Entity usage

This page lists pages that use the given entity (e.g. Q42). The list is sorted by descending page ID, so that newer pages are listed first.

Showing below up to 22 results in range #1 to #22.

Can there Be Excessive Mathematization of the World?: Label: en
Optimal Portfolio in a Regime-switching Model: Label: en
Bid-Ask Spread Modelling, a Perturbation Approach: Label: en
Efficient Second-order Weak Scheme for Stochastic Volatility Models: Label: en
Affine Variance Swap Curve Models: Label: en
Stochastic Control and Pricing Under Swap Measures: Label: en
Optimal Investment-consumption for Partially Observed Jump-diffusions: Label: en
f-Divergence Minimal Equivalent Martingale Measures and Optimal Portfolios for Exponential Lévy Models with a Change-point: Label: en
Evaluating Hybrid Products: The Interplay Between Financial and Insurance Markets: Label: en
Erratum: Label: en
Two Remarks on the Wasserstein Dirichlet Form: Label: en
Malliavin Calculus for Stochastic Point Vortex and Lagrangian Models: Label: en
Multi-dimensional Semicircular Limits on the Free Wigner Chaos: Label: en
Localization of Relative Entropy in Bose–Einstein Condensation of Trapped Interacting Bosons: Label: en
Well-posedness for a Class of Dissipative Stochastic Evolution Equations with Wiener and Poisson Noise: Label: en
Itô’s Formula for Banach-space-valued Jump Processes Driven by Poisson Random Measures: Label: en
Weak Approximations for SDE’s Driven by Lévy Processes: Label: en
Rate of Convergence of Wong–Zakai Approximations for Stochastic Partial Differential Equations: Label: en
Uniqueness and Absolute Continuity for Semilinear SPDE’s: Label: en
General Upper and Lower Tail Estimates Using Malliavin Calculus and Stein’s Equations: Label: en
On Chaos Representation and Orthogonal Polynomials for the Doubly Stochastic Poisson Process: Label: en
Recent Advances Related to SPDEs with Fractional Noise: Label: en