Fourier Methods for Multidimensional Problems and Backward SDEs in Finance and Economics

INIS

• prices 100%
• economics 100%
• stochastic processes 100%
• assets 66%
• failures 33%
• applications 33%
• risks 33%
• values 33%
• geometry 33%
• global temperature 33%
• dikes 33%
• disasters 33%
• mathematics 33%
• length 33%
• brownian movement 33%

Mathematics

• Fourier Matrix 100%
• Stochastic Process 100%
• Asset Price 66%
• Computational 33%
• Financial Mathematics 33%
• Wiener Process 33%
• Derivatives 33%
• Variance 33%
• Risk Measure 33%
• Underlying Asset 33%
• time interval τ 33%

Economics, Econometrics and Finance

• Economics 100%
• Finance 100%
• Levy Process 66%
• Options 66%
• Real Options Analysis 33%
• Measure of Dispersion 33%