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Stability analysis for uncertain differential equation by Lyapunov's second method
Huang, Zhiyong; Zhu, Chunliu; Gao, Jinwu - In: Fuzzy optimization and decision making : a journal of … 20 (2021) 1, pp. 129-144
Persistent link: https://www.econbiz.de/10012487848
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Measure, probability, and mathematical finance : a problem oriented approach
Gan, Guojun; Ma, Chaoqun; Xie, Hong - 2014
Persistent link: https://www.econbiz.de/10010361562
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Collected works of Marida Bertocchi
Bertocchi, Marida - 2020
Persistent link: https://www.econbiz.de/10012011769
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Mathematical modeling and computation in finance : with exercises and Python and Matlab computer codes
Oosterlee, Cornelis Willebrordus; Grzelak, Lech A. - 2020
Persistent link: https://www.econbiz.de/10012121628
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Max-min optimization problem for variable annuities pricing
Blanchet-Scalliet, Christophette; Chevalier, Etienne; … - In: International journal of theoretical and applied finance 18 (2015) 8, pp. 1-35
Persistent link: https://www.econbiz.de/10011419373
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Pricing and hedging of variable annuities with state-dependent fees
Delong, Łukasz - In: Insurance / Mathematics & economics 58 (2014), pp. 24-33
Persistent link: https://www.econbiz.de/10010437640
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Malliavin calculus in finance
Kohatsu-Higa, Arturo (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001747498
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Indifference fee rate for variable annuities
Chevalier, Etienne; Lim, Thomas; Romero, Ricardo Romo - In: Applied mathematical finance 23 (2016) 3/4, pp. 278-308
Persistent link: https://www.econbiz.de/10011704242
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Computing deltas without derivatives
Baños, D.; Meyer-Brandis, T.; Proske, Frank; Duedahl, S. - In: Finance and stochastics 21 (2017) 2, pp. 509-549
Persistent link: https://www.econbiz.de/10011944403
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From smile asymptotics to market risk measures
Sircar, Kaushik Ronnie; Sturm, Stephan - In: Mathematical finance : an international journal of … 25 (2015) 2, pp. 400-425
Persistent link: https://www.econbiz.de/10011350605