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Found 130 Documents (Results 1–100)

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Affine extensions of integer vector addition systems with states. (English) Zbl 07378558

Schewe, Sven (ed.) et al., 29th international conference on concurrency theory. CONCUR 2018, Beijing, China, September 4–7, 2018. Proceedings. Wadern: Schloss Dagstuhl – Leibniz Zentrum für Informatik. LIPIcs – Leibniz Int. Proc. Inform. 118, Article 14, 17 p. (2018).
MSC:  68Q85
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Saddlepoint approximation methods in financial engineering. (English) Zbl 1414.62005

SpringerBriefs in Quantitative Finance. Cham: Springer (ISBN 978-3-319-74100-0/pbk; 978-3-319-74101-7/ebook). x, 128 p. (2018).
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Affine processes and pseudo-differential operators with unbounded coefficients. (English) Zbl 1345.60006

Berichte aus der Mathematik. Aachen: Shaker Verlag; Dresden: TU Dresden (Diss.) (ISBN 978-3-8440-4708-0/pbk). vi, 123 p. (2016).
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Affine diffusions and related processes: simulation, theory and applications. (English) Zbl 1387.60002

Bocconi & Springer Series 6. Milano: Bocconi University Press; Cham: Springer (ISBN 978-3-319-05220-5/hbk; 978-3-319-05221-2/ebook). xiii, 252 p. (2015).
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The role of nonassociative algebra in projective geometry. (English) Zbl 1306.51001

Graduate Studies in Mathematics 159. Providence, RI: American Mathematical Society (AMS) (ISBN 978-1-4704-1849-6/hbk). xiv, 229 p. (2014).
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Path properties and regularity of affine processes on general state spaces. (English) Zbl 1287.60091

Donati-Martin, Catherine (ed.) et al., Séminaire de probabilités XLV. Cham: Springer (ISBN 978-3-319-00320-7/pbk; 978-3-319-00321-4/ebook). Lecture Notes in Mathematics 2078. Séminaire de Probabilités, 201-244 (2013).
MSC:  60J25 60G17
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Extending the Rackoff technique to affine nets. (English) Zbl 1354.68190

D’Souza, Deepak (ed.) et al., IARCS annual conference on foundations of software technology and theoretical computer science (FSTTCS 2012). Selected papers based on the presentations at the 32nd conference, Hyderabad, India, December 15–17, 2012. Wadern: Schloss Dagstuhl – Leibniz Zentrum für Informatik (ISBN 978-3-939897-47-7). LIPIcs – Leibniz International Proceedings in Informatics 18, 301-312 (2012).
MSC:  68Q85 68Q25 68Q60
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Doubly stochastic CDO term structures. (English) Zbl 1246.91144

Dalang, Robert C. (ed.) et al., Seminar on stochastic analysis, random fields and applications VI. Centro Stefano Franscini, Ascona, Italy, May 19–23, 2008. Basel: Birkhäuser (ISBN 978-3-0348-0020-4/pbk; 978-3-0348-0021-1/ebook). Progress in Probability 63, 413-428 (2011).
MSC:  91G40 60H10
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Processes in space. (English) Zbl 1286.68345

Ferreira, Fernando (ed.) et al., Programs, proofs, processes. 6th conference on computability in Europe, CiE 2010, Ponta Delgada, Azores, Portugal, June 30–July 4, 2010. Proceedings. Berlin: Springer (ISBN 978-3-642-13961-1/pbk). Lecture Notes in Computer Science 6158, 78-87 (2010).
MSC:  68Q85 51N10 68U05
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A didactic note on affine stochastic volatility models. (English) Zbl 1104.60024

Kabanov, Yuri (ed.) et al., From stochastic calculus to mathematical finance. The Shiryaev Festschrift. Allmost all papers based on the presentation at the second Bachelier colloquium on stochastic calculus and probability, Meatbief, France, January 9–15, 2005. Berlin: Springer (ISBN 3-540-30782-6/hbk). 343-368 (2006).
MSC:  60G99 91B70
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