Stochastic Analysis and Applications to Finance - Interdisciplinary Mathematical Sciences
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Published By WORLD SCIENTIFIC

9789814383578, 9789814383585

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Some Results on Backward Stochastic Differential Equations Driven by Fractional Brownian Motions

Stochastic Analysis and Applications to Finance - Interdisciplinary Mathematical Sciences ◽

10.1142/9789814383585_0012 ◽

2012 ◽

pp. 225-242 ◽

Cited By ~ 2

Author(s):

Yaozhong Hu ◽

Daniel Ocone ◽

Jian Song

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Backward Stochastic Differential Equations ◽

Brownian Motions ◽

Fractional Brownian Motions

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Continuous-time Mean-Variance Portfolio Selection with Finite Transactions

Stochastic Analysis and Applications to Finance - Interdisciplinary Mathematical Sciences ◽

10.1142/9789814383585_0005 ◽

2012 ◽

pp. 77-98 ◽

Cited By ~ 1

Author(s):

Xiangyu Cui ◽

Jianjun Gao ◽

Duan Li

Keyword(s):

Portfolio Selection ◽

Continuous Time ◽

Mean Variance Portfolio ◽

Mean Variance

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Non-Linear Evolution Equations Driven by Rough Paths

Stochastic Analysis and Applications to Finance - Interdisciplinary Mathematical Sciences ◽

10.1142/9789814383585_0001 ◽

2012 ◽

pp. 1-18 ◽

Cited By ~ 1

Author(s):

Thomas Cass ◽

Zhongmin Qian ◽

Jan Tudor

Keyword(s):

Evolution Equations ◽

Rough Paths ◽

Linear Evolution ◽

Non Linear ◽

Linear Evolution Equations

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Research on Social Causes of the Financial Crisis

Stochastic Analysis and Applications to Finance - Interdisciplinary Mathematical Sciences ◽

10.1142/9789814383585_0014 ◽

2012 ◽

pp. 291-301

Author(s):

Steven Kou

Keyword(s):

Financial Crisis ◽

Social Causes

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FRONT MATTER

Stochastic Analysis and Applications to Finance - Interdisciplinary Mathematical Sciences ◽

10.1142/9789814383585_fmatter ◽

2012 ◽

pp. i-xiii

Author(s):

Tusheng Zhang ◽

Xunyu Zhou

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Potential Theory of Subordinate Brownian Motions Revisited

Stochastic Analysis and Applications to Finance - Interdisciplinary Mathematical Sciences ◽

10.1142/9789814383585_0013 ◽

2012 ◽

pp. 243-290 ◽

Cited By ~ 13

Author(s):

Panki Kim ◽

Renming Song ◽

Zoran Vondraček

Keyword(s):

Potential Theory ◽

Brownian Motions

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MLE of Parameters in the Drifted Brownian Motion and Its Error

Stochastic Analysis and Applications to Finance - Interdisciplinary Mathematical Sciences ◽

10.1142/9789814383585_0017 ◽

2012 ◽

pp. 341-354

Author(s):

Lemee Nakamura ◽

Weian Zheng

Keyword(s):

Brownian Motion

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On Stochastic Differential Equations and a Generalised Burgers Equation

Stochastic Analysis and Applications to Finance - Interdisciplinary Mathematical Sciences ◽

10.1142/9789814383585_0021 ◽

2012 ◽

pp. 425-435 ◽

Cited By ~ 2

Author(s):

Jiang-Lun Wu ◽

Wei Yang

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Burgers Equation

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Mean-Variance Hedging in the Discontinuous Case

Stochastic Analysis and Applications to Finance - Interdisciplinary Mathematical Sciences ◽

10.1142/9789814383585_0022 ◽

2012 ◽

pp. 437-450

Author(s):

Jianming Xia

Keyword(s):

Mean Variance

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Quantifying Model Uncertainties in the Space of Probability Measures

Stochastic Analysis and Applications to Finance - Interdisciplinary Mathematical Sciences ◽

10.1142/9789814383585_0006 ◽

2012 ◽

pp. 99-110

Author(s):

Jinqiao Duan ◽

Ting Gao ◽

Guowei He

Keyword(s):

Probability Measures ◽

Model Uncertainties

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Stochastic Analysis and Applications to Finance - Interdisciplinary Mathematical SciencesLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By WORLD SCIENTIFIC

Some Results on Backward Stochastic Differential Equations Driven by Fractional Brownian Motions

Continuous-time Mean-Variance Portfolio Selection with Finite Transactions

Non-Linear Evolution Equations Driven by Rough Paths

Research on Social Causes of the Financial Crisis

FRONT MATTER

Potential Theory of Subordinate Brownian Motions Revisited

MLE of Parameters in the Drifted Brownian Motion and Its Error

On Stochastic Differential Equations and a Generalised Burgers Equation

Mean-Variance Hedging in the Discontinuous Case

Quantifying Model Uncertainties in the Space of Probability Measures

Stochastic Analysis and Applications to Finance - Interdisciplinary Mathematical Sciences
Latest Publications