Narrow search
Showing 101 - 110 of 635,372
Cover Image
Interest rate models : an infinite dimensional stochastic analysis perspective
Carmona, René; Tehranchi, Michael R. - 2006
Persistent link: https://www.econbiz.de/10003042088
Cover Image
Asymptotic equivalence of discretely observed geometric Brownian motion to a Gaussian shift
Butucea, Cristina; Nussbaum, Michael - 1999
Persistent link: https://www.econbiz.de/10001425816
Cover Image
Modular pricing of options : an application of Fourier analysis
Zhu, Jianwei - 2000
Persistent link: https://www.econbiz.de/10001499875
Cover Image
Weak discrete time approximation of stochastic differential equations with time delay
Küchler, Uwe; Platen, Eckhard - 2001
Persistent link: https://www.econbiz.de/10001597004
Cover Image
Lyapunov exponents for linear delay equations in arbitrary phase spaces
Riedle, Markus - 2002
Persistent link: https://www.econbiz.de/10001697766
Cover Image
Affine stochastic differential equations with infinite delay on abstract phase spaces
Riedle, Markus - 2001
Persistent link: https://www.econbiz.de/10001659918
Cover Image
Small diffusion asymptotics for discretely sampled stochastic differential equations
Sørensen, Michael (contributor);  … - 2002 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660122
Cover Image
Weak approximation of stochastic differential delay equations
Shardlow, Tony; Buckwar, Evelyn - 2001
Persistent link: https://www.econbiz.de/10001639694
Cover Image
Rational hedging and valuation with utility-based preferences
Becherer, Dirk (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001639701
Cover Image
Weak discrete time approximation of stochastic differential equations with time delay
Küchler, Uwe; Platen, Eckhard - 2001
Persistent link: https://www.econbiz.de/10001619302