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Stochastic calculus
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141	Plan Robustness of option prices and their deltas in markets modelled by jump-diffusions Asma Khedher Centre of Mathematics for Applications Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-20 11:39:16 Differential calculus Calculus of variations Integral calculus Malliavin calculus Mathematical finance Malliavin derivative Generalizations of the derivative Laplace transform Derivative Mathematical analysis Mathematics Stochastic calculus
142	Forward is backward for time-homogeneous diffusions or Why worry about boundary conditions? Johan Tysk ¨ Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-17 12:16:56 Statistics Equations Differential equations Feynman–Kac formula Heat equation Ordinary differential equations Partial differential equation Black–Scholes Itō diffusion Calculus Mathematical analysis Stochastic processes
143	Introduction Setting Numerical Experiment Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-19 11:34:13 Differential calculus Analysis Mathematical finance Stochastic processes Mathematical analysis Mathematics Derivative
144	American Option Pricing Under Two Stochastic Volatility Processes Jonathan Ziveyi Joint work with Prof. Carl Chiarella School of Finance and Economics University of Technology, Sydney Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-18 18:46:44 Multivariable calculus Partial differential equation
145	Stochastic Calculus of Heston’s Stochastic–Volatility Model Floyd B. Hansona Department of Mathematics, Statistics, and Computer Science University of Illinois at Chicago Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-09 08:37:44 Stochastic volatility Geometric Brownian motion Volatility Heston model Stochastic calculus Wiener process Brownian motion Fokker–Planck equation Heston Statistics Stochastic processes Mathematical finance
146	PDE for Finance Notes, Spring 2011 – Section 1. Notes by Robert V. Kohn, Courant Institute of Mathematical Sciences. For use in connection with the NYU course PDE for Finance, G63[removed]Prepared in 2003, minor updates Add to Reading List Source URL: www.math.nyu.edu Language: English - Date: 2011-02-06 23:09:44 Stochastic processes Stochastic calculus Differential equations Stochastic differential equations Equations Partial differential equation Feynman–Kac formula Black–Scholes Infinitesimal generator Mathematical analysis Calculus Statistics
147	Microsoft PowerPoint - bfsDupire.ppt Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-07-03 13:03:15 Stochastic calculus Operator theory Spectral theory Integral calculus Malliavin calculus Mathematical finance Feynman–Kac formula Continuous function Derivative Mathematical analysis Mathematics Calculus
148	Correlation functions and masterequations of generalized (non-Markovian) Langevin equations Add to Reading List Source URL: www.physik.uni-augsburg.de Language: English - Date: 2006-11-23 08:32:15 Mathematics Equations Differential equations Stochastic calculus Statistical mechanics Stochastic differential equation Langevin equation Laplace transform Fokker–Planck equation Statistics Mathematical analysis Stochastic processes
149	Langevin description of Markov master equations II: Noise correlations Add to Reading List Source URL: www.physik.uni-augsburg.de Language: English - Date: 2006-07-07 04:54:14 Mathematical analysis Stochastic processes Differential equations Equations Stochastic differential equation Cumulant Itō calculus Fokker–Planck equation Control theory Statistics Stochastic calculus Probability theory
150	Stochastic ODEs and stochastic linear PDEs with critical drift: regularity, duality and uniqueness Lisa Beck1, Franco Flandoli2, Massimiliano Gubinelli3, Mario Maurelli4 Abstract Linear stochastic transport and continuit Add to Reading List Source URL: www.math.uni-augsburg.de Language: English - Date: 2014-01-20 09:55:27 Mathematical analysis Stochastic processes Stochastic calculus Equations Stochastic differential equation Partial differential equation Weak solution Fokker–Planck equation Uniqueness quantification Statistics Calculus Differential equations

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