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  • Search: subject:"differential-equations"
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Year of publication
Subject
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Stochastischer Prozess 153 Analysis 147 Stochastic process 147 Mathematical analysis 142 Theorie 106 Theory 94 Optionspreistheorie 88 Option pricing theory 87 Stochastic differential equations 77 stochastic differential equations 65 differential equations 48 Partial differential equations 46 Differential equations 41 Backward stochastic differential equations 37 partial differential equations 29 Kontrolltheorie 24 Stochastic partial differential equations 24 Control theory 23 Volatility 23 Volatilität 22 Portfolio-Management 21 backward stochastic differential equations 21 Black-Scholes model 20 Portfolio selection 20 Black-Scholes-Modell 19 Mathematische Optimierung 19 Mathematical programming 18 ordinary differential equations 18 Ordinary differential equations 17 Schätztheorie 17 Simulation 17 Estimation theory 16 Stability 16 Stochastic Differential Equations 16 Derivat 14 Derivative 14 Finanzmathematik 14 Markov chain 14 Mathematical finance 14 optimal control 14
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Online availability
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Undetermined 435 Free 291
Type of publication
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Article 591 Book / Working Paper 244 Other 3
Type of publication (narrower categories)
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Article in journal 211 Aufsatz in Zeitschrift 211 Working Paper 57 Graue Literatur 32 Non-commercial literature 32 Arbeitspapier 30 Article 17 research-article 5 Thesis 4 Aufsatz im Buch 3 Book section 3 Conference paper 2 Konferenzbeitrag 2 Aufsatzsammlung 1 Hochschulschrift 1 Report 1 viewpoint 1
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Language
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Undetermined 475 English 359 Spanish 3 German 1
Author
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Platen, Eckhard 17 Augeraud-Véron, Emmanuelle 16 Fabbri, Giorgio 13 Li, Kai 13 Camacho, Carmen 12 Hupkes, Hermen Jan 11 Boucekkine, Raouf 10 Küchler, Uwe 10 Galanc, Tadeusz 9 He, Xue-Zhong 9 Pieronek, Jerzy 7 Grabisch, Michel 6 Hausken, Kjell 6 Horst, Ulrich 6 Hurn, Stan 6 Maruani, Emmanuel 6 Niehof, Britta 6 Takahashi, Akihiko 6 Vošvrda, Miloslav 6 Yamada, Toshihiro 6 Ceci, Claudia 5 Kalaba, Robert E. 5 Kolwzan, Wiktor 5 Lindsay, K.A. 5 Rusinowska, Agnieszka 5 Sager, Sebastian 5 Singer, Hermann 5 Sladký, Karel 5 Tesfatsion, Leigh S. 5 Zhang, Jianfeng 5 d'Albis, Hippolyte 5 Bambi, Mauro 4 Benth, Fred Espen 4 Brandt-Pollmann, Ulrich 4 D'Albis, Hippolyte 4 Eisenberg, Julia 4 Fabrykowski, Lukas 4 Kodera, Jan 4 Kumar, Sanjeev 4 Lux, Thomas 4
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Institution
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Finance Discipline Group, Business School 19 HAL 19 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 12 Dipartimento di Economia, Management e Metodi Quantitativi (DEMM), Università degli Studi di Milano 8 Université Paris-Dauphine (Paris IX) 8 Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne) 5 Department of Economics, Iowa State University 5 London School of Economics (LSE) 5 Society for Computational Economics - SCE 5 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 5 Centre d'Études des Politiques Économiques (EPEE), Université d'Évry Val d'Essonne 4 International Monetary Fund (IMF) 4 Facoltà di Economia, Università degli Studi di Urbino 3 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 3 Université Paris-Dauphine 3 Department of Economics and Business, Universitat Pompeu Fabra 2 Department of Economics, Leicester University 2 Institut de Recherche Économique et Sociale (IRES), École des Sciences Économiques de Louvain 2 International Monetary Fund 2 National Centre for Econometric Research (NCER) 2 Santa Fe Institute 2 School of Economics and Finance, Business School 2 Tinbergen Instituut 2 University of Bonn, Germany 2 Volkswirtschaft Abteilung, Fachbereich Wirtschaftswissenschaften 2 Alfred-Weber-Institut für Wirtschaftswissenschaften, Fakultät für Wirtschafts- und Sozialwissenschaften 1 Banque de France 1 CER-ETH Center of Economic Research, Department of Management, Technology and Economics (D-MTEC) 1 CESifo 1 Center for Mathematical Studies in Economics and Management Science (CMS-EMS), Kellogg Graduate School of Management 1 Centre Emile Bernheim, Solvay Brussels School of Economics and Management 1 Centre d'Études et de Recherche en Économie, Gestion, Modélisation et Informatique Appliquée (CEREGMIA), Université des Antilles et de la Guyane 1 Centre de recherche de mathématiques et économie mathématique (CERMSEM), Centre d'Économie de la Sorbonne 1 Cowles Foundation for Research in Economics, Yale University 1 Department of Economics and Related Studies, University of York 1 Department of Economics, Adam Smith Business School 1 Department of Economics, University of Bath 1 Department of Economics, University of Birmingham 1 Dipartimento di Economia, Gestione, Società e Istituzioni, Università degli Studi del Molise 1 Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Università degli Studi di Firenze 1
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Published in...
All
Mathematics and Computers in Simulation (MATCOM) 69 Stochastic Processes and their Applications 47 Physica A: Statistical Mechanics and its Applications 31 Finance and Stochastics 20 Research Paper Series / Finance Discipline Group, Business School 19 Statistics & Probability Letters 14 International journal of theoretical and applied finance 12 MPRA Paper 12 Operations Research and Decisions 10 Working Papers / HAL 10 Finance and stochastics 9 International Journal of Theoretical and Applied Finance (IJTAF) 9 The European Physical Journal B - Condensed Matter and Complex Systems 9 Economics Papers from University Paris Dauphine 8 Journal of economic dynamics & control 7 Journal of mathematical economics 7 Post-Print / HAL 7 Quantitative Finance 7 Quantitative finance 7 Risks : open access journal 7 The journal of computational finance 7 Applied mathematical finance 6 Computational Optimization and Applications 6 Dynamic games and applications : DGA 6 Insurance / Mathematics & economics 6 Mathematical Population Studies 6 Risks 6 Applied Mathematical Finance 5 Computational economics 5 Documents de travail du Centre d'Economie de la Sorbonne 5 European journal of operational research : EJOR 5 LSE Research Online Documents on Economics 5 Mathematics of operations research 5 SFB 373 Discussion Paper 5 SFB 373 Discussion Papers 5 Staff General Research Papers / Department of Economics, Iowa State University 5 Statistical Inference for Stochastic Processes 5 UNIMI - Research Papers in Economics, Business, and Statistics 5 Advances in Complex Systems (ACS) 4 Annals of Finance 4
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Source
All
RePEc 523 ECONIS (ZBW) 250 EconStor 45 BASE 11 Other ZBW resources 9
Showing 1 - 10 of 838
Cover Image
Analysis of real-time order fulfillment policies : when to dispatch a batch?
Gautam, Natarajan; Geunes, Joseph - In: Service science 16 (2024) 2, pp. 85-106
Persistent link: https://www.econbiz.de/10014564224
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Research and analysis of tower crane load behavior when the rope breaks
Semenchenko, Stanislav; Dorokhov, Mykola - In: Technology audit and production reserves 2 (2024) 1/76, pp. 12-15
Persistent link: https://www.econbiz.de/10014548033
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Dynamics of opinion polarization in a population
Cano Macias, Ricardo; Ruiz Vera, Jorge Mauricio - In: Mathematical social sciences 128 (2024), pp. 31-40
Persistent link: https://www.econbiz.de/10014558638
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Individual life insurance during epidemics
Francis, Laura; Steffensen, Mogens - In: Annals of actuarial science : publ. by the Institute of … 18 (2024) 1, pp. 152-175
Persistent link: https://www.econbiz.de/10014519976
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Modelling the industrial production of electric and gas utilities through the CIR3 model
Ceci, Claudia; Bufalo, Michele; Orlando, Giuseppe - In: Mathematics and financial economics 18 (2024) 1, pp. 1-25
Persistent link: https://www.econbiz.de/10015045564
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Optimal trading with regime switching : numerical and analytic techniques applied to valuing storage in an electricity balancing market
Johnson, Paul; Szabó, Dávid Zoltán; Duck, Peter - In: European journal of operational research : EJOR 319 (2024) 2, pp. 611-624
Persistent link: https://www.econbiz.de/10015084871
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Stochastic proximal gradient methods for nonconvex problems in Hilbert spaces
Geiersbach, Caroline; Scarinci, Teresa - In: Computational Optimization and Applications 78 (2021) 3, pp. 705-740
For finite-dimensional problems, stochastic approximation methods have long been used to solve stochastic optimization problems. Their application to infinite-dimensional problems is less understood, particularly for nonconvex objectives. This paper presents convergence results for the...
Persistent link: https://www.econbiz.de/10014501800
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A new efficient approximation scheme for solving high-dimensional semilinear PDEs : control variate method for Deep BSDE solver
Takahashi, Akihiko; Tsuchida, Yoshifumi; Yamada, Toshihiro - 2021 - This version : August 10, 2021
Persistent link: https://www.econbiz.de/10012616192
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A new efficient approximation scheme for solving high-dimensional semilinear PDEs : control variate method for Deep BSDE solver
Takahashi, Akihiko; Tsuchida, Yoshifumi; Yamada, Toshihiro - 2021
Persistent link: https://www.econbiz.de/10012813680
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A new efficient approximation scheme for solving high-dimensional semilinear PDEs : control variate method for Deep BSDE solver
Takahashi, Akihiko; Tsuchida, Yoshifumi; Yamada, Toshihiro - 2021 - Revised in August, November 2021, January and February 2022
Persistent link: https://www.econbiz.de/10013335002
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