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Found 103 Documents (Results 1–100)

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Application of intertemporal CAPM on international corporate finance. (English) Zbl 1451.91224

Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 1. Hackensack, NJ: World Scientific. 485-517 (2021).
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An antithetic approach of multilevel Richardson-Romberg extrapolation estimator for multidimensional SDEs. (English) Zbl 1368.65011

Dimov, Ivan (ed.) et al., Numerical analysis and its applications. 6th international conference, NAA 2016, Lozenetz, Bulgaria, June 15–22, 2016. Revised selected papers. Cham: Springer (ISBN 978-3-319-57098-3/pbk; 978-3-319-57099-0/ebook). Lecture Notes in Computer Science 10187, 482-491 (2017).
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Convex order for path-dependent derivatives: a dynamic programming approach. (English) Zbl 1367.60044

Donati-Martin, Catherine (ed.) et al., Séminaire de probabilités XLVIII. Cham: Springer (ISBN 978-3-319-44464-2/pbk; 978-3-319-44465-9/ebook). Lecture Notes in Mathematics 2168. Séminaire de Probabilités, 33-96 (2016).
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Monte Carlo simulation with applications to finance. (English) Zbl 1258.65005

Chapman & Hall/CRC Financial Mathematics Series. Boca Raton, FL: CRC Press (ISBN 978-1-4398-5824-0/hbk). ix, 282 p. (2012).
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Rate of convergence in the Euler scheme for stochastic differential equations with non-Lipschitz diffusion and Poisson measure. (English. Russian original) Zbl 1235.60086

Ukr. Math. J. 63, No. 1, 49-73 (2011); translation from Ukr. Mat. Zh. 63, No. 1, 40-60 (2011).
MSC:  60H35 65C30 91G80
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A sliding mode based leader-follower strategy for multi-level hierarchies. (English) Zbl 0878.93002

Agarwal, R. P. (ed.), Recent trends in optimization theory and applications. Singapore: World Scientific. World Sci. Ser. Appl. Anal. 5, 393-408 (1995).
MSC:  93A13 91B14 93B12
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Empirical analysis of optimal firm behaviour: Asymmetric adjustment in labour and capital demand in the manufacturing sector in the Netherlands and the U.K. (English) Zbl 0824.90036

Schneeweiß, Hans (ed.) et al., Studies in applied econometrics. Papers presented at two international workshops held at the University of Munich, Germany, July 6-7, 1989. Heidelberg: Physica-Verlag. Contributions to Economics. 182-213 (1993).
MSC:  91B84 62P20 91B62
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