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Stochastic differential equation
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161 $© 1980 by Schweizerische Physikalische Gesellschaft Societe Suisse de Physique - Socieu\ Fisica Svizzera Nachdruck verboten - Tous droits reserves- Printed in Switzerland Hel vetica Physica Acta Vol. 53, 1980$	© 1980 by Schweizerische Physikalische Gesellschaft Societe Suisse de Physique - Socieu\ Fisica Svizzera Nachdruck verboten - Tous droits reserves- Printed in Switzerland Hel vetica Physica Acta Vol. 53, 1980 Add to Reading List Source URL: www.physik.uni-augsburg.de Language: English - Date: 2014-07-03 04:30:41 Probability and statistics Equations Stochastic calculus Stochastic differential equation Langevin equation Fokker–Planck equation Brownian motion Differential equation Fluctuation-dissipation theorem Statistics Stochastic processes Statistical mechanics
162	SFB 823 Prediction of crack growth based on a hierarchical diffusion model Add to Reading List Source URL: eldorado.tu-dortmund.de Language: English - Date: 2015-01-30 21:40:32 Stochastic processes Differential equations Actuarial science Linear regression Stochastic differential equation Log-normal distribution Kalman filter Brownian motion Nonlinear regression Statistics Regression analysis Econometrics
163	Contents: 1. Dynamic Programming Model for the Valuation of the Bermudan and American Options (with T. Sz´ antai). 2. Bounds on the Values of Financial Derivatives under Partial Information of the Asset Price Distribut Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2007-11-23 14:06:09 Options Stochastic calculus Equations Stochastic differential equation Black–Scholes Brownian motion Statistics Stochastic processes Mathematical finance
164	Valuing a gas-fired power plant: A comparison of ordinary linear models, regime-switching approaches, and models with stochastic volatility Add to Reading List Source URL: eetd.lbl.gov Language: English - Date: 2014-12-11 20:16:49 Stochastic volatility Ornstein–Uhlenbeck process Geometric Brownian motion Volatility Brownian motion Stochastic differential equation Time series Autoregressive conditional heteroskedasticity Statistics Stochastic processes Mathematical finance
165	OPEN PIT MINE SCHEDULING UNDER UNCERTAINTY: A ROBUST APPROACH Daniel Espinoza, Assistant Professor, Department of Industrial Engineering, Universidad de Chile, Santiago, Chile, [removed], [removed]. Marcos Goy Add to Reading List Source URL: mgoycool.uai.cl Language: English - Date: 2014-05-16 11:34:06 Operations research Mathematical finance Stochastic processes Mathematical optimization Stochastic differential equation Robust optimization PlayStation Portable Volatility Economic model Statistics Mathematical sciences Mathematics
166	Solving an Empirical Puzzle in the Capital Asset Pricing Model Add to Reading List Source URL: occ.gov Language: English - Date: 2013-10-06 09:23:17 Financial economics Econometrics Regression analysis Financial markets Capital asset pricing model Simultaneous equation methods Beta Instrumental variable Stochastic differential equation Mathematical finance Statistics Economics
167	doi:[removed]j.cnsns[removed] Add to Reading List Source URL: math.sut.ac.th Language: English - Date: 2007-01-18 21:36:36 Differential equation Brownian motion Normal distribution Wiener process Statistics Stochastic processes Probability and statistics
168	[removed]Nadia Marie Ott* ([removed]), 5787 College Ave. Apt 46, San Diego, CA 92120, and Timothy Mark Dunster. Reduction of Order for Higher Order Linear Ordinary Differential Equations. Preliminary report. Add to Reading List Source URL: www.ams.org Language: English - Date: 2013-03-01 00:33:12 Ordinary differential equations Differential equations Partial differential equation Variation of parameters Reduction of order Linear differential equation Stochastic partial differential equation Integrating factor Calculus Differential calculus Mathematical analysis
169	Microsoft PowerPoint - multiresolution Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2011-06-22 11:15:29 Stochastic differential equation CIR process Stochastic calculus Differential equation Continuous-time stochastic process Euler–Maruyama method Statistics Stochastic processes Ornstein–Uhlenbeck process
170	Mean-reverting market model: Novikov condition, speculative opportunities, and non-arbitrage ∗ Nikolai Dokuchaev Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2007-03-21 16:16:52 Stochastic differential equations Mathematical finance Normal distribution Wiener process Ornstein–Uhlenbeck process Risk-neutral measure Martingale Itō diffusion Heat equation Statistics Stochastic processes Martingale theory