Stochastic Analysis, Control, Optimization and Applications
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Published By Birkhäuser Boston

9781461272816, 9781461217848
Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Monte Carlo Estimation of Diffusion Distributions at Inter-sampling Times

1999 ◽  
pp. 505-520
Author(s):  
C. J. Wypasek ◽  
J. V. Butera ◽  
B. G. Fitzpatrick
Keyword(s):  
Monte Carlo ◽  
Monte Carlo Estimation ◽  
Sampling Times

Estimation of Probability Distributions for Individual Parameters Using Aggregate Population Data

1999 ◽  
pp. 353-371 ◽  
Author(s):  
H. T. Banks ◽  
B. G. Fitzpatrick ◽  
Laura K. Potter ◽  
Yue Zhang
Keyword(s):  
Probability Distributions ◽  
Population Data ◽  
Aggregate Population

Pricing Models with Transaction Fees

1999 ◽  
pp. 567-584
Author(s):  
James E. Hodder ◽  
Thaleia Zariphopoulou
Keyword(s):  
Pricing Models ◽  
Transaction Fees

On the Solutions of the Equation Arising from the Singular Limit of Some Eigen Problems

1999 ◽  
pp. 135-150 ◽  
Author(s):  
Shuenn-Jyi Sheu ◽  
Alexander D. Wentzell
Keyword(s):  
Singular Limit

Option Pricing in a Market with Frictions

1999 ◽  
pp. 521-540 ◽  
Author(s):  
Alain Bensoussan ◽  
Hugues Julien
Keyword(s):  
Option Pricing

Robustness of Zakai’s Equation via Feynman-Kac Representations

1999 ◽  
pp. 339-352 ◽  
Author(s):  
Rami Atar ◽  
Frederi Viens ◽  
Ofer Zeitouni

An Approximation Scheme for Evolutive Hamilton-Jacobi Equations

1999 ◽  
pp. 289-303 ◽  
Author(s):  
Maurizio Falcone ◽  
Tiziana Giorgi
Keyword(s):  
Approximation Scheme ◽  
Jacobi Equations
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