Modern Mathematics for Finance and Economics: From Stochastic Differential Equations to the Credit Crisis

被引：0

作者：

Korn, Ralf ^{[1
]}

机构：

[1] Univ Kaiserslautern & Fraunhofer ITWM, Kaiserslautern, Germany

来源：

ERCIM NEWS | 2009年 / 78期

关键词：

D O I：

暂无

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

引用

页码：10 / 11

页数：2

共 50 条

[31] FROM THE OLD TO THE NEW MATHEMATICS - THE CRISIS OF MATHEMATICAL SUBJECT CANONS AT THE BEGINNING OF THE MODERN AGE
SCRIBA, CJ
HISTORIA MATHEMATICA, 1983, 10 (02) : 217 - 217
[32] ITO AND STRATONOVICH STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS: TRANSITION FROM MICROSCOPIC TO MACROSCOPIC EQUATIONS
Kotelenez, Peter. M.
QUARTERLY OF APPLIED MATHEMATICS, 2008, 66 (03) : 539 - 564
[33] Arrow Sufficient Conditions for Optimality of Fully Coupled Forward-Backward Stochastic Differential Equations with Applications to Finance
Wang, Guangchen
Xiao, Hua
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 2015, 165 (02) : 639 - 656
[34] A Collocation Method for Nonlinear Stochastic Differential Equations Driven by Fractional Brownian Motion and its Application to Mathematical Finance
Singh, P. K.
Ray, S. Saha
METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY, 2024, 26 (02)
[35] A PARTIALLY OBSERVED NON-ZERO SUM DIFFERENTIAL GAME OF FORWARD-BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS AND ITS APPLICATION IN FINANCE
Xiong, Jie
Zhang, Shuaiqi
Zhuang, Yi
MATHEMATICAL CONTROL AND RELATED FIELDS, 2019, 9 (02) : 257 - 276
[36] Characterizing Gaussian Flows Arising from Itô’s Stochastic Differential Equations
Suprio Bhar
Potential Analysis, 2017, 46 : 261 - 277
[37] DynGMA: A robust approach for learning stochastic differential equations from data
Zhu, Aiqing
Li, Qianxiao
JOURNAL OF COMPUTATIONAL PHYSICS, 2024, 513
[38] Sparse inference and active learning of stochastic differential equations from data
Huang, Yunfei
Mabrouk, Youssef
Gompper, Gerhard
Sabass, Benedikt
SCIENTIFIC REPORTS, 2022, 12 (01)
[39] Sparse inference and active learning of stochastic differential equations from data
Yunfei Huang
Youssef Mabrouk
Gerhard Gompper
Benedikt Sabass
Scientific Reports, 12
[40] Estimation of parameters in a system of stochastic differential equations from discrete observations
Artem'ev, SS
Yakunin, MA
SIBERIAN MATHEMATICAL JOURNAL, 1999, 40 (05) : 828 - 833

← 1 2 3 4 5 →