Search Results - subject:"Partial Differential Equation"

Modelling the shape of the limit order book

Platania, Federico; Serrano, Pedro; Tapia, Mikel - In: Quantitative finance 18 (2018) 9, pp. 1575-1597

Persistent link: https://www.econbiz.de/10011913208

Evolution of multivariate copulas in continuous and discrete processes

Yoshizawa, Yasukazu; Ishimura, Naoyuki - In: Intelligent systems in accounting finance and … 25 (2018) 1, pp. 44-59

Persistent link: https://www.econbiz.de/10011890511

A new nonlinear partial differential equation in finance and a method of its solution

Itkin, Andrey - In: The journal of computational finance 21 (2017/2018) 4, pp. 1-21

Persistent link: https://www.econbiz.de/10011848371

Early default risk and surrender risk : impacts on participating life insurance policies

Cheng, Chunli; Li, Jing - In: Insurance / Mathematics & economics 78 (2018), pp. 30-43

Persistent link: https://www.econbiz.de/10011825072

Non-linear filtering and optimal investment under partial information for stochastic volatility models

Ibrahim, Dalia; Abergel, Frédérik - In: Mathematical methods of operations research 87 (2018) 3, pp. 311-346

Persistent link: https://www.econbiz.de/10011874006

The valuation of self-funding instalment warrants

Dewynne, Jeff N.; Hassan, Nadima el - In: International journal of theoretical and applied finance 20 (2017) 4, pp. 1-48

Persistent link: https://www.econbiz.de/10011687010

Tug-of-war, market manipulation, and option pricing

Nyström, Kaj; Parviainen, Mikko - In: Mathematical finance : an international journal of … 27 (2017) 2, pp. 279-312

Persistent link: https://www.econbiz.de/10011752483

Pricing multidimensional financial derivatives with stochastic volatilities using the dimensional-adaptive combination technique

Benk, Janos; Pflüger, Dirk - In: The journal of computational finance 21 (2017/2018) 3, pp. 75-104

Persistent link: https://www.econbiz.de/10011848349

Uncertain partial differential equation with application to heat conduction

Yang, Xiangfeng; Yao, Kai - In: Fuzzy optimization and decision making : a journal of … 16 (2017) 3, pp. 379-403

Persistent link: https://www.econbiz.de/10011805645

A partial differential equation to express a business cycle :an implication for Japan's law interest policy

Kuriyama, Akira - Volkswirtschaftliche Fakultät, … - 2011

This study presents an equation of income derived from the Keynesian IS curve and the consumption Euler equation that explains the business cycle. Drawing on multi-period data from Japan, the model confirms the conventional wisdom that the appropriate policy response to an inflationary gap is to...

Persistent link: https://www.econbiz.de/10009372620