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Modeling the diffusion of ideas by stochastic differential equations

Rupp, Florian - In: Homo oeconomicus 28 (2011) 3, pp. 319-365

Persistent link: https://www.econbiz.de/10009508855

Recent developments in the differential equtions of design and conformance quality

Roselli, Maria; Giovanni, Pietro de - In: International journal of decision sciences, risk and … 4 (2012) 1/2, pp. 163-174

Persistent link: https://www.econbiz.de/10009545454

Numerical methods in finance : Bordeaux, June 2010

Carmona, René (ed.); Del Moral, Pierre (ed.); Hu, Peng (ed.) - 2012

Persistent link: https://www.econbiz.de/10009532927

Comparative dynamics in stochastic models with respect to the L ∞ - L ∞ duality : a differential approach

Sato, Kenji; Yano, Makoto - In: Macroeconomic dynamics 16 (2012), pp. 127-138

Persistent link: https://www.econbiz.de/10009533379

Production technologies in stochastic continuous time models

Wälde, Klaus - In: Journal of economic dynamics & control 35 (2011) 4, pp. 616-622

Persistent link: https://www.econbiz.de/10009240575

When to cross the spread : curve following with singular control

Naujokat, Felix; Horst, Ulrich - 2011

In this article the problem of curve following in an illiquid market is addressed. Using techniques of singular stochastic control, we extend the results of [NW11] to a twosided limit order market with temporary market impact and resilience, where the bid ask spread is now also controlled. We...