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Probabilistic approach to solution of nonlinear PDES arising in financial mathematics: Probabilistic approach to solution of nonlinear PDEs arising in financial mathematics

• Authors : Belopolskaya, Ya.

Subjects: Stochastic partial differential equations (aspects of stochastic analysis); 0502 economics and business; 05 social sciences

• Source: Journal of Mathematical Sciences. 167:444-460

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Nonlinearity of Averages in Financial Mathematics

• Authors : V. P. Maslov

Subjects: 8. Economic growth; 0101 mathematics; 01 natural sciences

• Source: Mathematical Notes. 74:893-896

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Vector-type precise large deviations for a nonstandard multidimensional risk model with some arbitrary dependence structures

• Authors : Geng, B.; Wang, S.; Zhu, W.

Subjects: Applications of statistics to actuarial sciences and financial mathematics; dominatedly varying tail; precise large deviation

• Source: Acta Mathematica Hungarica. 175:158-173

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An Italian perspective on the development of financial mathematics from 1992 to 2008

• Authors : Runggaldier, Wolfgang J.; Università degli Studi di Padova

• Source: Finance and Stochastics ; volume 26, issue 1, page 5-31 ; ISSN 0949-2984 1432-1122

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Complete Specification of Some Partial Differential Equations That Arise in Financial Mathematics

• Authors : Dimas, S.; Andriopoulos, K.; Tsoubelis, D.

• Source: Journal of Nonlinear Mathematical Physics ; volume 16, issue Supplement 1, page 73 ; ISSN 1776-0852

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Is the worst of the COVID-19 global pandemic yet to come? Application of financial mathematics as candidate predictive tools

• Authors : Dogra, Prashant; Koay, Eugene J.; Wang, Zhihui ...

• Source: Translational Psychiatry ; volume 11, issue 1 ; ISSN 2158-3188

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On a preference relation between random variables related to an investment problem

• Authors : Răducan, A. M.; Vernic, R.; Zbăganu, G.

Subjects: Applications of statistics to actuarial sciences and financial mathematics; optimal investment; stochastic order

• Source: Acta Mathematica Hungarica. 173:352-365

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Bilateral Credit Valuation Adjustment of CDS Under Systemic and Correlated Idiosyncratic Risks: Bilateral credit valuation adjustment of CDS under systemic and correlated Idiosyncratic risks

• Authors : Cai, Xiaorong; Lin, Feng; Yang, Jingping

Subjects: Applications of statistics to actuarial sciences and financial mathematics; common shock; Derivative securities (option pricing, hedging, etc.)

• Source: Frontiers of Mathematics. 19:335-384

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PRINCIPAL COMPONENT ANALYSIS AND OPTIMAL PORTFOLIO: Principal component analysis and optimal portfolio

• Authors : Beliavsky, G.; Danilova, N.; Yao, K.

Subjects: Applications of statistics to actuarial sciences and financial mathematics; Portfolio theory; principal component

• Source: Journal of Mathematical Sciences. 271:368-377

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Machine learning techniques for cross-sectional equity returns’ prediction: Machine learning techniques for cross-sectional equity returns' prediction

• Authors : Christian Fieberg; Daniel Metko; Thorsten Poddig

Subjects: Applications of statistics to actuarial sciences and financial mathematics; ddc:650; Financial markets

• Source: OR Spectrum. 45:289-323

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