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  • Search: subject:"differential-equations"
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Year of publication
Subject
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Stochastischer Prozess 158 Stochastic process 152 Analysis 141 Mathematical analysis 136 Theorie 109 Theory 97 Optionspreistheorie 91 Option pricing theory 90 Stochastic differential equations 77 stochastic differential equations 66 differential equations 50 Partial differential equations 48 Differential equations 41 Backward stochastic differential equations 37 Mathematische Optimierung 33 Mathematical programming 32 partial differential equations 29 Volatility 27 Volatilität 26 Stochastic partial differential equations 24 Kontrolltheorie 23 Black-Scholes model 22 Control theory 22 Derivat 22 Derivative 22 Black-Scholes-Modell 21 backward stochastic differential equations 21 Markov chain 20 Portfolio-Management 20 Schätztheorie 20 Estimation theory 19 Portfolio selection 19 Simulation 19 Finanzmathematik 18 Mathematical finance 18 Optionsgeschäft 18 ordinary differential equations 18 Markov-Kette 17 Option trading 17 Ordinary differential equations 17
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Online availability
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Undetermined 437 Free 299 CC license 14
Type of publication
All
Article 598 Book / Working Paper 247 Other 3
Type of publication (narrower categories)
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Article in journal 217 Aufsatz in Zeitschrift 217 Working Paper 59 Graue Literatur 34 Non-commercial literature 34 Arbeitspapier 32 Article 18 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 369 Spanish 3 German 1
Author
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Platen, Eckhard 17 Augeraud-Véron, Emmanuelle 16 Camacho, Carmen 13 Fabbri, Giorgio 13 Li, Kai 13 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 Dynamic games and applications : DGA 8 Economics Papers from University Paris Dauphine 8 Quantitative finance 8 Applied mathematical finance 7 Journal of economic dynamics & control 7 Journal of mathematical economics 7 Post-Print / HAL 7 Quantitative Finance 7 Risks : open access journal 7 The journal of computational finance 7 Computational Optimization and Applications 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) 258 EconStor 47 BASE 11 Other ZBW resources 9
Showing 1 - 10 of 848
Cover Image
Biodiversity linked bonds : an option pricing based valuation approach
Chan-Lau, Jorge A. - 2025
Persistent link: https://www.econbiz.de/10015407861
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A hybrid Sobolev gradient method for learning NODEs
Baravdish, George; Eilertsen, Gabriel; Jaroudi, Rym; … - In: Operations research forum 5 (2024) 4, pp. 1-39
Persistent link: https://www.econbiz.de/10015182020
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Asymmetric auctions : perturbations, ε- equilibrium, and equilibrium
Dharanan, G. V. A.; Ellis, Alex - In: Games and economic behavior 147 (2024), pp. 1-18
Persistent link: https://www.econbiz.de/10015135137
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Application of Fractal Processes and Fractional Derivatives in Finance
Chan, Leung Lung (contributor) - 2024
diffusion setting induces fractional partial differential equations involving the fractional derivatives with respect to the … applications, and numerical methods to solve fractional partial differential equations are being developed. This Special Issue …
Persistent link: https://www.econbiz.de/10015324975
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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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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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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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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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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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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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