標(biāo)題: Titlebook: Numerical Solution of Stochastic Differential Equations with Jumps in Finance; Eckhard Platen,Nicola Bruti-Liberati Textbook 2010 Springer [打印本頁(yè)] 作者: grateful 時(shí)間: 2025-3-21 18:49
書目名稱Numerical Solution of Stochastic Differential Equations with Jumps in Finance影響因子(影響力)
書目名稱Numerical Solution of Stochastic Differential Equations with Jumps in Finance影響因子(影響力)學(xué)科排名
書目名稱Numerical Solution of Stochastic Differential Equations with Jumps in Finance網(wǎng)絡(luò)公開度
書目名稱Numerical Solution of Stochastic Differential Equations with Jumps in Finance網(wǎng)絡(luò)公開度學(xué)科排名
書目名稱Numerical Solution of Stochastic Differential Equations with Jumps in Finance被引頻次
書目名稱Numerical Solution of Stochastic Differential Equations with Jumps in Finance被引頻次學(xué)科排名
書目名稱Numerical Solution of Stochastic Differential Equations with Jumps in Finance年度引用
書目名稱Numerical Solution of Stochastic Differential Equations with Jumps in Finance年度引用學(xué)科排名
書目名稱Numerical Solution of Stochastic Differential Equations with Jumps in Finance讀者反饋
書目名稱Numerical Solution of Stochastic Differential Equations with Jumps in Finance讀者反饋學(xué)科排名
作者: Noctambulant 時(shí)間: 2025-3-21 21:17
Stochastic Modelling and Applied Probabilityhttp://image.papertrans.cn/n/image/669218.jpg作者: configuration 時(shí)間: 2025-3-22 04:20
https://doi.org/10.1007/978-3-642-13694-8Variance; jump diffusions; linear optimization; numerical methods; quantitative finance; simulation; stoch作者: TAIN 時(shí)間: 2025-3-22 08:11 作者: 藕床生厭倦 時(shí)間: 2025-3-22 11:31 作者: neurologist 時(shí)間: 2025-3-22 15:52
,Regular Strong It? Approximations, presented in the previous chapter. These approximations belong to the class of regular strong It? schemes, which includes derivative-free, implicit and predictor-corrector schemes. More details on some of the results to be presented in this chapter can be found in Bruti-Liberati, Nikitopoulos-Sklibosios & Platen . and Bruti-Liberati & Platen ..作者: NOMAD 時(shí)間: 2025-3-22 17:23 作者: savage 時(shí)間: 2025-3-22 23:15 作者: 稱贊 時(shí)間: 2025-3-23 03:44 作者: NAUT 時(shí)間: 2025-3-23 05:32 作者: Feature 時(shí)間: 2025-3-23 11:03 作者: cardiopulmonary 時(shí)間: 2025-3-23 16:40
Numerical Stability,t and the diffusion terms, exhibit the largest stability regions. Refining the time step size in a simulation can lead to numerical instabilities, which is not what one experiences in deterministic numerical analysis. This chapter follows closely Platen & Shi ..作者: 致命 時(shí)間: 2025-3-23 19:47 作者: palliate 時(shí)間: 2025-3-24 00:13 作者: Hangar 時(shí)間: 2025-3-24 05:03
Textbook 2010namics of various state variables. The numerical solution of such equations is more complex than that of those only driven by Wiener processes, described in Kloeden & Platen: Numerical Solution of Stochastic Differential Equations (1992). The present monograph builds on the above-mentioned work and 作者: 災(zāi)難 時(shí)間: 2025-3-24 07:07
Filtering,y satisfy certain hidden SDEs. Their observation is considered to be perturbed by the noise of Wiener or other processes. Approximate discrete-time filters driven by observation processes will be constructed for different purposes.作者: 可以任性 時(shí)間: 2025-3-24 12:48 作者: 動(dòng)作謎 時(shí)間: 2025-3-24 16:57 作者: 友好關(guān)系 時(shí)間: 2025-3-24 21:09 作者: insightful 時(shí)間: 2025-3-25 01:57 作者: 主講人 時(shí)間: 2025-3-25 05:58 作者: BROOK 時(shí)間: 2025-3-25 10:57
Estimating Discretely Observed Diffusions,. Consistency and asymptotic normality of the resulting estimators is investigated. Power transforms are used to estimate the parameters of affine diffusions, for which explicit estimators are obtained.作者: THE 時(shí)間: 2025-3-25 12:46
Benchmark Approach to Finance and Insurance,This fundamental property leads to real world pricing which identifies the minimal replicating price. An equivalent risk neutral probability measure need not exist under the benchmark approach, which provides significant freedom for modeling when compared to the classical approach.作者: 平 時(shí)間: 2025-3-25 16:19 作者: EVEN 時(shí)間: 2025-3-25 22:30 作者: Tdd526 時(shí)間: 2025-3-26 01:25 作者: 吼叫 時(shí)間: 2025-3-26 05:12
Eckhard Platen,Nicola Bruti-Liberati curriculum, lack of accessibility to quality and updated materials, and failure of government to play its functional roles. This paper will be helpful for policymakers in tourism and hospitality sectors in Bangladesh.作者: Axon895 時(shí)間: 2025-3-26 10:22 作者: Acetaminophen 時(shí)間: 2025-3-26 12:50 作者: Rheumatologist 時(shí)間: 2025-3-26 16:47 作者: ureter 時(shí)間: 2025-3-26 21:08
Eckhard Platen,Nicola Bruti-Liberatigathers selected papers from the 9th International Conference on Tourism and Hospitality between China and Spain (www.china-spain.org) with participants from 18 countries. Though the book is mainly intended for978-981-15-4449-1978-981-15-4447-7作者: Obedient 時(shí)間: 2025-3-27 03:50 作者: 費(fèi)解 時(shí)間: 2025-3-27 07:46
Eckhard Platen,Nicola Bruti-Liberatipends on good infrastructure, environment, technology, investment and marketing strategy. The study proposes some strategies, policy and managerial recommendations for the provision of Islamic medical tourism.作者: 談判 時(shí)間: 2025-3-27 12:54 作者: MUTED 時(shí)間: 2025-3-27 14:54
0172-4568 antitativemethods, it offers ready access to a large number of potential research problems in an area that is widely applicable and rapidly expanding. Finance is chosen as the area of application because much o978-3-662-51973-8978-3-642-13694-8Series ISSN 0172-4568 Series E-ISSN 2197-439X 作者: flaggy 時(shí)間: 2025-3-27 19:11 作者: 用肘 時(shí)間: 2025-3-27 22:13 作者: GONG 時(shí)間: 2025-3-28 02:05 作者: brassy 時(shí)間: 2025-3-28 07:05 作者: 咯咯笑 時(shí)間: 2025-3-28 12:46
Eckhard Platen,Nicola Bruti-Liberatiy from the capital city of Amman have made the site increasingly accessible. The Jordanian government has made attracting tourists to Jordan a top priority. .For all of the attention that Petra has received, it is still surprisingly poorly understood. A widely accepted chronology of the city, even t作者: 推測(cè) 時(shí)間: 2025-3-28 15:37
Eckhard Platen,Nicola Bruti-Liberatiy from the capital city of Amman have made the site increasingly accessible. The Jordanian government has made attracting tourists to Jordan a top priority. .For all of the attention that Petra has received, it is still surprisingly poorly understood. A widely accepted chronology of the city, even t作者: ACTIN 時(shí)間: 2025-3-28 21:05 作者: Cytokines 時(shí)間: 2025-3-28 23:02
Eckhard Platen,Nicola Bruti-Liberatiy from the capital city of Amman have made the site increasingly accessible. The Jordanian government has made attracting tourists to Jordan a top priority. .For all of the attention that Petra has received, it is still surprisingly poorly understood. A widely accepted chronology of the city, even t作者: 控制 時(shí)間: 2025-3-29 03:16 作者: 旁觀者 時(shí)間: 2025-3-29 09:48
ualitatively different . vis-à-vis the general public. My discussion of TFAU’s experiences indicates clear potential and an imperative for tourism and hospitality to nurture a sociality beyond consumerism and sexism—as an integral part of broader biopolitical and democratic struggles against governmental control and corporate capitalism.作者: 誹謗 時(shí)間: 2025-3-29 12:05 作者: mediocrity 時(shí)間: 2025-3-29 19:07 作者: conifer 時(shí)間: 2025-3-29 22:51 作者: 揉雜 時(shí)間: 2025-3-30 00:59 作者: AORTA 時(shí)間: 2025-3-30 04:50 作者: 注視 時(shí)間: 2025-3-30 09:05
Benchmark Approach to Finance and Insurance,ve pricing, actuarial pricing and risk measurement when security price processes are modeled via SDEs with jumps. It follows the benchmark approach developed in Platen & Heath .. The jumps allow for the modeling of event risk in finance, insurance and other areas. The natural benchmark for asset all作者: Latency 時(shí)間: 2025-3-30 12:30 作者: Inflated 時(shí)間: 2025-3-30 17:31 作者: hemorrhage 時(shí)間: 2025-3-30 23:09
Regular Strong Taylor Approximations with Jumps,e SDEs to have jumps. We present regular strong approximations obtained directly from a truncated Wagner-Platen expansion with jumps. The term regular refers to the time discretizations used to construct these approximations. These do not include the jump times of the Poisson random measure, as oppo作者: Anthropoid 時(shí)間: 2025-3-31 01:12
,Regular Strong It? Approximations, presented in the previous chapter. These approximations belong to the class of regular strong It? schemes, which includes derivative-free, implicit and predictor-corrector schemes. More details on some of the results to be presented in this chapter can be found in Bruti-Liberati, Nikitopoulos-Sklib作者: Gossamer 時(shí)間: 2025-3-31 07:15 作者: 背景 時(shí)間: 2025-3-31 12:35 作者: Jejune 時(shí)間: 2025-3-31 15:13 作者: 外科醫(yī)生 時(shí)間: 2025-3-31 18:57
