Ron
1
Chan, Ron T. L.
1
Chan, Tat Lung
1
Chasseigne, Emmanuel
1
Colaneri, Katia
1
Cont, Rama
1
Costantini, Cristina
1
Di Pietro, Liliana
1
FLORESCU, IONUT
1
Faria, João Ricardo
1
Fernanda D’Ippoliti
1
Florescu, Ionuţ
1
Frey, Rüdiger
1
Gan, Siqing
1
Golder, J.
1
Gosio, Cristina
1
He, Yue
1
Hinds, P. D.
1
Imbert, Cyril
1
Jacob, M.J.
1
Joelson, M.
1
Kawai, Reiichiro
1
Kordzakhia, N.
1
Krepysheva, Natalia
1
LIU, RUIHUA
1
Lari, Ester C.
1
more ...
less ...
Institution
All
Université Paris-Dauphine (Paris IX)
2
Department of Economics, University of Bath
1
Finance Discipline Group, Business School
1
Université Paris-Dauphine
1
Published in...
All
Mathematics and Computers in Simulation (MATCOM)
4
Finance and Stochastics
3
Economics Papers from University Paris Dauphine
2
Insurance / Mathematics & economics
2
International journal of theoretical and applied finance
2
Physica A: Statistical Mechanics and its Applications
2
The journal of computational finance : JFC
2
Applied Mathematical Finance
1
Applied mathematical finance
1
Computational economics
1
Defence and peace economics
1
Department of Economics Working Papers / Department of Economics, University of Bath
1
Finance and stochastics
1
INFORMS journal on computing : JOC
1
International Journal of Computational Economics and Econometrics
1
International Journal of Theoretical and Applied Finance (IJTAF)
1
Journal of mathematical finance
1
Modern economy
1
Open Access publications from Université Paris-Dauphine
1
Research Paper Series / Finance Discipline Group, Business School
1
Stochastic Processes and their Applications
1
The journal of computational finance
1
more ...
less ...
Source
All
RePEc
18
ECONIS (ZBW)
14
BASE
1
Showing
1
-
10
of
33
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Efficient numerical valuation of European options under the two-asset Kou jump-diffusion model
Hout, Karel J. in 't
;
Lamotte, Pieter
- In:
The journal of computational finance
26
(
2023
)
4
,
pp. 101-137
Persistent link: https://www.econbiz.de/10014342075
Saved in:
2
The Gerber-Shiu discounted penalty function : a review from practical perspectives
He, Yue
;
Kawai, Reiichiro
;
Shimizu, Yasutaka
;
Yamazaki, …
- In:
Insurance / Mathematics & economics
109
(
2023
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014282466
Saved in:
3
Efficient numerical valuation of European options under the two-asset Kou jump-diffusion model
Hout, Karel J. in 't
;
Lamotte, Pieter
- In:
The journal of computational finance : JFC
26
(
2023
)
4
,
pp. 101-137
Persistent link: https://www.econbiz.de/10014486917
Saved in:
4
Neural variance reduction for stochastic differential equations
Hinds, P. D.
;
Tretyakov, M. V.
- In:
The journal of computational finance : JFC
27
(
2023
)
3
,
pp. 1-41
Persistent link: https://www.econbiz.de/10014487028
Saved in:
5
A computational approach to first passage problems of reflected hyperexponential jump diffusion processes
Cai, Ning
;
Yang, Xuewei
- In:
INFORMS journal on computing : JOC
33
(
2021
)
1
,
pp. 216-229
Persistent link: https://www.econbiz.de/10012496376
Saved in:
6
A splitting strategy for the calibration of jump-diffusion models
Albani, Vinícius
;
Zubelli, Jorge P.
- In:
Finance and stochastics
24
(
2020
)
3
,
pp. 677-722
Persistent link: https://www.econbiz.de/10012518083
Saved in:
7
Fourth-order compact scheme for option pricing under the Merton's and Kou's jump-diffusion models
Patel, Kuldip Singh
;
Mehra, Mani
- In:
International journal of theoretical and applied finance
21
(
2018
)
4
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011892590
Saved in:
8
Dividends and dynamic solvency insurance in two-dimensional risk models
Gosio, Cristina
;
Lari, Ester C.
;
Ravera, Marina
; …
- In:
Modern economy
9
(
2018
)
12
,
pp. 2104-2118
Persistent link: https://www.econbiz.de/10011997776
Saved in:
9
Classical solutions of the backward PIDE for Markov modulated marked point processes and applications to CAT bonds
Colaneri, Katia
;
Frey, Rüdiger
- In:
Insurance / Mathematics & economics
101
(
2021
)
2
,
pp. 498-507
Persistent link: https://www.econbiz.de/10012793939
Saved in:
10
Nonparametric model calibration for derivatives
Abergel, Frédéric
;
Tachet des Combes, Rémy
;
Zaatour, …
- In:
Journal of mathematical finance
7
(
2017
)
3
,
pp. 571-596
Persistent link: https://www.econbiz.de/10011752333
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->