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mathematical finance » mathematical sciences

181
Published 2014
Springer International Publishing
... paths, semi-groups, heat kernel asymptotics and mathematical finance...

182
by Pardoux, Etienne, Rӑşcanu, Aurel
Published 2014
Springer International Publishing
... Mathematical Finance, and thus offer a natural mathematical framework for the formulation of many new models...

183
by Franke, Jürgen, Härdle, Wolfgang Karl, Hafner, Christian Matthias
Published 2015
Springer Berlin Heidelberg
... on realistic assumptions about market behavior. The focus is both on the fundamentals of mathematical finance...

184
by Protter, Philip
Published 2005
Springer Berlin Heidelberg
..., often with connections to applications, especially mathematical finance. Yet in spite of the apparent...

185
by Cohen, Samuel N., Elliott, Robert J.
Published 2015
Springer New York
... in quantitative and mathematical finance. Building upon the original release of this title, this text...

186
Published 2016
Springer International Publishing
... the theory of stochastic analysis and mathematical finance. The papers were presented at the first conference...

187
by Albeverio, Sergio, Schachermayer, Walter
Published 2003
Springer Berlin Heidelberg
... of mathematical finance, including the Bachelier and Black-Scholes models. The fundamental theorem of asset...

188
by Krylov, N.V., Röckner, M., Zabczyk, J.
Published 1999
Springer Berlin Heidelberg
... dimensional spaces. They arise in many fields as Mathematical Physics, Chemistry and Mathematical Finance...

189
by Chassagneux, Jean-François, Chotai, Hinesh, Muûls, Mirabelle
Published 2017
Springer International Publishing
...In Mathematical Finance, the authors consider a mathematical model for the pricing of emissions...

190
Published 2006
Springer Berlin Heidelberg
... of processes, martingales and their applications to mathematical finance, Brownian motion. They provide...

191
by Arendt, Wolfgang, Urban, Karsten
Published 2023
Springer International Publishing
...–Scholes equation from mathematical finance is one of several opportunities for extension. Partial...

192
by Saari, Donald G.
Published 2019
Springer International Publishing
...This textbook invites the reader to develop a holistic grounding in mathematical finance, where...

193
by Hainaut, Donatien
Published 2022
Springer International Publishing
... and calibration to time-series. This last aspect is often neglected in the existing mathematical finance...

194
by Kyprianou, Andreas E.
Published 2014
Springer Berlin Heidelberg
... processes, insurance risk models, optimal stopping problems, mathematical finance, continuous-state...

195
by Franke, Jürgen, Hafner, Christian Matthias
Published 2004
Springer Berlin Heidelberg
... of the market behaviour. The focus is both on fundamentals of mathematical finance and financial time series...

197
Published 2002
Springer Netherlands
..., thin films, mathematical finance, electrical engineering, moving interfaces, and combustion...

198
by Korolev, Victor
Published 2019
MDPI - Multidisciplinary Digital Publishing Institute
... and mathematical finance....

199
by Dixon, Matthew F., Halperin, Igor, Bilokon, Paul
Published 2020
Springer International Publishing

200
by van der Hoek, John, Elliott, Robert J.
Published 2006
Springer New York
... is an Associate Editor of Mathematical Finance, Stochastics and Stochastics Reports, Stochastic Analysis...