Stochastics of Environmental and Financial Economics - Springer Proceedings in Mathematics & Statistics
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9783319234243, 9783319234250

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Risk-Sensitive Mean-Field Type Control Under Partial Observation

Stochastics of Environmental and Financial Economics - Springer Proceedings in Mathematics & Statistics ◽

10.1007/978-3-319-23425-0_9 ◽

2015 ◽

pp. 243-263 ◽

Cited By ~ 5

Author(s):

Boualem Djehiche ◽

Hamidou Tembine

Keyword(s):

Mean Field ◽

Partial Observation ◽

Field Type ◽

Risk Sensitive ◽

Mean Field Type Control

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Some Recent Developments in Ambit Stochastics

Stochastics of Environmental and Financial Economics - Springer Proceedings in Mathematics & Statistics ◽

10.1007/978-3-319-23425-0_1 ◽

2015 ◽

pp. 3-25 ◽

Cited By ~ 1

Author(s):

Ole E. Barndorff-Nielsen ◽

Emil Hedevang ◽

Jürgen Schmiegel ◽

Benedykt Szozda

Keyword(s):

Recent Developments

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Exponential Ergodicity of the Jump-Diffusion CIR Process

Stochastics of Environmental and Financial Economics - Springer Proceedings in Mathematics & Statistics ◽

10.1007/978-3-319-23425-0_11 ◽

2015 ◽

pp. 285-300 ◽

Cited By ~ 4

Author(s):

Peng Jin ◽

Barbara Rüdiger ◽

Chiraz Trabelsi

Keyword(s):

Jump Diffusion ◽

Exponential Ergodicity ◽

Cir Process

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Dynamic Risk Measures and Path-Dependent Second Order PDEs

Stochastics of Environmental and Financial Economics - Springer Proceedings in Mathematics & Statistics ◽

10.1007/978-3-319-23425-0_6 ◽

2015 ◽

pp. 147-178 ◽

Cited By ~ 2

Author(s):

Jocelyne Bion-Nadal

Keyword(s):

Risk Measures ◽

Second Order ◽

Dynamic Risk Measures ◽

Dynamic Risk ◽

Path Dependent

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Pricing Options on EU ETS Certificates with a Time-Varying Market Price of Risk Model

Stochastics of Environmental and Financial Economics - Springer Proceedings in Mathematics & Statistics ◽

10.1007/978-3-319-23425-0_14 ◽

2015 ◽

pp. 341-360

Author(s):

Ya Wen ◽

Rüdiger Kiesel

Keyword(s):

Risk Model ◽

Market Price ◽

Time Varying ◽

Eu Ets ◽

Market Price Of Risk ◽

Pricing Options ◽

Price Of Risk

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Pricing CoCos with a Market Trigger

Stochastics of Environmental and Financial Economics - Springer Proceedings in Mathematics & Statistics ◽

10.1007/978-3-319-23425-0_7 ◽

2015 ◽

pp. 179-209

Author(s):

José Manuel Corcuera ◽

Arturo Valdivia

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Quantification of Model Risk in Quadratic Hedging in Finance

Stochastics of Environmental and Financial Economics - Springer Proceedings in Mathematics & Statistics ◽

10.1007/978-3-319-23425-0_8 ◽

2015 ◽

pp. 211-241

Author(s):

Catherine Daveloose ◽

Asma Khedher ◽

Michèle Vanmaele

Keyword(s):

Model Risk ◽

Quadratic Hedging

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A Weak Limit Theorem for Numerical Approximation of Brownian Semi-stationary Processes

Stochastics of Environmental and Financial Economics - Springer Proceedings in Mathematics & Statistics ◽

10.1007/978-3-319-23425-0_4 ◽

2015 ◽

pp. 101-120

Author(s):

Mark Podolskij ◽

Nopporn Thamrongrat

Keyword(s):

Limit Theorem ◽

Numerical Approximation ◽

Weak Limit ◽

Stationary Processes ◽

Weak Limit Theorem

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Functional and Banach Space Stochastic Calculi: Path-Dependent Kolmogorov Equations Associated with the Frame of a Brownian Motion

Stochastics of Environmental and Financial Economics - Springer Proceedings in Mathematics & Statistics ◽

10.1007/978-3-319-23425-0_2 ◽

2015 ◽

pp. 27-80

Author(s):

Andrea Cosso ◽

Francesco Russo

Keyword(s):

Banach Space ◽

Brownian Motion ◽

Kolmogorov Equations ◽

Path Dependent

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Non-elliptic SPDEs and Ambit Fields: Existence of Densities

Stochastics of Environmental and Financial Economics - Springer Proceedings in Mathematics & Statistics ◽

10.1007/978-3-319-23425-0_5 ◽

2015 ◽

pp. 121-144

Author(s):

Marta Sanz-Solé ◽

André Süß

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Stochastics of Environmental and Financial Economics - Springer Proceedings in Mathematics & StatisticsLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer International Publishing

Risk-Sensitive Mean-Field Type Control Under Partial Observation

Some Recent Developments in Ambit Stochastics

Exponential Ergodicity of the Jump-Diffusion CIR Process

Dynamic Risk Measures and Path-Dependent Second Order PDEs

Pricing Options on EU ETS Certificates with a Time-Varying Market Price of Risk Model

Pricing CoCos with a Market Trigger

Quantification of Model Risk in Quadratic Hedging in Finance

A Weak Limit Theorem for Numerical Approximation of Brownian Semi-stationary Processes

Functional and Banach Space Stochastic Calculi: Path-Dependent Kolmogorov Equations Associated with the Frame of a Brownian Motion

Non-elliptic SPDEs and Ambit Fields: Existence of Densities

Stochastics of Environmental and Financial Economics - Springer Proceedings in Mathematics & Statistics
Latest Publications