Stochastic differential equation

Results: 319



#Item
111Differential equation / Mathematical and theoretical biology / Stochastic calculus / Partial differential equation / Integral / Mathematical analysis / Mathematics / Applied mathematics

Minimizing CVaR, and Hedging Issues, for a Portfolio of Derivatives

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Source URL: www.polyu.edu.hk

Language: English - Date: 2014-12-09 05:12:27
112Stochastic calculus / Differential equations / Bessel function / Symbol / Bessel process / Continuous function / Stochastic differential equation / Mathematical analysis / Stochastic processes / Fourier analysis

Banco de México Documentos de Investigación Banco de México Working Papers N° [removed]

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Source URL: www.banxico.org.mx

Language: English - Date: 2014-12-19 20:58:34
113Lévy process / Normal distribution / Gaussian process / Stochastic differential equation / Wiener process / Moulting / Statistics / Stochastic processes / Inverse Gaussian distribution

20th International Congress on Modelling and Simulation, Adelaide, Australia, 1–6 December 2013 www.mssanz.org.au/modsim2013 Stochastic growth models for analyzing crustacean data Chuan Hui Foo a and You-Gan Wang a a

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Source URL: www.mssanz.org.au

Language: English - Date: 2013-11-19 22:02:18
114Mathematical finance / Technical analysis / Volatility / Economic model / Gross domestic product / Real estate bubble / Stochastic differential equation / Subprime mortgage crisis / Normal distribution / Statistics / Economics / Economic bubbles

Microsoft Word - WP No.15_2011.doc

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Source URL: www.hkimr.org.

Language: English - Date: 2012-09-14 03:30:32
115Stochastic processes / Quantum mechanics / Physics / Multivariable calculus / Partial differential equation / Brownian motion / Probability current / Statistics / Mathematical analysis / Statistical mechanics

PHYSICAL REVIEW E 70, Memoryless control of boundary concentrations of diffusing particles A. Singer* and Z. Schuss† Department of Applied Mathematics, Tel-Aviv University, Ramat-Aviv, 69978 Tel-Aviv, Is

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Source URL: www.wisdom.weizmann.ac.il

Language: English - Date: 2006-02-15 15:55:17
116Equations / Cybernetics / Mathematical optimization / Optimal control / Partial differential equations / Hamilton–Jacobi–Bellman equation / Bellman equation / Control theory / Systems theory / Dynamic programming

. Comparing Approximation Techniques to Continuous-Time Stochastic Dynamic Programming Problems: Applications to Natural Resource Modeling

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Source URL: www.acera.unimelb.edu.au

Language: English - Date: 2012-04-04 21:51:13
117Dynamical systems / Stochastic calculus / Stochastic differential equation / Control theory / Lyapunov stability / Stability / Stochastic / Economic model / Brownian motion / Statistics / Stochastic processes / Differential equations

CityU-SCUT Joint Workshop on Stochastic Systems and Processes Date and Time: 17 June 2013, 9:30 am – 5:30 pm 18 June 2013, 9:30 am – 12:30 pm Venue: Room B4702, Academic 1, City University of Hong Kong

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Source URL: www6.cityu.edu.hk

Language: English - Date: 2013-06-19 00:38:31
118Mathematical finance / Options / Equations / Stochastic calculus / Black–Scholes / Stochastic differential equation / Normal distribution / Statistics / Financial economics / Stochastic processes

FINM 6900 Finance Theory University of Queensland Lecture Note 6 The Black-Scholes Option Pricing Model

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Source URL: teach.business.uq.edu.au

Language: English - Date: 2015-02-05 19:45:32
119Mathematical finance / Technical analysis / Volatility / Economic model / Gross domestic product / Real estate bubble / Stochastic differential equation / Subprime mortgage crisis / Normal distribution / Statistics / Economics / Economic bubbles

Microsoft Word - WP No.15_2011.doc

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Source URL: www.hkimr.org

Language: English - Date: 2012-09-14 03:30:32
120Stochastic processes / Equations / Normal distribution / Black–Scholes / Stochastic differential equation / Statistics / Financial economics / Mathematical finance

Stochastic Calculus and Financial Applications Final Take Home Exam (Steele: Fall[removed]Instructions. You may consult any books or articles that you find useful. If you use a result that is not from our text, attach a co

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Source URL: www-stat.wharton.upenn.edu

Language: English - Date: 2010-12-11 08:08:00
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