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The Global ETD Search service is a free service for researchers
to find electronic theses and dissertations. This service is
provided by the
Networked Digital Library of Theses and Dissertations.
Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
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Showing 1 to 10 of 334 (0.057 seconds)Spelling suggestions: "subject:"stochastic"" "subject:"stochastically""
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Stability, approximation, and decomposition in two- and multistage stochastic programming /Küchler, Christian. January 2009 (has links)
Zugl.: Berlin, Humboldt-University, Diss., 2009.
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| 2 |
Stochastic heat equation and catalytic super Brownian motionZähle, Henryk. January 2004 (has links) (PDF)
Berlin, Techn. Univ., Diss., 2004. / Computerdatei im Fernzugriff.
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Rational hedging and valuation with utility based preferencesBecherer, Dirk. January 2001 (has links) (PDF)
Berlin, Techn. Univ., Diss., 2001. / Computerdatei im Fernzugriff.
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Evolutionary algorithms and optimizationReimann, Axel. January 2002 (has links) (PDF)
Berlin, Humboldt-University, Diss., 2002.
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On quantitative approximation of stochastic integrals with respect to the geometric Brownian motionGeiss, Stefan January 1999 (has links) (PDF)
We approximate stochastic integrals with respect to the geometric Brownian motion by stochastic integrals over discretized integrands, where deterministic, but not necessarily equidistant, time nets are used. This corresponds to the approximation of a continuously adjusted portfolio by a discretely adjusted one. We compute the approximation orders of European Options in the Black Scholes model with respect to L_2 and the approximation order of the standard European-Call and Put Option with respect to an appropriate BMO space, which gives information about the cost process of the discretely adjusted portfolio. (author's abstract) / Series: Report Series SFB "Adaptive Information Systems and Modelling in Economics and Management Science"
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Advances in the use of stochastic dominance in asset pricingVersijp, Philippe Johannes Petrus Marie. January 2007 (has links)
Proefschrift Erasmus Universiteit. / Bibliogr.: p. 111-117. - Met een samenvatting in het Nederlands.
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SPM : Stochastic Pilot-Message /Muster, Stefan. January 1900 (has links)
Universiẗat, Diss.--Zürich, 1997.
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Asymptotic analysis of stationary random tessellations with applications to network modellingSchmidt, Hendrik, January 2006 (has links)
Ulm, Univ. Diss., 2006.
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Asymptotic properties of estimators for random fields induced by stationary germ-grain modelsPantle, Ursa, January 2006 (has links)
Ulm, Univ. Diss., 2006.
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Shape optimization under uncertainty from a stochastic programming point of viewHeld, Harald January 2009 (has links)
Zugl.: Duisburg, Essen, Univ., Diss., 2009
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