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Partial differential equations in economics and finance
Basov, Suran - 2007
Partial differential equations -- Elements of the theory of the Stochastic processes -- Partial differential equation … in the consumer theory -- Partial differential equations in the producer theory -- Partial differential equations and … pricing of the financial -- Derivatives -- A theory of boundedly rational behavior -- Partial differential equations in game …
Persistent link: https://www.econbiz.de/10003429606
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Brownian motion calculus
Wiersema, Ubbo F. - 2008
Persistent link: https://www.econbiz.de/10002581692
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Rational hedging and valuation with utility-based preferences
Becherer, Dirk (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001639701
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Option theory with stochastic analysis : an introduction to mathematical finance
Benth, Fred Espen - 2004
Persistent link: https://www.econbiz.de/10001786485
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Continuous stochastic calculus with applications to finance
Meyer, Michael J. - 2001
Persistent link: https://www.econbiz.de/10001507701
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Exponential functionals of Brownian motion and related processes
Yor, Marc - 2001
Persistent link: https://www.econbiz.de/10001559455
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Introductory stochastic analysis for finance and insurance
Lin, X. Sheldon - 2006
Persistent link: https://www.econbiz.de/10013490484
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Option pricing in fractional Brownian markets
Rostek, Stefan - 2009 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003798749
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Modelling financial derivatives with Mathematica : mathematical models and benchmark algorithms
Shaw, William T. - 1999 - 1. publ., repr.
Persistent link: https://www.econbiz.de/10001407312
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Option Pricing in Fractional Brownian Markets
Rostek, Stefan (contributor) - 2009
The scientific debate of recent years about option pricing with respect to fractional Brownian motion was focused on the feasibility of the no arbitrage pricing approach. As the unrestricted fractional market setting allows for arbitrage, the conventional reasoning is that fractional Brownian...
Persistent link: https://www.econbiz.de/10013521157