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Found 68 Documents (Results 1–68)

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Solvency of an insurance company in a dual risk model with investment: analysis and numerical study of singular boundary value problems. (English. Russian original) Zbl 1443.91251

Comput. Math. Math. Phys. 59, No. 11, 1904-1927 (2019); translation from Zh. Vychisl. Mat. Mat. Fiz. 59, No. 11, 1973-1997 (2019).
MSC:  91G05 91G60 65N99
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An introduction to mathematical finance with applications. Understanding and building financial intuition. (English) Zbl 1348.91002

Springer Undergraduate Texts in Mathematics and Technology. Cham: Springer (ISBN 978-1-4939-3781-3/hbk; 978-1-4939-3783-7/ebook). xvii, 483 p. (2016).
MSC:  91-01 91Gxx 91B30 91B70 60H30 62P05
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Discrete and continuous-time models of financial derivatives. (English) Zbl 1139.91346

Girela Álvarez, Daniel (ed.) et al., Seminar of mathematical analysis. Proceedings of the lecture notes of the seminar, Universities of Malaga and Seville, Spain, September 2003–June 2004. Sevilla: Univ. de Sevilla, Secretariado de Publicaciones (ISBN 84-472-0857-5/pbk). Colección Abierta 71, 273-316 (2004).
MSC:  91B28 91B70 60H05
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Using stochastic approximation algorithms in stock liquidation. (English) Zbl 1023.91030

Yong, Jiongmin (ed.), Recent developments in mathematical finance. Proceedings of the international conference on mathematical finance, Shanghai, China, May 10-13, 2001. Singapore: World Scientific. 238-248 (2002).
MSC:  91B28 60J10 62L20 60J27
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Backward stochastic differential equations and applications. (English) Zbl 0843.60054

Chatterji, S. D. (ed.), Proceedings of the international congress of mathematicians, ICM ’94, August 3-11, 1994, Zürich, Switzerland. Vol. II. Basel: Birkhäuser. 1502-1510 (1995).
Reviewer: R.Buckdahn (Brest)
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How to look at objects in a 5-dimensional shape space. II: Looking at diffusions. (English) Zbl 0862.60007

Kelly, F. P. (ed.), Probability, statistics and optimisation. A tribute to Peter Whittle. Chichester: Wiley. Wiley Series in Probability and Mathematical Statistics. Probability and Mathematical Statistics. 315-324 (1994).
MSC:  60D05
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Partial investment under uncertainty. (English) Zbl 0782.90008

Stochastic models and option values. Applications to resources, environment and investment problems, Pap. Conf., Loen/Norway 1989, Contrib. Econ. Anal. 200, 167-186 (1991).
MSC:  91B28 93E03 60J65 91B62
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