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Institution
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- Englisch (4)
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- Biswas, Imran (1)
- Jakobsen, Espen (1)
- Karlsen, Kenneth (1)
- Neuenschwander, Daniel (1)
- Ott, Curdin (1)
- Reich, N. (1)
- Schwab, C. (1)
- Winter, C. (1)
Fachgebiet
Schlagwort
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Lévy processes (4)
- Affine group (1)
- Bottleneck option (1)
- Brownian motion (1)
- Continuous convolution semigroups of probability measures (1)
- Dirichlet forms (1)
- Dynamic programming method (1)
- Integro-differential equations (1)
- Integro-partial differential equations (1)
- Lévy copulas (1)
- Optimal stochastic control and switching (1)
- Optimal stopping (1)
- Option pricing (1)
- Principle of smooth and continuous fit (1)
- Pseudo-differential operators (1)
- Scale functions (1)
- Viscosity solutions (1) Mehr Weniger