Stochastic calculus - PDFSEARCH.IO - Document Search Engine

Stochastic calculus
Results: 270

#	Item
211	academics.de[removed]Internet[removed]Fristende[removed]Technische Universität Berlin offers an open position of a Research Assistant Add to Reading List Source URL: www.matheon.de Language: English - Date: 2014-06-16 08:09:19 Stochastic differential equation Boris Galerkin Institute of Mathematics Differential equation Mathematics Finite element method Partial differential equations Calculus Mathematical analysis Stochastic calculus
212	1 A Contraction Theory Approach to Stochastic Incremental Stability Quang-Cuong Pham, Nicolas Tabareau and Jean-Jacques Slotine Add to Reading List Source URL: web.mit.edu Language: English - Date: 2009-03-31 14:00:27 Stochastic differential equations Stochastic processes Differential equations Stochastic calculus Dynamical system Kalman filter Linear-quadratic-Gaussian control Langevin equation Statistics Systems theory Control theory
213	Project: ICT[removed]Start: [removed]Duration: 36 months Co-funded by the European Commission within the 7th Framework Programme IDEAS: Intelligent NeighbourhooD Energy Allocation & Supervision Add to Reading List Source URL: www.ideasproject.eu Language: English - Date: 2013-12-04 04:41:43 IEEE standards Statistics Technology Stochastic processes Computer networking Packet switching Network calculus Audio Video Bridging Traffic shaping Network performance Computing Ethernet
214	An Alternative Derivation of the Black-Scholes Formula Max Zucker1 and Hermann Singer2 Lehrstuhl f¨ ur angewandte Statistik und Methoden der empirischen Sozialforschung, FernUniversit¨at Hagen, D[removed]Hagen, Germany. Add to Reading List Source URL: www.fernuni-hagen.de Language: English - Date: 2011-11-29 06:50:36 Equations Mathematical finance Differential equations Stochastic calculus Black–Scholes Normal distribution Stochastic differential equation Statistics Stochastic processes Mathematical analysis
215	Inflācijas gaidas Latvijā: patērētāju apsekojuma rezultāti Add to Reading List Source URL: www.macroeconomics.lv Language: English - Date: 2010-12-07 10:08:35 Mathematical finance Martingale theory Stochastic calculus Differential equations Wiener process Stochastic differential equation Risk-neutral measure Feynman–Kac formula Heat equation Statistics Mathematical analysis Stochastic processes
216	Integrability by Quadratures of Pricing Equations Claudio Albanese, Giuseppe Campolieti January 29, 2001 Department of Mathematics, University of Toronto Math Point Ltd., Toronto Add to Reading List Source URL: www.albanese.co.uk Language: English - Date: 2014-03-17 15:14:16 Differential equations Martingale theory Stochastic calculus Multivariable calculus Partial differential equation Heat equation Stochastic differential equation Martingale Wiener process Statistics Stochastic processes Mathematical analysis
217	A Numerical Method for Pricing Electricity Derivatives for Jump-Diffusion Processes Based on Continuous Time Lattices Claudio Albanese Department of Mathematics, Imperial College London, SW7 2AZ, United Kingdom claudio.a Add to Reading List Source URL: www.albanese.co.uk Language: English - Date: 2014-03-17 15:14:19 Stochastic processes Markov processes Matrix theory Stochastic calculus Differential equations Stochastic differential equation Markov chain Eigenvalues and eigenvectors Black–Scholes Statistics Algebra Mathematics
218	BLACK-SCHOLES GOES HYPERGEOMETRIC CLAUDIO ALBANESE, GIUSEPPE CAMPOLIETI, PETER CARR, AND ALEXANDER LIPTON A BSTRACT. We introduce a general pricing formula that extends Black-Scholes’ and contains as particular cases m Add to Reading List Source URL: www.albanese.co.uk Language: English - Date: 2014-03-17 15:14:16 Ordinary differential equations Stochastic processes Mathematical finance Equations Spectral theory Normal distribution Black–Scholes Stochastic differential equation Linear map Mathematical analysis Mathematics Calculus
219	”PDE Methods in Applied Mathematics and Image Processing” SCIENTIFIC PROGRAM 08:[removed]:00 09:[removed]:10 Chairman Add to Reading List Source URL: www.math.bas.bg Language: English - Date: 2009-01-04 14:40:39 Finite element method Partial differential equations Computational science Structural analysis Hp-FEM Preconditioner Iterative method Stochastic optimization Calculus Numerical analysis Mathematical analysis
220	Stochastic Optimization in Finance[removed]Krastyu Gumnerov Add to Reading List Source URL: www.math.bas.bg Language: English - Date: 2009-01-04 14:40:37 Mathematical optimization Dynamic programming Stochastic calculus Optimal control Stochastic control Hamilton–Jacobi–Bellman equation Itō calculus Stochastic process Bellman equation Statistics Calculus Mathematical analysis

UPDATE