Seminar on Stochastic Analysis, Random Fields and Applications VII
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Published By Springer Basel

9783034805445, 9783034805452

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Two Remarks on the Wasserstein Dirichlet Form

Seminar on Stochastic Analysis, Random Fields and Applications VII ◽

10.1007/978-3-0348-0545-2_12 ◽

2013 ◽

pp. 235-255 ◽

Cited By ~ 1

Author(s):

Wilhelm Stannat

Keyword(s):

Dirichlet Form

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Recent Advances Related to SPDEs with Fractional Noise

Seminar on Stochastic Analysis, Random Fields and Applications VII ◽

10.1007/978-3-0348-0545-2_1 ◽

2013 ◽

pp. 3-22 ◽

Cited By ~ 1

Author(s):

Raluca M. Balan

Keyword(s):

Fractional Noise ◽

Recent Advances

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Stochastic Control and Pricing Under Swap Measures

Seminar on Stochastic Analysis, Random Fields and Applications VII ◽

10.1007/978-3-0348-0545-2_18 ◽

2013 ◽

pp. 363-379

Author(s):

R. Cogo ◽

A. Gombani ◽

W. J. Runggaldier

Keyword(s):

Stochastic Control

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Multi-dimensional Semicircular Limits on the Free Wigner Chaos

Seminar on Stochastic Analysis, Random Fields and Applications VII ◽

10.1007/978-3-0348-0545-2_10 ◽

2013 ◽

pp. 211-221 ◽

Cited By ~ 4

Author(s):

Ivan Nourdin ◽

Giovanni Peccati ◽

Roland Speicher

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Optimal Portfolio in a Regime-switching Model

Seminar on Stochastic Analysis, Random Fields and Applications VII ◽

10.1007/978-3-0348-0545-2_22 ◽

2013 ◽

pp. 435-449 ◽

Cited By ~ 7

Author(s):

Adrian Roy L. Valdez ◽

Tiziano Vargiolu

Keyword(s):

Regime Switching ◽

Optimal Portfolio ◽

Regime Switching Model ◽

Switching Model

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Weak Approximations for SDE’s Driven by Lévy Processes

Seminar on Stochastic Analysis, Random Fields and Applications VII ◽

10.1007/978-3-0348-0545-2_6 ◽

2013 ◽

pp. 131-169

Author(s):

Arturo Kohatsu-Higa ◽

Hoang-Long Ngo

Keyword(s):

Lévy Processes ◽

Levy Processes ◽

Weak Approximations

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Efficient Second-order Weak Scheme for Stochastic Volatility Models

Seminar on Stochastic Analysis, Random Fields and Applications VII ◽

10.1007/978-3-0348-0545-2_20 ◽

2013 ◽

pp. 395-410

Author(s):

Benjamin Jourdain ◽

Mohamed Sbai

Keyword(s):

Stochastic Volatility ◽

Second Order ◽

Stochastic Volatility Models ◽

Volatility Models

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Evaluating Hybrid Products: The Interplay Between Financial and Insurance Markets

Seminar on Stochastic Analysis, Random Fields and Applications VII ◽

10.1007/978-3-0348-0545-2_15 ◽

2013 ◽

pp. 285-304 ◽

Cited By ~ 3

Author(s):

Francesca Biagini

Keyword(s):

Insurance Markets ◽

Hybrid Products

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Optimal Investment-consumption for Partially Observed Jump-diffusions

Seminar on Stochastic Analysis, Random Fields and Applications VII ◽

10.1007/978-3-0348-0545-2_17 ◽

2013 ◽

pp. 337-361 ◽

Cited By ~ 3

Author(s):

Claudia Ceci

Keyword(s):

Optimal Investment ◽

Jump Diffusions ◽

Partially Observed

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On Chaos Representation and Orthogonal Polynomials for the Doubly Stochastic Poisson Process

Seminar on Stochastic Analysis, Random Fields and Applications VII ◽

10.1007/978-3-0348-0545-2_2 ◽

2013 ◽

pp. 23-54 ◽

Cited By ~ 5

Author(s):

Giulia Di Nunno ◽

Steffen Sjursen

Keyword(s):

Poisson Process ◽

Orthogonal Polynomials ◽

Doubly Stochastic ◽

Doubly Stochastic Poisson Process

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Seminar on Stochastic Analysis, Random Fields and Applications VIILatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer Basel

Two Remarks on the Wasserstein Dirichlet Form

Recent Advances Related to SPDEs with Fractional Noise

Stochastic Control and Pricing Under Swap Measures

Multi-dimensional Semicircular Limits on the Free Wigner Chaos

Optimal Portfolio in a Regime-switching Model

Weak Approximations for SDE’s Driven by Lévy Processes

Efficient Second-order Weak Scheme for Stochastic Volatility Models

Evaluating Hybrid Products: The Interplay Between Financial and Insurance Markets

Optimal Investment-consumption for Partially Observed Jump-diffusions

On Chaos Representation and Orthogonal Polynomials for the Doubly Stochastic Poisson Process

Seminar on Stochastic Analysis, Random Fields and Applications VII
Latest Publications