Stochastic differential equations

Results: 379



#Item
191Options / Stochastic calculus / Equations / Stochastic differential equation / Black–Scholes / Brownian motion / Statistics / Stochastic processes / Mathematical finance

Contents: 1. Dynamic Programming Model for the Valuation of the Bermudan and American Options (with T. Sz´ antai). 2. Bounds on the Values of Financial Derivatives under Partial Information of the Asset Price Distribut

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2007-11-23 14:06:09
192Stochastic differential equations

Online Extra Frame & Easel Optional 11 x 14 Size

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Source URL: www.woodsmith.com

Language: English - Date: 2011-03-18 12:05:48
    193Control theory / Statistics / Classical cipher / Four-square cipher / Stochastic differential equations / Computer programming / Mathematics

    Written by Peter Harnik What Makes it Great and How to Get There The Excellent

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    Source URL: www.csu.edu

    Language: English - Date: 2013-10-02 12:59:17
    194Ordinary differential equations / Differential equations / Partial differential equation / Variation of parameters / Reduction of order / Linear differential equation / Stochastic partial differential equation / Integrating factor / Calculus / Differential calculus / Mathematical analysis

    [removed]Nadia Marie Ott* ([removed]), 5787 College Ave. Apt 46, San Diego, CA 92120, and Timothy Mark Dunster. Reduction of Order for Higher Order Linear Ordinary Differential Equations. Preliminary report.

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    Source URL: www.ams.org

    Language: English - Date: 2013-03-01 00:33:12
    195Differential equations / Integral calculus / Mathematical finance / Statistical randomness / Operations research / Stochastic process / Stochastic calculus / Stochastic / Forcing / Calculus / Statistics / Mathematics

    Stochastic Inverse Problems A stochastic collocation approach to constrained optimization for random data estimation problems Catalin Trenchea?† Max Gunzburger (FSU), & Clayton Webster(ORNL)

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    Source URL: www.fields.utoronto.ca

    Language: English - Date: 2012-04-03 17:03:32
    196Stochastic differential equations / Mathematical finance / Normal distribution / Wiener process / Ornstein–Uhlenbeck process / Risk-neutral measure / Martingale / Itō diffusion / Heat equation / Statistics / Stochastic processes / Martingale theory

    Mean-reverting market model: Novikov condition, speculative opportunities, and non-arbitrage ∗ Nikolai Dokuchaev

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    Source URL: www.fields.utoronto.ca

    Language: English - Date: 2007-03-21 16:16:52
    197Differential equations / Stochastic processes / Multivariable calculus / Partial differential equation / Stochastic differential equation / Initial value problem / Mathematical optimization / Hindawi Publishing Corporation / Hilbert space / Calculus / Statistics / Mathematical analysis

    Hindawi Publishing Corporation Advances in Mathematical Physics Volume 2013, Article ID[removed], 6 pages http://dx.doi.org[removed][removed]Research Article

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    Source URL: downloads.hindawi.com

    Language: English - Date: 2014-08-28 16:15:09
    198Robot control / Estimation theory / Kalman filter / Errors-in-variables models / Filter / Holomorphic functional calculus / M-estimator / Statistics / Control theory / Stochastic differential equations

    Robust Kalman filter and smoother for errors-in-variables model with observation outliers based on Least-Trimmed-Squares Jaafar ALMutawa Department of Mathematics and Statistics, King Fahd University of Petroleum and Min

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    Source URL: eprints.kfupm.edu.sa

    Language: English - Date: 2011-04-06 01:40:43
    199Stochastic differential equations / Jan Willem Klop / Word square

    LOCAL LAW NO[removed]FIFTH NORTHERN YARIANAS COPlPQWEALTH LEG ISLTURE flOl!SE LOCAL B I L L NO. 5-3

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    Source URL: www.cnmilaw.org

    Language: English - Date: 2014-02-12 20:59:29
    200Dynamical systems / Stochastic processes / Equations / Stochastic calculus / Differential equations / Slow manifold / Center manifold / Stochastic differential equation / Schrödinger equation / Mathematical analysis / Statistics / Calculus

    Index :=, 10, 15, 16, 18–20, 24 Abel, Niels, 48 action, 95, 707, 709, 710 adiabatic approximation, 160,

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    Source URL: www.siam.org

    Language: English - Date: 2014-12-18 16:58:12
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