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~type_genre:"Aufsatz im Buch"
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ECONIS (ZBW)
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1
Paretos Darstellung der Indifferenzkurven durch Differentiale und deren Integration
Schefold, Bertram
- In:
Von der Theorie zur Wirtschaftspolitik - ein …
,
(pp. 239-252)
.
1998
Persistent link: https://www.econbiz.de/10001302333
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2
A class of nonparametric density derivative estimators based on global Lipschitz conditions
Mynbaev, Kairat T.
;
Martins-Filho, Carlos
;
Aipenova, Aziza
- In:
Essays in honor of Aman Ullah
,
(pp. 591-615)
.
2016
Persistent link: https://www.econbiz.de/10011530341
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3
On the multidimensional Black-Scholes partial differential equation
Guillaume, Tristan
- In:
Decision making and risk/return optimization in …
,
(pp. 229-251)
.
2019
Persistent link: https://www.econbiz.de/10012134802
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4
Carleman linearization of linearly observable polynomial systems
Mozyrska, Dorota
;
Bartosiewicz, Zbigniew
- In:
Mathematical control theory and finance
,
(pp. 311-323)
.
2008
Persistent link: https://www.econbiz.de/10003755886
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5
Spread option valuation and the fast Fourier transform
Dempster, Michael A. H.
;
Hong, S. S. G.
- In:
Mathematical finance - Bachelier Congress, 2000 : …
,
(pp. 203-220)
.
2002
Persistent link: https://www.econbiz.de/10001679445
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6
FFT-based option pricing
Borak, Szymon
;
Detlefsen, Kai
;
Härdle, Wolfgang
- In:
Statistical tools for finance and insurance
,
(pp. 183-200)
.
2005
Persistent link: https://www.econbiz.de/10002732817
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7
On the continuity of expected utility
Balder, Erik J.
;
Yannelis, Nicholas C.
- In:
Differential information economies
,
(pp. 105-124)
.
2005
Persistent link: https://www.econbiz.de/10002464847
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8
Partial differential equations for option pricing
Pironneau, Olivier
;
Achdou, Yves
-
2009
Persistent link: https://www.econbiz.de/10003827016
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9
Maximum likelihood estimation for integrated diffusion processes
Baltazar-Larios, Fernando
;
Sørensen, Michael
- In:
Contemporary quantitative finance : essays in honour of …
,
(pp. 407-423)
.
2010
Persistent link: https://www.econbiz.de/10008749174
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10
Representation of American option prices under Heston stochastic volatility dynamics using integral transforms
Chiarella, Carl
;
Ziogas, Andrew
;
Ziveyi, Jonathan
- In:
Contemporary quantitative finance : essays in honour of …
,
(pp. 281-315)
.
2010
Persistent link: https://www.econbiz.de/10008749199
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