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Found 169 Documents (Results 1–100)

A partial differential equation approach to multivariate risk theory. (English) Zbl 1282.91149

Zhang, Tusheng (ed.) et al., Stochastic analysis and applications to finance. Essays in honour of Jia-an Yan on the occasion of his 70th years birthday. Hackensack, NJ: World Scientific (ISBN 978-981-4383-57-8/hbk). Interdisciplinary Mathematical Sciences 13, 111-123 (2012).
MSC:  91B30 60J60 60J65
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Malliavin differentiability of a class of Feller-diffusions with relevance in finance. (English) Zbl 1277.60100

Cohen, Samuel N. (ed.) et al., Stochastic processes, finance and control. A Festschrift in honor of Robert J. Elliott. Hackensack, NJ: World Scientific (ISBN 978-981-4383-30-1/hbk). Advances in Statistics, Probability and Actuarial Science 1, 41-51 (2012).
MSC:  60H07 60J60 91G80
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Stochastic processes, finance and control. A Festschrift in honor of Robert J. Elliott. (English) Zbl 1253.00011

Advances in Statistics, Probability and Actuarial Science 1. Hackensack, NJ: World Scientific (ISBN 978-981-4383-30-1/hbk). xv, 588 p. (2012).
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