Progress in Probability - Seminar on Stochastic Analysis, Random Fields and Applications V
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Published By Birkhäuser Basel

9783764384579, 9783764384586

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Numerical Aspects of Loan Portfolio Optimization

Progress in Probability - Seminar on Stochastic Analysis, Random Fields and Applications V ◽

10.1007/978-3-7643-8458-6_23 ◽

2008 ◽

pp. 435-444

Author(s):

Claas Becker ◽

Veronika Orlovius

Keyword(s):

Portfolio Optimization ◽

Loan Portfolio

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Remarks on 3D Stochastic Navier-Stokes Equations

Progress in Probability - Seminar on Stochastic Analysis, Random Fields and Applications V ◽

10.1007/978-3-7643-8458-6_8 ◽

2008 ◽

pp. 123-134 ◽

Cited By ~ 1

Author(s):

Franco Flandoli

Keyword(s):

Stokes Equations ◽

Navier Stokes ◽

Navier Stokes Equations

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A Tychastic Approach to Guaranteed Pricing and Management of Portfolios under Transaction Constraints

Progress in Probability - Seminar on Stochastic Analysis, Random Fields and Applications V ◽

10.1007/978-3-7643-8458-6_22 ◽

2008 ◽

pp. 411-433 ◽

Cited By ~ 1

Author(s):

Jean-Pierre Aubin ◽

Patrick Saint-Pierre

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Attractors for Ergodic and Monotone Random Dynamical Systems

Progress in Probability - Seminar on Stochastic Analysis, Random Fields and Applications V ◽

10.1007/978-3-7643-8458-6_18 ◽

2008 ◽

pp. 331-344 ◽

Cited By ~ 1

Author(s):

Michael Scheutzow

Keyword(s):

Dynamical Systems ◽

Random Dynamical Systems

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Volterra Equations Perturbed by a Gaussian Noise

Progress in Probability - Seminar on Stochastic Analysis, Random Fields and Applications V ◽

10.1007/978-3-7643-8458-6_4 ◽

2008 ◽

pp. 37-55 ◽

Cited By ~ 2

Author(s):

Stefano Bonaccorsi

Keyword(s):

Gaussian Noise ◽

Volterra Equations

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Generalizations of Merton’s Mutual Fund Theorem in Infinite-Dimensional Financial Models

Progress in Probability - Seminar on Stochastic Analysis, Random Fields and Applications V ◽

10.1007/978-3-7643-8458-6_28 ◽

2008 ◽

pp. 507-519 ◽

Cited By ~ 1

Author(s):

Maurizio Pratelli

Keyword(s):

Mutual Fund ◽

Financial Models ◽

Infinite Dimensional

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Generalized Ornstein-Uhlenbeck Processes on Separable Banach Spaces

Progress in Probability - Seminar on Stochastic Analysis, Random Fields and Applications V ◽

10.1007/978-3-7643-8458-6_15 ◽

2008 ◽

pp. 261-274

Author(s):

V. Mandrekar ◽

B. Rüdiger

Keyword(s):

Banach Spaces

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Nonlinear Markovian Problems in Large Dimensions

Progress in Probability - Seminar on Stochastic Analysis, Random Fields and Applications V ◽

10.1007/978-3-7643-8458-6_21 ◽

2008 ◽

pp. 397-408

Author(s):

Bogusław Zegarliński

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Critical Exponents for Semilinear PDEs with Bounded Potentials

Progress in Probability - Seminar on Stochastic Analysis, Random Fields and Applications V ◽

10.1007/978-3-7643-8458-6_14 ◽

2008 ◽

pp. 243-259

Author(s):

José Alfredo López-Mimbela ◽

Nicolas Privault

Keyword(s):

Critical Exponents ◽

Semilinear Pdes

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No Free Lunch under Transaction Costs for Continuous Processes

Progress in Probability - Seminar on Stochastic Analysis, Random Fields and Applications V ◽

10.1007/978-3-7643-8458-6_25 ◽

2008 ◽

pp. 457-467

Author(s):

Paolo Guasoni

Keyword(s):

Transaction Costs ◽

Free Lunch ◽

Continuous Processes ◽

No Free Lunch

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Progress in Probability - Seminar on Stochastic Analysis, Random Fields and Applications VLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Birkhäuser Basel

Numerical Aspects of Loan Portfolio Optimization

Remarks on 3D Stochastic Navier-Stokes Equations

A Tychastic Approach to Guaranteed Pricing and Management of Portfolios under Transaction Constraints

Attractors for Ergodic and Monotone Random Dynamical Systems

Volterra Equations Perturbed by a Gaussian Noise

Generalizations of Merton’s Mutual Fund Theorem in Infinite-Dimensional Financial Models

Generalized Ornstein-Uhlenbeck Processes on Separable Banach Spaces

Nonlinear Markovian Problems in Large Dimensions

Critical Exponents for Semilinear PDEs with Bounded Potentials

No Free Lunch under Transaction Costs for Continuous Processes

Progress in Probability - Seminar on Stochastic Analysis, Random Fields and Applications V
Latest Publications