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Ambit Stochastics / Ole E. Barndorff-Nielsen, Fred Espen Benth, Almut E. D. Veraart
| Ambit Stochastics / Ole E. Barndorff-Nielsen, Fred Espen Benth, Almut E. D. Veraart |
| Autore | Barndorff-Nielsen, Ole E. |
| Pubbl/distr/stampa | Cham, : Springer, 2018 |
| Descrizione fisica | xxv, 402 p. : ill. ; 24 cm |
| Altri autori (Persone) |
Benth, Fred Espen
Veraart, Almut E. D. |
| Soggetto topico |
60Hxx - Stochastic analysis [MSC 2020]
60J74 - Jump processes on discrete state spaces [MSC 2020] 65C30 - Numerical solutions to stochastic differential and integral equations [MSC 2020] 60G60 - Random fields [MSC 2020] 62H11 - Directional data; spatial statistics [MSC 2020] 60Fxx - Limit theorems in probability theory [MSC 2020] 62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 62P20 - Applications of statistics to economics [MSC 2020] 91B70 - Stochastic models in economics [MSC 2020] 62M30 - Inference from spatial processes [MSC 2020] 76M35 - Stochastic analysis applied to problems in fluid mechanics [MSC 2020] 62F12 - Asymptotic properties of parametric estimators [MSC 2020] 91G30 - Interest rates, asset pricing, etc. (stochastic models) [MSC 2020] 62P35 - Applications of statistics to physics [MSC 2020] 76F55 - Statistical turbulence modeling [MSC 2020] 60J76 - Jump processes on general state spaces [MSC 2020] |
| Soggetto non controllato |
Ambit fields
Energy markets Lévy basis Lévy processes Non-semimartingales Power variation Quantitative Finance Random fields Statistical turbulence Stochastic Partial Differential Equations Stochastic integration Trawl processes Volatility/intermittency Volterra processes |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0124560 |
Barndorff-Nielsen, Ole E.
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| Cham, : Springer, 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Ambit stochastics / Ole E. Barndorff-Nielsen, Fred Espen Benth, Almut E. D. Veraart
| Ambit stochastics / Ole E. Barndorff-Nielsen, Fred Espen Benth, Almut E. D. Veraart |
| Autore | Barndorff-Nielsen, Ole E. |
| Pubbl/distr/stampa | Cham, : Springer, 2018 |
| Descrizione fisica | 1 testo elettronico (XXV, 402 p. : ill.) |
| Altri autori (Persone) |
Benth, Fred E.
Veraart, Almut E. D. |
| Soggetto topico |
60Fxx - Limit theorems in probability theory [MSC 2020]
60G60 - Random fields [MSC 2020] 60Hxx - Stochastic analysis [MSC 2020] 60J74 - Jump processes on discrete state spaces [MSC 2020] 60J76 - Jump processes on general state spaces [MSC 2020] 62F12 - Asymptotic properties of parametric estimators [MSC 2020] 62H11 - Directional data; spatial statistics [MSC 2020] 62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 62M30 - Inference from spatial processes [MSC 2020] 62P20 - Applications of statistics to economics [MSC 2020] 62P35 - Applications of statistics to physics [MSC 2020] 65C30 - Numerical solutions to stochastic differential and integral equations [MSC 2020] 76F55 - Statistical turbulence modeling [MSC 2020] 76M35 - Stochastic analysis applied to problems in fluid mechanics [MSC 2020] 91B70 - Stochastic models in economics [MSC 2020] 91G30 - Interest rates, asset pricing, etc. (stochastic models) [MSC 2020] |
| Soggetto non controllato |
Ambit Fields
Energy markets Lévy basis Lévy processes Non-semimartingales Power variation Quantitative Finance Random fields Statistical turbulence Stochastic Partial Differential Equations Stochastic integration Trawl processes Volatility/intermittency Volterra processes |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00124560 |
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Barndorff-Nielsen, Ole E.
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| Cham, : Springer, 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Stochastic Models for Prices Dynamics in Energy and Commodity Markets : An Infinite-Dimensional Perspective / Fred Espen Benth, Paul Krühner
| Stochastic Models for Prices Dynamics in Energy and Commodity Markets : An Infinite-Dimensional Perspective / Fred Espen Benth, Paul Krühner |
| Autore | Benth, Fred E. |
| Pubbl/distr/stampa | Cham, : Springer, 2023 |
| Descrizione fisica | ix, 250 p. : ill. ; 24 cm |
| Altri autori (Persone) | Krühner, Paul |
| Soggetto topico |
60G60 - Random fields [MSC 2020]
60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020] 60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020] 91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 91B26 - Auctions, bargaining, bidding and selling, and other market models [MSC 2020] 91B74 - Economic models of real-world systems (e.g., electricity markets, etc.) [MSC 2020] 91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] 91G30 - Interest rates, asset pricing, etc. (stochastic models) [MSC 2020] |
| Soggetto non controllato |
Commodity Markets
Energy markets Forward pricing Functional Analysis Futures pricing HJM-approach Infinite dimensional stochastic analysis Kriging Lévy process Mathematical Finance Option pricing Risk Management Spatial Statistics Spot price Stochastic processes |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00279055 |
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Benth, Fred E.
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| Cham, : Springer, 2023 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Stochastics of environmental and financial economics : Centre of advanced study, Oslo, Norway, 2014-2015 / Fred Espen Benth, Giulia Di Nunno editors
| Stochastics of environmental and financial economics : Centre of advanced study, Oslo, Norway, 2014-2015 / Fred Espen Benth, Giulia Di Nunno editors |
| Pubbl/distr/stampa | Cham, : Springer, 2016 |
| Descrizione fisica | VIII, 360 p. ; 24 cm |
| Soggetto topico |
93E20 - Optimal stochastic control [MSC 2020]
60G07 - General theory of stochastic processes [MSC 2020] 49L25 - Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games [MSC 2020] 60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020] 35R60 - PDEs with randomness, stochastic partial differential equations [MSC 2020] 91B76 - Environmental economics (natural resource models, harvesting, pollution, etc.) [MSC 2020] 91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] 91G80 - Financial applications of other theories [MSC 2020] 91G10 - Portfolio theory [MSC 2020] |
| Soggetto non controllato |
Control and Optimization
Energy markets Mathematical Finance Partial differential equations Stochastic Analysis Weather |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0115395 |
| Cham, : Springer, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Stochastics of environmental and financial economics : Centre of advanced study, Oslo, Norway, 2014-2015 / Fred Espen Benth, Giulia Di Nunno editors
| Stochastics of environmental and financial economics : Centre of advanced study, Oslo, Norway, 2014-2015 / Fred Espen Benth, Giulia Di Nunno editors |
| Pubbl/distr/stampa | Cham, : Springer, 2016 |
| Descrizione fisica | VIII, 360 p. ; 24 cm |
| Soggetto topico |
35R60 - PDEs with randomness, stochastic partial differential equations [MSC 2020]
49L25 - Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games [MSC 2020] 60G07 - General theory of stochastic processes [MSC 2020] 60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020] 91B76 - Environmental economics (natural resource models, harvesting, pollution, etc.) [MSC 2020] 91G10 - Portfolio theory [MSC 2020] 91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] 91G80 - Financial applications of other theories [MSC 2020] 93E20 - Optimal stochastic control [MSC 2020] |
| Soggetto non controllato |
Control and Optimization
Energy markets Mathematical Finance Partial Differential Equations Stochastic Analysis Weather |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00115395 |
| Cham, : Springer, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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