Stochastics of environmental and financial economics Centre of Advanced Study, Oslo, Norway, 2014-2015

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Weitere Verfasser: Benth, Fred Espen (HerausgeberIn), Di Nunno, Giulia (HerausgeberIn)
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Sprache:English
Veröffentlicht: Cham Springer [2016]
Schriftenreihe:Springer Proceedings in Mathematics & Statistics 138
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Datensatz im Suchindex

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adam_text STOCHASTICS OF ENVIRONMENTAL AND FINANCIAL ECONOMICS / : 2016 TABLE OF CONTENTS / INHALTSVERZEICHNIS SOME RECENT DEVELOPMENTS IN AMBIT STOCHASTICS FUNCTIONAL AND BANACH SPACE STOCHASTIC CALCULI. PATH-DEPENDENT KOLMOGOROV EQUATIONS ASSOCIATED WITH THE FRAME OF A BROWNIAN MOTION NONLINEAR YOUNG INTEGRALS VIA FRACTIONAL CALCULUS A WEAK LIMIT THEOREM FOR NUMERICAL APPROXIMATION OF BROWNIAN SEMI-STATIONARY PROCESSES NON-ELLIPTIC SPDES AND AMBIT FIELDS: EXISTENCE OF DENSITIES DYNAMIC RISK MEASURES AND PATH-DEPENDENT SECOND ORDER PDES PRICING COCOS WITH A MARKET TRIGGER QUANTIFICATION OF MODEL RISK IN QUADRATIC HEDGING IN FINANCE RISK-SENSITIVE MEAN-FIELD TYPE CONTROL UNDER PARTIAL OBSERVATION RISK AVERSION IN MODELING OF CAP-AND-TRADE MECHANISM AND OPTIMAL DESIGN OF EMISSION MARKETS EXPONENTIAL ERGODICITY OF THE JUMP-DIFFUSION CIR PROCESS OPTIMAL CONTROL OF PREDICTIVE MEAN-FIELD EQUATIONS AND APPLICATIONS TO FINANCE MODELLING THE IMPACT OF WIND POWER PRODUCTION ON ELECTRICITY PRICES BY REGIME-SWITCHING LEVY SEMISTATIONARY PROCESSES PRICING OPTIONS ON EU ETS CERTIFICATES WITH A TIME-VARYING MARKET PRICE OF RISK MODEL DIESES SCHRIFTSTUECK WURDE MASCHINELL ERZEUGT. STOCHASTICS OF ENVIRONMENTAL AND FINANCIAL ECONOMICS / : 2016 ABSTRACT / INHALTSTEXT THESE PROCEEDINGS OFFER A SELECTION OF PEER-REVIEWED RESEARCH AND SURVEY PAPERS BY SOME OF THE FOREMOST INTERNATIONAL RESEARCHERS IN THE FIELDS OF FINANCE, ENERGY, STOCHASTICS AND RISK, WHO PRESENT THEIR LATEST FINDINGS ON TOPICAL PROBLEMS. THE PAPERSCOVER THE AREASOFSTOCHASTIC MODELINGIN ENERGY AND FINANCIAL MARKETS;RISK MANAGEMENT WITH ENVIRONMENTAL FACTORS FROM A STOCHASTIC CONTROL PERSPECTIVE; ANDVALUATION AND HEDGING OF DERIVATIVESIN MARKETS DOMINATED BY RENEWABLES, ALL OF WHICH FURTHER DEVELOP THE THEORY OF STOCHASTIC ANALYSIS AND MATHEMATICAL FINANCE. THE PAPERS WERE PRESENTED AT THE FIRST CONFERENCE ON “STOCHASTICS OF ENVIRONMENTAL AND FINANCIAL ECONOMICS (SEFE)”, BEINGPART OF THE ACTIVITY IN THE SEFE RESEARCH GROUP OFTHE CENTRE OF ADVANCED STUDY (CAS)AT THE ACADEMY OF SCIENCES IN OSLO, NORWAY DURING THE 2014/2015 ACADEMIC YEAR DIESES SCHRIFTSTUECK WURDE MASCHINELL ERZEUGT.
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spellingShingle Stochastics of environmental and financial economics Centre of Advanced Study, Oslo, Norway, 2014-2015
Springer Proceedings in Mathematics & Statistics
Mathematics
Partial differential equations
Game theory
System theory
Calculus of variations
Probabilities
Environmental economics
Systems Theory, Control
Probability Theory and Stochastic Processes
Environmental Economics
Game Theory, Economics, Social and Behav. Sciences
Partial Differential Equations
Calculus of Variations and Optimal Control; Optimization
Mathematik
Finanzmathematik (DE-588)4017195-4 gnd
Umweltschutz (DE-588)4061644-7 gnd
Stochastik (DE-588)4121729-9 gnd
subject_GND (DE-588)4017195-4
(DE-588)4061644-7
(DE-588)4121729-9
(DE-588)4143413-4
title Stochastics of environmental and financial economics Centre of Advanced Study, Oslo, Norway, 2014-2015
title_auth Stochastics of environmental and financial economics Centre of Advanced Study, Oslo, Norway, 2014-2015
title_exact_search Stochastics of environmental and financial economics Centre of Advanced Study, Oslo, Norway, 2014-2015
title_full Stochastics of environmental and financial economics Centre of Advanced Study, Oslo, Norway, 2014-2015 Fred Espen Benth, Giulia Di Nunno, editors
title_fullStr Stochastics of environmental and financial economics Centre of Advanced Study, Oslo, Norway, 2014-2015 Fred Espen Benth, Giulia Di Nunno, editors
title_full_unstemmed Stochastics of environmental and financial economics Centre of Advanced Study, Oslo, Norway, 2014-2015 Fred Espen Benth, Giulia Di Nunno, editors
title_short Stochastics of environmental and financial economics
title_sort stochastics of environmental and financial economics centre of advanced study oslo norway 2014 2015
title_sub Centre of Advanced Study, Oslo, Norway, 2014-2015
topic Mathematics
Partial differential equations
Game theory
System theory
Calculus of variations
Probabilities
Environmental economics
Systems Theory, Control
Probability Theory and Stochastic Processes
Environmental Economics
Game Theory, Economics, Social and Behav. Sciences
Partial Differential Equations
Calculus of Variations and Optimal Control; Optimization
Mathematik
Finanzmathematik (DE-588)4017195-4 gnd
Umweltschutz (DE-588)4061644-7 gnd
Stochastik (DE-588)4121729-9 gnd
topic_facet Mathematics
Partial differential equations
Game theory
System theory
Calculus of variations
Probabilities
Environmental economics
Systems Theory, Control
Probability Theory and Stochastic Processes
Environmental Economics
Game Theory, Economics, Social and Behav. Sciences
Partial Differential Equations
Calculus of Variations and Optimal Control; Optimization
Mathematik
Finanzmathematik
Umweltschutz
Stochastik
Aufsatzsammlung
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