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المؤلفون: Dirk Veestraeten
المصدر: Integral Transforms and Special Functions. 31:368-382
مصطلحات موضوعية: Pure mathematics, Laplace transform, Confluent hypergeometric function, Applied Mathematics, 010102 general mathematics, Mathematics::Classical Analysis and ODEs, Marcum Q-function, Probability density function, Inverse Laplace transform, 010103 numerical & computational mathematics, Feller process, Generalized hypergeometric function, 01 natural sciences, Distribution function, 0101 mathematics, Analysis, Mathematics
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2
المؤلفون: Dirk Veestraeten
المصدر: Volume: 50, Issue: 1 63-78
Hacettepe Journal of Mathematics and Statisticsمصطلحات موضوعية: Statistics and Probability, Matematik, Algebra and Number Theory, Confluent hypergeometric function, Laplace transform, Mathematical analysis, FOS: Physical sciences, Inverse Laplace transform, Mathematical Physics (math-ph), Parabolic cylinder function, Generalized hypergeometric function, confluent hypergeometric function,convolution theorem,error function,Gaussian hypergeometric function,generalized hypergeometric function,Laplace transform,parabolic cylinder function, 33B20, 33C05, 33C15, 33C20, 44A10, 44A35, Error function, Mathematics - Classical Analysis and ODEs, Classical Analysis and ODEs (math.CA), FOS: Mathematics, Geometry and Topology, Convolution theorem, Analysis, Mathematical Physics, Mathematics, Sign (mathematics)
وصف الملف: application/pdf
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3
المؤلفون: Dirk Veestraeten
المساهمون: Macro & International Economics (ASE, FEB)
المصدر: Review of Derivatives Research, 20(1), 1-13. Springer New York
مصطلحات موضوعية: 050208 finance, Financial economics, 05 social sciences, Price variance, Economics, Econometrics and Finance (miscellaneous), Mid price, Put–call parity, 01 natural sciences, Risk-neutral measure, 010104 statistics & probability, Valuation of options, 0502 economics and business, Economics, Econometrics, Asian option, Call option, 0101 mathematics, Moneyness, Finance
وصف الملف: application/pdf
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4
المؤلفون: Dirk Veestraeten
المساهمون: Macro & International Economics (ASE, FEB)
المصدر: Integral Transforms and Special Functions, 28(1), 15-21. Taylor and Francis Ltd.
مصطلحات موضوعية: Integral representation, Laplace transform, Applied Mathematics, 010102 general mathematics, Mathematical analysis, Inverse Laplace transform, 010103 numerical & computational mathematics, Parabolic cylinder function, 01 natural sciences, Legendre function, Product (mathematics), 0101 mathematics, Convolution theorem, Representation (mathematics), Analysis, Mathematics
وصف الملف: application/pdf
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5
المؤلفون: Dirk Veestraeten
المساهمون: Macro & International Economics (ASE, FEB)
المصدر: J. Appl. Probab. 52, no. 2 (2015), 595-601
Journal of Applied Probability, 52(2), 595-601. University of Sheffieldمصطلحات موضوعية: Statistics and Probability, Recursion, General Mathematics, 010102 general mathematics, Mathematical analysis, Ornstein–Uhlenbeck process, constant threshold, 01 natural sciences, Expression (mathematics), 010104 statistics & probability, Moment (physics), first passage time, moments, Ornstein-Uhlenbeck process, 60K30, 0101 mathematics, Statistics, Probability and Uncertainty, First-hitting-time model, Constant (mathematics), Cumulant, 60J60, Mathematics
وصف الملف: application/pdf
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6
المؤلفون: Dirk Veestraeten
المساهمون: Macro & International Economics (ASE, FEB)
المصدر: Stochastic Models, 30(2), 143-161. Taylor and Francis Ltd.
مصطلحات موضوعية: Statistics and Probability, Distribution (mathematics), Applied Mathematics, Modeling and Simulation, Mathematical analysis, Hitting time, Fokker–Planck equation, Ornstein–Uhlenbeck process, Constant (mathematics), Series expansion, Brownian motion, Mathematics, Exponential function
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7
المؤلفون: Dirk Veestraeten
المساهمون: Faculteit Economie en Bedrijfskunde, Macro & International Economics (ASE, FEB)
المصدر: Integral Transforms and Special Functions, 28(12), 915-922. Taylor and Francis Ltd.
مصطلحات موضوعية: Laplace transform, Applied Mathematics, 010102 general mathematics, Mathematical analysis, Order (ring theory), 010103 numerical & computational mathematics, Parabolic cylinder function, Integral transform, 01 natural sciences, symbols.namesake, Error function, Product (mathematics), Convergence (routing), symbols, 0101 mathematics, Analysis, Bessel function, Mathematics
وصف الملف: application/pdf
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8
المؤلفون: Dirk Veestraeten
المساهمون: Macro & International Economics (ASE, FEB)
المصدر: Applied Financial Economics, 23(11), 951-962. Routledge
مصطلحات موضوعية: Economics and Econometrics, Geometric Brownian motion, Exchange rate, Currency, Financial economics, Valuation of options, Economics, Arbitrage, Put option, Risk-neutral measure, Finance, Valuation (finance)
HTML النص الكامل PDF النص الكاملURL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::59b3bd7ee228c8d25e02a0750acca01e
https://hdl.handle.net/11245/1.408965 -
9
المؤلفون: Dirk Veestraeten
المساهمون: Macro & International Economics (ASE, FEB)
المصدر: Mathematical Biosciences, 199(1), 38-54. Elsevier
مصطلحات موضوعية: Statistics and Probability, Oncology, Male, medicine.medical_specialty, Stochastic modelling, Adenocarcinoma, General Biochemistry, Genetics and Molecular Biology, Stochastic differential equation, Prostate cancer, Internal medicine, medicine, Econometrics, Humans, Mathematics, Stochastic Processes, Models, Statistical, General Immunology and Microbiology, Stochastic process, Applied Mathematics, Cancer, Prostatic Neoplasms, General Medicine, Conditional probability distribution, Prostate-Specific Antigen, medicine.disease, Prostate-specific antigen, Modeling and Simulation, Biomarker (medicine), Neoplasm Recurrence, Local, General Agricultural and Biological Sciences, Algorithms
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10
المؤلفون: Dirk Veestraeten
المصدر: Computational Economics. 24:185-207
مصطلحات موضوعية: Geometric Brownian motion, Fractional Brownian motion, Diffusion process, Reflected Brownian motion, Economics, Econometrics and Finance (miscellaneous), Mathematical analysis, Brownian excursion, Statistical physics, Brownian bridge, Heavy traffic approximation, Martingale representation theorem, Computer Science Applications, Mathematics
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11
المؤلفون: Dirk Veestraeten
المساهمون: Macro & International Economics (ASE, FEB)
المصدر: Integral Transforms and Special Functions, 26(11), 859-871. Taylor and Francis Ltd.
مصطلحات موضوعية: Physics, Recurrence relation, Laplace transform, Applied Mathematics, Mathematical analysis, Inverse, FOS: Physical sciences, Probability density function, Parabolic cylinder function, Mathematical Physics (math-ph), Distribution function, Product (mathematics), Mathematical Physics, Analysis, Brownian motion
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12
المؤلفون: Dirk Veestraeten
المساهمون: Macro & International Economics (ASE, FEB)
المصدر: Integral Transforms and Special Functions, 27(1), 64-77. Taylor and Francis Ltd.
مصطلحات موضوعية: Physics, Recurrence relation, Laplace transform, Applied Mathematics, 010102 general mathematics, Mathematical analysis, 33B20, 33C10, 33C15, 44A10, 60J60, FOS: Physical sciences, Inverse Laplace transform, 010103 numerical & computational mathematics, Parabolic cylinder function, Link (geometry), Mathematical Physics (math-ph), 01 natural sciences, Distribution function, Product (mathematics), 0101 mathematics, Gamma function, Analysis, Mathematical Physics
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13
المؤلفون: Hans Dewachter, Dirk Veestraeten
المساهمون: Department of Finance
المصدر: Applied Financial Economics, 11(6), 591-601. Taylor and Francis Ltd.
مصطلحات موضوعية: Economics and Econometrics, Econometric model, Financial economics, media_common.quotation_subject, Economics, Econometrics, Kalman filter, Payment, Unobservable, Finance, Intuition, media_common
PDF النص الكاملURL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ea0a9498dbd98454932abb7487212804
https://doi.org/10.1080/096031001753266885 -
14
المؤلفون: Dirk Veestraeten, Paul De Grauwe, Hans Dewachter
المصدر: International Finance. 2:1-31
مصطلحات موضوعية: Macroeconomics, Exchange rate, biology, Geography, Planning and Development, Value (economics), Economics, Euros, Regime switching, Development, European monetary union, biology.organism_classification, Stability (probability), Finance
HTML النص الكامل PDF النص الكاملURL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::f00ff370727ccfd06cf3940e31c0c3c4
https://doi.org/10.1111/1468-2362.00017 -
15
المؤلفون: Dirk Veestraeten, Paul De Grauwe, Hans Dewachter
المصدر: Journal of International Money and Finance. 18:195-224
مصطلحات موضوعية: Computer Science::Computer Science and Game Theory, Economics and Econometrics, Stochastic process, Variance (accounting), Type (model theory), Microeconomics, Terminal (electronics), Dynamics (music), Econometrics, Jump, Economics, Capital asset pricing model, Asset (economics), Finance
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16
المؤلفون: Dirk Veestraeten
المصدر: SSRN Electronic Journal.
مصطلحات موضوعية: Actuarial science, Opportunity cost, Valuation of options, media_common.quotation_subject, Probabilistic logic, Econometrics, Economics, Payment, Parity (mathematics), Put–call parity, Stock price, Exercise price, media_common
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17
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18
المؤلفون: Dirk Veestraeten
المساهمون: Macro & International Economics (ASE, FEB)
المصدر: Economics Letters, 114(2), 201-204. Elsevier
مصطلحات موضوعية: Economics and Econometrics, Extinction, Stochastic process, Differential equation, Transition (fiction), Process (computing), Derivative, Statistics::Computation, Extant taxon, Economics, Econometrics, Applied mathematics, Statistics::Methodology, Absorption (logic), Finance
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19
المؤلفون: Dirk Veestraeten
المساهمون: Macro & International Economics (ASE, FEB)
المصدر: The Journal of Futures Markets, 28(3), 231-247. Wiley-Liss Inc.
مصطلحات موضوعية: Economics and Econometrics, Geometric Brownian motion, Computer Science::Computer Science and Game Theory, Stock options, General Business, Management and Accounting, Stock price, Microeconomics, Valuation of options, Accounting, Economics, Econometrics, Asian option, Arbitrage, Finance, Valuation (finance)
URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2fedc1a86f7c3fd1b2ca5e4f5dc25558
https://dare.uva.nl/personal/pure/en/publications/valuing-stock-options-when-prices-are-subject-to-a-lower-boundary(dd4f5ea5-10ba-438f-8e18-a3f74e6ac6d2).html -
20
المؤلفون: Dirk Veestraeten
المصدر: Applied Economics
مصطلحات موضوعية: Estimation, Economics and Econometrics, Actuarial science, Empirical research, Econometrics, Economics