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Stochastic differential equations
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291	Fast Continuous-Discrete DAF-Filters Thomas Mazzoni Diskussionsbeitrag Nr. 445 November[removed]Diskussionsbeiträge der Fakultät für Wirtschaftswissenschaft Add to Reading List Source URL: www.fernuni-hagen.de Language: English - Date: 2011-11-29 06:50:39 Control theory Normal distribution Filtering problem Itō diffusion Kalman filter Statistics Stochastic differential equations Estimation theory
292	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
293	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
294	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
295	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
296	Affine Lattice Models 1 Claudio Albanese Department of Mathematics, Imperial College of Science and Technology, University of London, SW7 2AZ, London, United Kingdom. mailto:[removed] Alexey Kuznet Add to Reading List Source URL: www.albanese.co.uk Language: English - Date: 2014-03-17 15:14:15 Fixed income analysis Hull–White model Mathematical finance Ornstein–Uhlenbeck process Statistics Stochastic differential equations Financial economics
297	DISCRETIZATION SCHEMES FOR SUBORDINATED PROCESSES CLAUDIO ALBANESE AND ALEXEY KUZNETSOV A BSTRACT. We introduce a new class of continuous time lattices which are suitable for local Levy and stochastic volatility processe Add to Reading List Source URL: www.albanese.co.uk Language: English - Date: 2014-03-17 15:14:24 Stochastic processes Markov chain Fourier transform Martingale Itō diffusion Spectral theory of ordinary differential equations Statistics Mathematical analysis Markov processes
298	”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
299	VII Contents Preface XIII Add to Reading List Source URL: www.wiley-vch.de Language: English - Date: 2014-07-01 21:03:32 Stochastic processes Numerical analysis Differential equations Stochastic differential equations Equations Runge–Kutta method Ornstein–Uhlenbeck process Partial differential equation Fokker–Planck equation Statistics Mathematics Mathematical analysis
300	383 Index a acceptance probability Add to Reading List Source URL: www.wiley-vch.de Language: English - Date: 2014-07-01 21:03:33 Statistical mechanics Differential equations Monte Carlo methods Equations Stochastic differential equation Gillespie algorithm Normal distribution Stochastic Ising model Statistics Probability and statistics Stochastic processes

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