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Research articles for the Academic Quant Newswww.academic-quant-news.com › › researc...
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· Falko Baustian,Martin Fencl,Jan Pospíšil,Vladimír Švígler arXiv. In this paper we study partial differential equations (PDEs) that can be ...
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Firmen-Mitarbeiter
Mitarbeiter - Institut für Mathematik - Universität Rostockwww.mathematik.uni-rostock.de › struktur › angewandte-analysis › mitarb...
www.mathematik.uni-rostock.de
Telefon: (0381) Fax: (0381) ; Forschungsgruppe Dr. Falko Baustian · Dipl.-Math. Christoph Schwerdt; Ehemalige Mitarbeiter
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Falko Baustian - The Mathematics Genealogy Project
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Dissertation: Analyticity in time and space for a semilinear Cauchy problem. Mathematics Subject Classification: 35—Partial differential equations. Advisor: Peter ...
Bücher
Jan Pospíšil | Papers With Code
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Analyticity in Time and Space for a Semilinear Cauchy Problem - Falko...
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Author, Falko Baustian. Contributor, Bénédicte Alziary-Chassat. Publisher, Universität Rostock, Export Citation, BiBTeX EndNote RefMan ...
Dokumente zum Namen
[ ] Solution of option pricing equations using orthogonal...
arxiv.org
Title:Solution of option pricing equations using orthogonal polynomial expansion. Authors:Falko Baustian, Kateřina Filipová, Jan Pospíšil.
[ ] Space-Time Analyticity of Weak Solutions to Semilinear...
arxiv.org
· Space-Time Analyticity of Weak Solutions to Semilinear Parabolic Systems with Variable Coefficients. Authors:Falko Baustian, Peter Takáč.
[ ] A note on a PDE approach to option pricing under xVA
arxiv.org
· A note on a PDE approach to option pricing under xVA. Authors:Falko Baustian, Martin Fencl, Jan Pospíšil, Vladimír Švígler · Download PDF.
Wissenschaftliche Veröffentlichungen
Vladimír Svígler - dblpdblp.uni-trier.de › Persons
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Falko Baustian, Martin Fencl, Jan Pospisil, Vladimír Svígler: A note on a PDE approach to option pricing under xVA. CoRR abs (2021) text to ...
Baustian - Institut für Mathematik - Universität Rostockwww.mathematik.uni-rostock.de › struktur › mitarbeitende › baustian
www.mathematik.uni-rostock.de
Falko Baustian. Mitarbeiter am Lehrstuhl für Angewandte Analysis. Kontakt. Universität Rostock Institut für Mathematik . D Rostock.
orthogonal polynomial expansion Latest Research Papers | ScienceGate
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Find the latest published documents for orthogonal polynomial expansion, Related hot topics, top authors, the most cited documents, and related journals
Veröffentlichungen allgemein
Pricing American options as a free boundary problem and regularity...
at.yorku.ca
Pricing American options as a free boundary problem and regularity results by. Falko Baustian Universität Rostock. Options are importants assets in financial ...
EconPapers: Unifying pricing formula for several stochastic...
econpapers.repec.org
By Falko Baustian, Milan Mrázek, Jan Pospíšil and Tomáš Sobotka; Abstract: In this paper, we introduce a unifying approach to option pricing ...
Falko Baustian - Wikidatawww.wikidata.org › wiki
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Falko Baustian. Dr. rer. nat. Universität Rostock Spanish. No label defined. No description defined. Traditional Chinese. No label defined.
Falko Baustian - Deutsche Digitale Bibliothekwww.deutsche-digitale-bibliothek.de › person › gnd
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Falko Baustian. Mathematiker. Geboren: 1985, Schwerin. Hat mitgewirkt an: Analyticity in time and space for a semilinear Cauchy problem. Baustian, Falko.
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27 Contents Abraham Abebe Dhruba Adhikari M. Faridul Alam Vasilios Alexiades Jaffar Ali Alexis Erich S. Almocera Falko Baustian Harish P Bhatt Volodymyr ...
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Dr. Peter Takáč, Dr. Falko Baustian Sport Der Bereich Hochschulsport der Universität Rostock hat für Studierende und Mitarbeitende ein breites Angebot an ...
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Unifying pricing formula for several stochastic volatility models...
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Falko Baustian, Milan Mrázek, Jan Pospíšil, Tomáš Sobotka. Applied Stochastic Models in Business and Industry, January 2017, Wiley; DOI: asmb
Vladimir Bobkov
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Recently, thinking with Falko Baustian on one problem, we were partially interested in the asymptotic behaviour of σα(n) for odd numbers n.
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Space-Time Analyticity of Weak Solutions to Semilinear Parabolic ...www.semanticscholar.org › paper › Space-Time-An...
www.semanticscholar.org
Falko Baustian, Peter Tak'avc; Published 2020; Mathematics. Analytic smooth solutions of a general, strongly parabolic semilinear Cauchy problem of 2m-th ...
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