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Stochastic financial models

Kennedy, Douglas - 2010

Persistent link: https://www.econbiz.de/10003895191

K-adaptability in two-stage robust binary programming

Hanasusanto, Grani A.; Kuhn, Daniel; Wiesemann, Wolfram - In: Operations research 63 (2015) 4, pp. 877-891

Persistent link: https://www.econbiz.de/10011313190

Modeling of the national economies in state-space : a fractional calculus approach

Škovránek, Tomáš; Podlubny, Igor; Petráš, Ivo - In: Economic modelling 29 (2012) 4, pp. 1322-1327

Persistent link: https://www.econbiz.de/10009667366

Multi-dimensional uncertain differential equation: existence and uniqueness of solution

Ji, Xiaoyu; Zhou, Jian - In: Fuzzy optimization and decision making : a journal of … 14 (2015) 4, pp. 477-491

Persistent link: https://www.econbiz.de/10011538508

Introduction to the mathematics of finance

Williams, Ruth J. - 2006

Persistent link: https://www.econbiz.de/10003189610

Exact numerical algorithms for linear stochastic wave equation and stochastic Klein-Gordon equation

Martin, A. (contributor); Prigarin, Serge M. (contributor); … - 2003

Persistent link: https://www.econbiz.de/10002531658

Pricing and hedging of derivative securities

Nielsen, Lars Tyge - 1999 - 1. publ.

Persistent link: https://www.econbiz.de/10001396069

Stochastic Expectations : Good Mathematics, Bad Economics

James, Robert G. - 2015

An example is used to show that efficient market expectations are not the same as expectations in a stochastic process. An implication is that efficient market expectations need not have stochastic properties like orthogonality and variance bounds. Failure to recognize this fact has led to bad...

Persistent link: https://www.econbiz.de/10013019603

Money and Mathematics : A Conversational Approach to Modern Financial Mathematics and Insurance

Korn, Ralf; Luderer, Bernd - 2021 - 1st ed. 2021.

mathematics. The book also contains a collection of basic concepts and formulas of financial mathematics and of probability theory …Part I: Income Taxes, Lottery, and Lion Hunting—Elementary Mathematics -- 1. “We Take over Your VAT!” How Big Is the …, Prices, Yields—Classical Financial Mathematics -- 10. A Fair Deal? Or: There’s Nothing Like Starting Young -- 11. Should I …

Persistent link: https://www.econbiz.de/10012655239

Hilbert and Banach space-valued stochastic processes

Kakihara, Yūichirō - 2021

Persistent link: https://www.econbiz.de/10012608522