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

9783034870283, 9783034870269

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Critical Price for an American Option near Maturity

Seminar on Stochastic Analysis, Random Fields and Applications ◽

10.1007/978-3-0348-7026-9_24 ◽

1995 ◽

pp. 353-358 ◽

Cited By ~ 10

Author(s):

Damien Lamberton

Keyword(s):

American Option

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Recent Progress in the Hypercontractive Semigroups

Seminar on Stochastic Analysis, Random Fields and Applications ◽

10.1007/978-3-0348-7026-9_19 ◽

1995 ◽

pp. 253-262

Author(s):

Boguslaw Zegarlinski

Keyword(s):

Recent Progress

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Random Brownian Scaling and Some Absolute Continuity Relationships

Seminar on Stochastic Analysis, Random Fields and Applications ◽

10.1007/978-3-0348-7026-9_18 ◽

1995 ◽

pp. 243-252 ◽

Cited By ~ 2

Author(s):

Marc Yor

Keyword(s):

Absolute Continuity

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Applications and Foundations of Quasi Sure Analysis

Seminar on Stochastic Analysis, Random Fields and Applications ◽

10.1007/978-3-0348-7026-9_14 ◽

1995 ◽

pp. 199-203

Author(s):

Paul Malliavin

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Stochastic Representation of Unitary Quantum Evolution

Seminar on Stochastic Analysis, Random Fields and Applications ◽

10.1007/978-3-0348-7026-9_10 ◽

1995 ◽

pp. 135-149

Author(s):

Z. Haba

Keyword(s):

Quantum Evolution ◽

Stochastic Representation

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A Duality Formula on the Poisson Space and Some Applications

Seminar on Stochastic Analysis, Random Fields and Applications ◽

10.1007/978-3-0348-7026-9_15 ◽

1995 ◽

pp. 205-213 ◽

Cited By ~ 9

Author(s):

David Nualart ◽

Josep Vives

Keyword(s):

Poisson Space

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A Remark on Stochastic Dynamics on the Infinite-Dimensional Torus

Seminar on Stochastic Analysis, Random Fields and Applications ◽

10.1007/978-3-0348-7026-9_2 ◽

1995 ◽

pp. 27-35 ◽

Cited By ~ 1

Author(s):

S. Albeverio ◽

Yu. G. Kondratiev ◽

M. Röckner

Keyword(s):

Stochastic Dynamics ◽

Dimensional Torus ◽

Infinite Dimensional ◽

Infinite Dimensional Torus

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An Equation Modelling Transport of a Substance in a Stochastic Medium

Seminar on Stochastic Analysis, Random Fields and Applications ◽

10.1007/978-3-0348-7026-9_9 ◽

1995 ◽

pp. 123-134

Author(s):

Jon Gjerde ◽

Helge Holden ◽

Bernt Øksendal ◽

Jan Ubøe ◽

Tusheng Zhang

Keyword(s):

Stochastic Medium ◽

Equation Modelling

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Convergence of Option Values under Incompleteness

Seminar on Stochastic Analysis, Random Fields and Applications ◽

10.1007/978-3-0348-7026-9_26 ◽

1995 ◽

pp. 365-384 ◽

Cited By ~ 8

Author(s):

Wolfgang J. Runggaldier ◽

Martin Schweizer

Keyword(s):

Option Values

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Backward Stochastic Differential Equations. Option Hedging under Additional Cost

Seminar on Stochastic Analysis, Random Fields and Applications ◽

10.1007/978-3-0348-7026-9_21 ◽

1995 ◽

pp. 307-318 ◽

Cited By ~ 1

Author(s):

Rainer Buckdahn

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Backward Stochastic Differential Equations ◽

Additional Cost ◽

Option Hedging

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Seminar on Stochastic Analysis, Random Fields and ApplicationsLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Birkhäuser Basel

Critical Price for an American Option near Maturity

Recent Progress in the Hypercontractive Semigroups

Random Brownian Scaling and Some Absolute Continuity Relationships

Applications and Foundations of Quasi Sure Analysis

Stochastic Representation of Unitary Quantum Evolution

A Duality Formula on the Poisson Space and Some Applications

A Remark on Stochastic Dynamics on the Infinite-Dimensional Torus

An Equation Modelling Transport of a Substance in a Stochastic Medium

Convergence of Option Values under Incompleteness

Backward Stochastic Differential Equations. Option Hedging under Additional Cost

Seminar on Stochastic Analysis, Random Fields and Applications
Latest Publications