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Search: subject:"difference equation"
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Analysis
751
Mathematical analysis
751
Theorie
451
Theory
451
Stochastischer Prozess
423
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420
Option pricing theory
229
Optionspreistheorie
229
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57
Schätztheorie
57
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55
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55
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53
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52
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50
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49
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47
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47
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47
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46
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46
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43
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43
Mathematical finance
42
Derivat
38
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38
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36
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36
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33
Monte-Carlo-Simulation
28
Hedging
27
Monte Carlo simulation
27
Nichtlineare Regression
25
Nonlinear regression
25
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25
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25
difference equation
25
Markov chain
23
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23
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23
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287
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237
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433
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404
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752
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47
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37
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1
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Rady, Sven
17
Keller, Godfrey
16
Platen, Eckhard
14
Küchler, Uwe
13
Yamada, Toshihiro
12
Chiarella, Carl
11
Kohlmann, Michael
10
Takahashi, Akihiko
10
Wälde, Klaus
10
Horst, Ulrich
9
Sennewald, Ken
7
Buckwar, Evelyn
6
Fally, Thibault
6
Hess, Markus
6
Leitner, Johannes
6
Liu, Baoding
6
Sørensen, Michael
6
Tsangarides, Charalambos G.
6
Ziogas, Andrew
6
Caporale, Guglielmo Maria
5
Cerrato, Mario
5
Shen, Yang
5
Singer, Hermann
5
Zhou, Xun Yu
5
Zhu, Yuanguo
5
Babus, Ana
4
Benth, Fred Espen
4
Cai, Yongyang
4
Gilsing, Hagen
4
Hakenes, Hendrik
4
Hurn, Stan
4
Irmen, Andreas
4
Judd, Kenneth L.
4
La Torre, Davide
4
McAleer, Michael
4
Mondal, Sankar Prasad
4
Riedle, Markus
4
Tsuchida, Yoshifumi
4
Yao, Kai
4
Zhang, Yumo
4
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International Monetary Fund (IMF)
20
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
17
National Bureau of Economic Research
3
Springer Fachmedien Wiesbaden
3
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
3
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
2
Springer-Verlag GmbH
2
C.E.P.R. Discussion Papers
1
Centre for Analytical Finance <Århus>
1
Conference Nonlinear Analysis and Its Applications in Engineering and Economics <1996>
1
Department of Economics and Finance, College of Business and Economics
1
Department of Economics, University of Munich
1
Department of Economics, University of Oxford
1
Erasmus University Rotterdam, Econometric Institute
1
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
1
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
1
Institute of Economic Research, Kyoto University
1
Institute of Economics, Academia Sinica
1
International Monetary Fund
1
International Symposium on Generalized Convexity, Monotonicity <8, 2005, Varese>
1
Loughborough University / Department of Economics
1
Palgrave Macmillan
1
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
1
Tinbergen Institute
1
Tinbergen Instituut
1
Universitat Pompeu Fabra / Departament d'Economia i Empresa
1
University of Essex / Department of Economics
1
Universität Ulm
1
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Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
27
IMF Working Papers
20
International journal of theoretical and applied finance
20
The journal of computational finance
19
Discussion papers of interdisciplinary research project 373
17
Mathematical finance : an international journal of mathematics, statistics and financial theory
16
Insurance / Mathematics & economics
15
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
13
Finance and stochastics
12
Journal of mathematical finance
12
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
11
Mathematics Preprint Archive
11
Quantitative finance
10
CESifo working papers
9
Journal of mathematical economics
9
SFB 649 discussion paper
9
Dynamic games and applications : DGA
8
Mathematics of operations research
8
Applied mathematical finance
7
CoFE discussion papers
7
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
7
International journal of financial engineering
7
Probability theory and related fields
7
Risks : open access journal
7
Annals of finance
6
Computational economics
6
Contemporary quantitative finance : essays in honour of Eckhard Platen
6
Lehrbuch
6
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
6
Discussion paper / Tinbergen Institute
5
IMA journal of management mathematics
5
Journal of economic dynamics & control
5
Macroeconomic dynamics
5
Advanced mathematical methods for finance
4
CARF working paper
4
CIRJE discussion papers / F series
4
Decisions in economics and finance : DEF ; a journal of applied mathematics
4
Diskussionsbeiträge / Fachbereich Wirtschaftswissenschaft, FernUniversität in Hagen : Diskussionspapier
4
Economic modelling
4
Journal of econometrics
4
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Source
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ECONIS (ZBW)
772
RePEc
54
EconStor
9
BASE
1
Other ZBW resources
1
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71
Sharp L¹-approximation of the log-Heston stochastic differential equation by Euler-type methods
Mickel, Annalena
;
Neuenkirch, Andreas
- In:
The journal of computational finance : JFC
26
(
2023
)
4
,
pp. 67-100
Persistent link: https://www.econbiz.de/10014486902
Saved in:
72
Neural stochastic differential equations for conditional time series generation using the Signature-Wasserstein-1 metric
Díaz Lozano, Pere
;
Lozano Bagén, Toni
;
Vives, Josep
- In:
The journal of computational finance : JFC
27
(
2023
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014486922
Saved in:
73
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:
74
Pricing American option using a modified fractional black-scholes model under multi-state regime switching
Yousuf, M.
;
Khaliq, Abdul Q. M.
- In:
International journal of theoretical and applied …
26
(
2023
)
4/5
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014497295
Saved in:
75
Portfolio liquidation with delayed information
Yan, Tingjin
;
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
Economic modelling
126
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014461590
Saved in:
76
PDEs for reflected BSDENMs applied to American options
El Jamali, Mohamed
;
Tayeq, Hatim
- In:
International journal of theoretical and applied …
26
(
2023
)
6/7
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014500190
Saved in:
77
Nonparametric estimation for uncertain differential equations
He, Liu
;
Zhu, Yuanguo
;
Gu, Yajing
- In:
Fuzzy optimization and decision making : a journal of …
22
(
2023
)
4
,
pp. 697-715
Persistent link: https://www.econbiz.de/10014420524
Saved in:
78
Epstein-Zin utility maximization on a random horizon
Aurand, Joshua
;
Huang, Yu-Jui
- In:
Mathematical finance : an international journal of …
33
(
2023
)
4
,
pp. 1370-1411
Persistent link: https://www.econbiz.de/10014370670
Saved in:
79
Efficient pricing and hedging of high-dimensional American options using deep recurrent networks
Na, Andrew S.
;
Wan, Justin W. L.
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 631-651
Persistent link: https://www.econbiz.de/10014304288
Saved in:
80
Control variate method for deep BSDE solver using weak approximation
Tsuchida, Yoshifumi
- In:
Asia Pacific financial markets
30
(
2023
)
2
,
pp. 273-296
Persistent link: https://www.econbiz.de/10014342288
Saved in:
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