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Results 1 - 20 of 5,837  for All Library Resources

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1
Mean field game of controls and an application to trade crowding
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Article
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Mean field game of controls and an application to trade crowding

Mathematics and financial economics, 2018-06, Vol.12 (3), p.335-363 [Peer Reviewed Journal]

Springer-Verlag GmbH Germany, part of Springer Nature 2017 ;Mathematics and Financial Economics is a copyright of Springer, (2017). All Rights Reserved. ;ISSN: 1862-9679 ;EISSN: 1862-9660 ;DOI: 10.1007/s11579-017-0206-z

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2
Numerical Solution of Stochastic Differential Equations with Jumps in Finance
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Book
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Numerical Solution of Stochastic Differential Equations with Jumps in Finance

Springer-Verlag Berlin Heidelberg 2010 ;ISSN: 0172-4568 ;ISBN: 364213694X ;ISBN: 9783642136948 ;ISBN: 9783642120572 ;ISBN: 3642120571 ;EISBN: 364213694X ;EISBN: 9783642136948 ;DOI: 10.1007/978-3-642-13694-8 ;OCLC: 900606219 ;OCLC: 663096674

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3
On the market price of risk
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Article
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On the market price of risk

Mathematics and financial economics, 2021-09, Vol.15 (4), p.675-718 [Peer Reviewed Journal]

The Author(s), under exclusive licence to Springer-Verlag GmbH, DE part of Springer Nature 2021 ;The Author(s), under exclusive licence to Springer-Verlag GmbH, DE part of Springer Nature 2021. ;ISSN: 1862-9679 ;EISSN: 1862-9660 ;DOI: 10.1007/s11579-021-00293-2

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4
On time-inconsistent stochastic control in continuous time
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Article
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On time-inconsistent stochastic control in continuous time

Finance and stochastics, 2017-04, Vol.21 (2), p.331-360 [Peer Reviewed Journal]

The Author(s) 2017 ;Finance and Stochastics is a copyright of Springer, 2017. ;ISSN: 0949-2984 ;EISSN: 1432-1122 ;DOI: 10.1007/s00780-017-0327-5

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5
The microstructural foundations of leverage effect and rough volatility
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Article
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The microstructural foundations of leverage effect and rough volatility

Finance and stochastics, 2018-04, Vol.22 (2), p.241-280 [Peer Reviewed Journal]

Springer-Verlag GmbH Germany, part of Springer Nature 2018 ;Finance and Stochastics is a copyright of Springer, (2018). All Rights Reserved. ;Distributed under a Creative Commons Attribution 4.0 International License ;ISSN: 0949-2984 ;EISSN: 1432-1122 ;DOI: 10.1007/s00780-018-0360-z

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6
Model-independent bounds for option prices—a mass transport approach
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Article
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Model-independent bounds for option prices—a mass transport approach

Finance and stochastics, 2013-07, Vol.17 (3), p.477-501 [Peer Reviewed Journal]

Springer-Verlag Berlin Heidelberg 2013 ;ISSN: 0949-2984 ;EISSN: 1432-1122 ;DOI: 10.1007/s00780-013-0205-8

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7
Dynamic programming approach to principal–agent problems
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Article
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Dynamic programming approach to principal–agent problems

Finance and stochastics, 2018, Vol.22 (1), p.1-37 [Peer Reviewed Journal]

Springer-Verlag GmbH Germany 2017 ;Finance and Stochastics is a copyright of Springer, (2017). All Rights Reserved. ;Distributed under a Creative Commons Attribution 4.0 International License ;ISSN: 0949-2984 ;EISSN: 1432-1122 ;DOI: 10.1007/s00780-017-0344-4

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8
Adapted Wasserstein distances and stability in mathematical finance
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Article
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Adapted Wasserstein distances and stability in mathematical finance

Finance and stochastics, 2020-07, Vol.24 (3), p.601-632 [Peer Reviewed Journal]

The Author(s) 2020 ;The Author(s) 2020. This work is published under http://creativecommons.org/licenses/by/4.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;ISSN: 0949-2984 ;EISSN: 1432-1122 ;DOI: 10.1007/s00780-020-00426-3

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9
Polynomial diffusions and applications in finance
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Article
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Polynomial diffusions and applications in finance

Finance and stochastics, 2016-10, Vol.20 (4), p.931-972 [Peer Reviewed Journal]

Springer-Verlag Berlin Heidelberg 2016 ;ISSN: 0949-2984 ;EISSN: 1432-1122 ;DOI: 10.1007/s00780-016-0304-4

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10
Modelling Operational Risk Using Bayesian Inference
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Book
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Modelling Operational Risk Using Bayesian Inference

Springer-Verlag Berlin Heidelberg 2011 ;ISBN: 9783642159220 ;ISBN: 3642159222 ;EISBN: 9783642159237 ;EISBN: 3642159230 ;DOI: 10.1007/978-3-642-15923-7 ;OCLC: 701369495

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11
An application of fractional differential equations to risk theory
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Article
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An application of fractional differential equations to risk theory

Finance and stochastics, 2019-10, Vol.23 (4), p.1001-1024 [Peer Reviewed Journal]

The Author(s) 2019 ;Finance and Stochastics is a copyright of Springer, (2019). All Rights Reserved. © 2019. This work is published under http://creativecommons.org/licenses/by/4.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;ISSN: 0949-2984 ;EISSN: 1432-1122 ;DOI: 10.1007/s00780-019-00400-8

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12
A two-dimensional control problem arising from dynamic contracting theory
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Article
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A two-dimensional control problem arising from dynamic contracting theory

Finance and stochastics, 2019-01, Vol.23 (1), p.1-28 [Peer Reviewed Journal]

Springer-Verlag GmbH Germany, part of Springer Nature 2018 ;Finance and Stochastics is a copyright of Springer, (2018). All Rights Reserved. ;Distributed under a Creative Commons Attribution 4.0 International License ;ISSN: 0949-2984 ;EISSN: 1432-1122 ;DOI: 10.1007/s00780-018-0376-4

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13
Hybrid scheme for Brownian semistationary processes
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Article
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Hybrid scheme for Brownian semistationary processes

Finance and stochastics, 2017-10, Vol.21 (4), p.931-965 [Peer Reviewed Journal]

The Author(s) 2017 ;Finance and Stochastics is a copyright of Springer, 2017. ;ISSN: 0949-2984 ;EISSN: 1432-1122 ;DOI: 10.1007/s00780-017-0335-5

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14
Hedging with temporary price impact
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Article
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Hedging with temporary price impact

Mathematics and financial economics, 2017-03, Vol.11 (2), p.215-239 [Peer Reviewed Journal]

Springer-Verlag Berlin Heidelberg 2016 ;Mathematics and Financial Economics is a copyright of Springer, 2017. ;ISSN: 1862-9679 ;EISSN: 1862-9660 ;DOI: 10.1007/s11579-016-0178-4

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15
Control of McKean–Vlasov dynamics versus mean field games
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Article
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Control of McKean–Vlasov dynamics versus mean field games

Mathematics and financial economics, 2013-03, Vol.7 (2), p.131-166 [Peer Reviewed Journal]

Springer-Verlag 2012 ;Springer-Verlag Berlin Heidelberg 2013 ;Distributed under a Creative Commons Attribution 4.0 International License ;ISSN: 1862-9679 ;EISSN: 1862-9660 ;DOI: 10.1007/s11579-012-0089-y

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16
A mean field model for the development of renewable capacities
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Article
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A mean field model for the development of renewable capacities

Mathematics and financial economics, 2023-12, Vol.17 (4), p.695-719 [Peer Reviewed Journal]

The Author(s) 2023 ;ISSN: 1862-9679 ;EISSN: 1862-9660 ;DOI: 10.1007/s11579-023-00348-6

Digital Resources/Online E-Resources

17
Affine forward variance models
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Article
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Affine forward variance models

Finance and stochastics, 2019-07, Vol.23 (3), p.501-533 [Peer Reviewed Journal]

Springer-Verlag GmbH Germany, part of Springer Nature 2019 ;Finance and Stochastics is a copyright of Springer, (2019). All Rights Reserved. ;ISSN: 0949-2984 ;EISSN: 1432-1122 ;DOI: 10.1007/s00780-019-00392-5

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18
Deep ReLU network expression rates for option prices in high-dimensional, exponential Lévy models
Material Type:
Article
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Deep ReLU network expression rates for option prices in high-dimensional, exponential Lévy models

Finance and stochastics, 2021-10, Vol.25 (4), p.615-657 [Peer Reviewed Journal]

The Author(s) 2021 ;The Author(s) 2021. This work is published under http://creativecommons.org/licenses/by/4.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;ISSN: 1432-1122 ;ISSN: 0949-2984 ;EISSN: 1432-1122 ;DOI: 10.1007/s00780-021-00462-7

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19
A theory of Markovian time-inconsistent stochastic control in discrete time
Material Type:
Article
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A theory of Markovian time-inconsistent stochastic control in discrete time

Finance and stochastics, 2014-07, Vol.18 (3), p.545-592 [Peer Reviewed Journal]

Springer-Verlag Berlin Heidelberg 2014 ;ISSN: 0949-2984 ;EISSN: 1432-1122 ;DOI: 10.1007/s00780-014-0234-y

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20
Equilibrium returns with transaction costs
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Article
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Equilibrium returns with transaction costs

Finance and stochastics, 2018-07, Vol.22 (3), p.569-601 [Peer Reviewed Journal]

Springer-Verlag GmbH Germany, part of Springer Nature 2018 ;Finance and Stochastics is a copyright of Springer, (2018). All Rights Reserved. ;Distributed under a Creative Commons Attribution 4.0 International License ;ISSN: 0949-2984 ;EISSN: 1432-1122 ;DOI: 10.1007/s00780-018-0366-6

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