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Analysis and Linear Algebra : An Introduction for Economists

Holey, Thomas; Wiedemann, Armin - 2023

"Analysis and Linear Algebra" for Bachelor's degree programmes. It is designed for courses in business administration and … title was changed to "Analysis and Linear Algebra". The treatment of sequences and series has been added and some exercises …

Persistent link: https://www.econbiz.de/10013504739

Dynamic Risk Measures for Processes Via Reflected Backward Stochastic Differential Equations with Time Delayed Generators

Li, Zhimin; Zhou, Min; Yan, Rui - 2023

In this paper, we study the problem of dynamic convex risk measures via reflected backward stochastic differential equations with time delayed generators (RBSDEs with time delayed generators, in short). Under some assumptions on the generators of the equations, we prove that the RBSDEs with a...

Persistent link: https://www.econbiz.de/10014261570

Managing medical equipment capacity with early spread of infection in a region

Jain, Apurva; Rayal, Swapnil - In: Production and operations management : the flagship … 32 (2023) 5, pp. 1415-1432

Persistent link: https://www.econbiz.de/10014266303

Financial modeling : a backward stochastic differential equations perspective

Crépey, Stéphane - 2013

Persistent link: https://www.econbiz.de/10009770436

Markovprozesse und stochastische Differentialgleichungen : vom Zufallsspaziergang zur Black-Scholes-Formel

Behrends, Ehrhard - 2013

Persistent link: https://www.econbiz.de/10009678166

Contract theory in continuous-time models

Cvitanić, Jakša; Jianfeng Zhang; Zhang, Jianfeng - 2013

Persistent link: https://www.econbiz.de/10009628203

Numerical solution of stochastic differential equations with jumps in finance

Platen, Eckhard; Bruti-Liberati, Nicola - 2010 - 1. ed.

Persistent link: https://www.econbiz.de/10003934874

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

A Class of Sixth Order Hybrid Extended Block Backward Differentiation Formulae for Computational Solutions of First Order Delay Differential Equation

Chibuisi, C.; Osu, Bright O.; Ihedioha, S. A.; Olunkwa, C. - 2021

In this paper, we established and carried-out the computational solution of some first order delay differential equations (DDEs) using hybrid extended backward differentiation formulae method in block forms without the application of interpolation techniques in determining the delay term. The...

Persistent link: https://www.econbiz.de/10013228285

Utility maximization and duality

Leitner, Johannes - 2000

Persistent link: https://www.econbiz.de/10001544835