Add to ORKGMany problems in finance can be posed in terms of an optimal stochastic con-trol. Some well-known examples include transaction cost/uncertain volatility models [17, 2, 25], passport options [1, 26], unequal borrowing/lending costs in option pricing [9], risk control in reinsurance [23], optimal withdrawals i
This thesis considers classical methods to solve stochastic control problems and valuation problems ...
This thesis is a study of numerical Partial Differential Equation (PDE) methods in financial derivat...
Now a days mathematics can be used for many different purposes or topics, and every day new fields t...
Many problems in finance can be posed in terms of an optimal stochastic con-trol. Some well-known ex...
This thesis starts by discussing the foundations of mathematical finance and some theoretical result...
The option pricing problem when the asset is driven by a stochastic volatility process and in the pr...
The option pricing problem when the asset is driven by a stochastic volatility process and in the pr...
In this work we will present a self-contained introduction to the option pricing problem. ...
Research conducted in mathematical finance focuses on the quantitative modeling of financial markets...
In this work we will present a self-contained introduction to the option pricing problem. We will in...
Abstract. This chapter is an introduction and survey of numerical solution methods for stochastic di...
Evaluation of Financial and Actuarial Risk. The research group has focused on several different aspe...
The volume collects the five lecture courses given at the CIME-EMS School on “Stochastic Methods in ...
This dissertation is concerned with nonlinear partial differential equations and their financial ap...
This textbook provides a self-contained introduction to numerical methods in probability with a focu...
This thesis considers classical methods to solve stochastic control problems and valuation problems ...
This thesis is a study of numerical Partial Differential Equation (PDE) methods in financial derivat...
Now a days mathematics can be used for many different purposes or topics, and every day new fields t...
Many problems in finance can be posed in terms of an optimal stochastic con-trol. Some well-known ex...
This thesis starts by discussing the foundations of mathematical finance and some theoretical result...
The option pricing problem when the asset is driven by a stochastic volatility process and in the pr...
The option pricing problem when the asset is driven by a stochastic volatility process and in the pr...
In this work we will present a self-contained introduction to the option pricing problem. ...
Research conducted in mathematical finance focuses on the quantitative modeling of financial markets...
In this work we will present a self-contained introduction to the option pricing problem. We will in...
Abstract. This chapter is an introduction and survey of numerical solution methods for stochastic di...
Evaluation of Financial and Actuarial Risk. The research group has focused on several different aspe...
The volume collects the five lecture courses given at the CIME-EMS School on “Stochastic Methods in ...
This dissertation is concerned with nonlinear partial differential equations and their financial ap...
This textbook provides a self-contained introduction to numerical methods in probability with a focu...
This thesis considers classical methods to solve stochastic control problems and valuation problems ...
This thesis is a study of numerical Partial Differential Equation (PDE) methods in financial derivat...
Now a days mathematics can be used for many different purposes or topics, and every day new fields t...