Browsing by Subject Stochastic systems
Showing results 1 to 6 of 6
| Issue Date | Title | Author(s) |
| May-2018 | A dimension reduction Shannon-wavelet based method for option pricing | Dang, Duy-Minh; Ortiz Gracia, Luis |
| 5-Jan-2022 | Approximate pricing formula to capture leverage effect and stochastic volatility of a financial asset | El-Khatib, Youssef; Goutte, Stephane; Makumbe, Zororo Stanelake; Vives i Santa Eulàlia, Josep, 1963- |
| Dec-2019 | Coinfection in a stochastic model for bacteriophage systems | Bardina i Simorra, Xavier; Cuadrado Gavilán, Sílvia; Rovira Escofet, Carles |
| 20-Jun-2019 | Selección de cartera óptima como aplicación de las condiciones Karush-Kuhn-Tuker | Yu, Yihao |
| 26-Feb-2016 | Stochastic modelling of the eradication of the HIV-1 infection by stimulation of latently infected cells in patients under highly active anti-retroviral therapy | Sánchez Taltavull, Daniel; Vieiro Yanes, Arturo; Alarcón Cor, Tomás |
| 20-Feb-2021 | Time-consistent investment and consumption strategies under a general discount function | Alia, Ishak; Chighoub, Farid; Khelfallah, Nabil; Vives i Santa Eulàlia, Josep, 1963- |
