Stochastics of Environmental and Financial Economics (Unknown)
- New search for: Nunno, Giulia Di
- New search for: Benth, Fred Espen
- New search for: Nunno, Giulia Di
- New search for: Benth, Fred Espen
2015
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ISBN:
- Book / Electronic Resource
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Title:Stochastics of Environmental and Financial Economics
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Contributors:Nunno, Giulia Di ( author ) / Benth, Fred Espen ( author )
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Publisher:
- New search for: Springer
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Publication date:2015
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Size:1 electronic resource (360 p.)
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ISBN:
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Type of media:Book
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Type of material:Electronic Resource
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Language:Unknown
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Keywords:
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Source:
Table of contents eBook
The tables of contents are generated automatically and are based on the data records of the individual contributions available in the index of the TIB portal. The display of the Tables of Contents may therefore be incomplete.
- 3
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Some Recent Developments in Ambit StochasticsBarndorff-Nielsen, Ole E. / Hedevang, Emil / Schmiegel, Jürgen / Szozda, Benedykt et al. | 2015
- 27
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Functional and Banach Space Stochastic Calculi: Path-Dependent Kolmogorov Equations Associated with the Frame of a Brownian MotionCosso, Andrea / Russo, Francesco et al. | 2015
- 81
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Nonlinear Young Integrals via Fractional CalculusHu, Yaozhong / Lê, Khoa N. et al. | 2015
- 101
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A Weak Limit Theorem for Numerical Approximation of Brownian Semi-stationary ProcessesPodolskij, Mark / Thamrongrat, Nopporn et al. | 2015
- 121
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Non-elliptic SPDEs and Ambit Fields: Existence of DensitiesSanz-Solé, Marta / Süß, André et al. | 2015
- 147
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Dynamic Risk Measures and Path-Dependent Second Order PDEsBion-Nadal, Jocelyne et al. | 2015
- 179
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Pricing CoCos with a Market TriggerCorcuera, José Manuel / Valdivia, Arturo et al. | 2015
- 211
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Quantification of Model Risk in Quadratic Hedging in FinanceDaveloose, Catherine / Khedher, Asma / Vanmaele, Michèle et al. | 2015
- 243
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Risk-Sensitive Mean-Field Type Control Under Partial ObservationDjehiche, Boualem / Tembine, Hamidou et al. | 2015
- 265
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Risk Aversion in Modeling of Cap-and-Trade Mechanism and Optimal Design of Emission MarketsFalbo, Paolo / Hinz, Juri et al. | 2015
- 285
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Exponential Ergodicity of the Jump-Diffusion CIR ProcessJin, Peng / Rüdiger, Barbara / Trabelsi, Chiraz et al. | 2015
- 301
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Optimal Control of Predictive Mean-Field Equations and Applications to FinanceØksendal, Bernt / Sulem, Agnès et al. | 2015
- 321
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Modelling the Impact of Wind Power Production on Electricity Prices by Regime-Switching Lévy Semistationary ProcessesVeraart, Almut E. D. et al. | 2015
- 341
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Pricing Options on EU ETS Certificates with a Time-Varying Market Price of Risk ModelWen, Ya / Kiesel, Rüdiger et al. | 2015