Matt Davison

Available identifiers

zbMath Open davison.mattWikidataQ40497834 ScholiaQ40497834MaRDI QIDQ382147

List of research outcomes

Publication	Date of Publication	Type
Inference for a mean-reverting stochastic process with multiple change points	2017-06-08	Paper
https://portal.mardi4nfdi.de/entity/Q5169723	2014-07-11	Paper
A higher-order hidden Markov chain-modulated model for asset allocation	2014-02-07	Paper
Existence and uniqueness result for multidimensional BSDEs with generators of Osgood type	2013-11-18	Paper
An examination of HMM-based investment strategies for asset allocation	2013-11-15	Paper
Utility Function and Optimum Consumption in the models with Habit Formation and Catching up with the Joneses	2011-11-25	Paper
https://portal.mardi4nfdi.de/entity/Q3102962	2011-11-25	Paper
Uniqueness of solutions for multidimensional BSDEs with uniformly continuous generators	2010-07-20	Paper
https://portal.mardi4nfdi.de/entity/Q3574221	2010-07-09	Paper
The early exercise region for Bermudan options on two underlyings	2010-05-08	Paper
On the existence of solutions to BSDEs with generalized uniformly continuous generators	2010-05-05	Paper
An analytic solution for a Vasicek interest rate convertible bond model	2010-04-14	Paper
Correcting the Bias in Monte Carlo Estimators of American-style Option Values	2010-02-15	Paper
COMPETITIVE MODES AND THEIR APPLICATION	2008-07-02	Paper
Compact finite difference method for American option pricing	2007-06-29	Paper
Financial Applications of Symbolically Generated Compact Finite Difference Formulae	2007-06-28	Paper
EXTENDED ENTROPIES AND DISORDER	2005-10-18	Paper
Choquet expectation and Peng's \(g\)-expectation	2005-06-23	Paper
A Hyperbolic PDE with Parabolic Behavior	2005-02-25	Paper
Revenue management: A real options approach	2005-01-11	Paper
Numerical monsters	2004-09-01	Paper
Quantifying the connectivity of scale-free and biological networks	2004-08-19	Paper
Optimization in the face of contradictory criteria -- the example of muscle	2004-01-19	Paper
Many Entropies, Many Disorders	2003-09-09	Paper
https://portal.mardi4nfdi.de/entity/Q4796891	2003-05-05	Paper
A study of the gravitational wave form from pulsars	2002-09-19	Paper
https://portal.mardi4nfdi.de/entity/Q4238402	1999-08-24	Paper
https://portal.mardi4nfdi.de/entity/Q4390973	1999-01-11	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Matt Davison