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Stochastic differential equation
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241	Integrability by Quadratures of Pricing Equations Claudio Albanese, Giuseppe Campolieti January 29, 2001 Department of Mathematics, University of Toronto Math Point Ltd., Toronto Add to Reading List Source URL: www.albanese.co.uk Language: English - Date: 2014-03-17 15:14:16 Differential equations Martingale theory Stochastic calculus Multivariable calculus Partial differential equation Heat equation Stochastic differential equation Martingale Wiener process Statistics Stochastic processes Mathematical analysis
242	A Numerical Method for Pricing Electricity Derivatives for Jump-Diffusion Processes Based on Continuous Time Lattices Claudio Albanese Department of Mathematics, Imperial College London, SW7 2AZ, United Kingdom claudio.a Add to Reading List Source URL: www.albanese.co.uk Language: English - Date: 2014-03-17 15:14:19 Stochastic processes Markov processes Matrix theory Stochastic calculus Differential equations Stochastic differential equation Markov chain Eigenvalues and eigenvectors Black–Scholes Statistics Algebra Mathematics
243	STOCHASTIC MECHANICS AS A GAUGE THEORY CLAUDIO ALBANESE Abstract. We introduce a classical diffusion process which provides a full description of non-relativistic Quantum Mechanics and has the form of a Z4 gauge theory. Add to Reading List Source URL: www.albanese.co.uk Language: English - Date: 2014-03-17 15:14:18 Quantum field theory Schrödinger equation Interpretations of quantum mechanics Brownian motion Quantum probability Gauge theory Dirac delta function Quantum superposition Physics Quantum mechanics Stochastic differential equation
244	BLACK-SCHOLES GOES HYPERGEOMETRIC CLAUDIO ALBANESE, GIUSEPPE CAMPOLIETI, PETER CARR, AND ALEXANDER LIPTON A BSTRACT. We introduce a general pricing formula that extends Black-Scholes’ and contains as particular cases m Add to Reading List Source URL: www.albanese.co.uk Language: English - Date: 2014-03-17 15:14:16 Ordinary differential equations Stochastic processes Mathematical finance Equations Spectral theory Normal distribution Black–Scholes Stochastic differential equation Linear map Mathematical analysis Mathematics Calculus
245	CREDIT BARRIER MODELS CLAUDIO ALBANESE, GIUSEPPE CAMPOLIETI, OLIVER CHEN, AND ANDREI ZAVIDONOV A BSTRACT. The model introduced in this article is designed to provide a consistent representation for both the real-world an Add to Reading List Source URL: www.albanese.co.uk Language: English - Date: 2014-03-17 15:14:18 Stochastic processes Finance Black–Scholes Credit default swap Variance gamma process Stochastic differential equation Credit rating agency Credit risk Implied volatility Mathematical finance Financial economics Statistics
246	Smoothing and occupation measures of stochastic processes. Mario Wschebor Centro de Matem´atica. Facultad de Ciencias. Universidad de la Rep´ ublica. Calle Igu´a[removed]Montevideo. Uruguay. Add to Reading List Source URL: www.math.univ-toulouse.fr Language: English - Date: 2009-01-07 04:54:53 Stochastic processes Wiener process Normal distribution Continuous function Stochastic differential equation Random walk Decomposition of spectrum Ε-quadratic form Statistics Mathematical analysis Mathematics
247	On approximating DSGE models by series expansions Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2010-11-03 08:27:50 Dynamic stochastic general equilibrium Computational chemistry Numerical analysis Macroeconomic model Perturbation theory Approximation Nonlinear system General equilibrium theory Differential equation Mathematical analysis Macroeconomics Physics
248	VII Contents Preface XIII Add to Reading List Source URL: www.wiley-vch.de Language: English - Date: 2014-07-01 21:03:32 Stochastic processes Numerical analysis Differential equations Stochastic differential equations Equations Runge–Kutta method Ornstein–Uhlenbeck process Partial differential equation Fokker–Planck equation Statistics Mathematics Mathematical analysis
249	383 Index a acceptance probability Add to Reading List Source URL: www.wiley-vch.de Language: English - Date: 2014-07-01 21:03:33 Statistical mechanics Differential equations Monte Carlo methods Equations Stochastic differential equation Gillespie algorithm Normal distribution Stochastic Ising model Statistics Probability and statistics Stochastic processes
250	Randomness and the future: Mathematics and Stochastic Differential Equations in Finance International Center for Mathematical Sciences, 21th Anniversary Speech Prof. Damiano Brigo Gilbart Chair of Mathematical Finance Add to Reading List Source URL: www.damianobrigo.it Language: English - Date: 2012-04-16 15:55:14 Stochastic processes Damiano Brigo Randomness Statistical randomness Stochastic differential equation Stochastic Determinism Differential equation Mathematical finance Statistics Probability and statistics Mathematics