Results 21 to 30 of about 483,190 (338)
Sensitivities via Rough Paths [PDF]
, 2014 Motivated by a problematic coming from mathematical finance, this paper is devoted to existing and additional results of continuity and differentiability of the It\^o map associated to rough differential equations.
Marie, Nicolas
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An Integrated Approach to Pricing Catastrophe Reinsurance
Risks, 2017 We propose an integrated approach straddling the actuarial science and the mathematical finance approaches to pricing a default-risky catastrophe reinsurance contract.
Carolyn W. Chang, Jack S. K. Chang
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Maximizing the goal-reaching probability before drawdown with borrowing constraint
AIMS Mathematics, 2021 We study the optimal investment problem in a constrained financial market,where the proportion of borrowed amount to the current wealth level is no more than a given constant.
Yu Yuan, Qicai Li
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The American Mathematical Monthly, 1926 "References": p. 211-212. ; Mode of access: Internet.
A. W. Richeson, Lloyd Smail
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Probabilistic Interpretation of Solutions of Linear Ultraparabolic Equations
Mathematics, 2018 We demonstrate the existence, uniqueness and Galerkin approximatation of linear ultraparabolic terminal value/infinite-horizon problems on unbounded spatial domains.
Michael D. Marcozzi
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The American Mathematical Monthly, 1960 Mode of access: Internet.
J. M. Feld +2 more
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A dynamical systems approach to cryptocurrency stability
AIMS Mathematics, 2019 Recently, the notion of cryptocurrencies has come to the fore of public interest. These assets that exist only in electronic form, with no underlying value, offer the owners some protection from tracking or seizure by government or creditors.
Carey Caginalp
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Modeling Islamic Economics and Finance Research: A Bibliometric Analysis
International Journal of Islamic Economics and Finance, 2021 This study aims to determine the development map of mathematic model in islamic economics and finance research that is indexed by Scopus and other reputable journal with the keyword "Mathematic model in islamic economics and finance".
Aam Rusydiana +2 more
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Linear and nonlinear filtering in mathematical finance: a review [PDF]
, 2010 Copyright @ The Authors 2010This paper presents a review of time series filtering and its applications in mathematical finance. A summary of results of recent empirical studies with market data are presented for yield curve modelling and stochastic ...
Date, P, Ponomareva, K
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Risks, 2018 In the nearly thirty years since Hans Buhlmann (Buhlmann (1987)) set out the notion of the Actuary of the Third Kind, the connection between Actuarial Science (AS) and Mathematical Finance (MF) has been continually reinforced.
Albert Cohen
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