Matches in SemOpenAlex for { <https://semopenalex.org/work/W2268069321> ?p ?o ?g. }
Showing items 1 to 55 of
55
with 100 items per page.
- W2268069321 abstract "This paper presents a notation for stochastic processes that is based on the foundation of operator theory. Any stochastic Markov process can be written as an operator Theta that evaluates the expected value of an argument function under the future state of the process. Based on this representation of a stochastic process any statistic and path dependent measure can be evaluated, for which we will see various applications in the field of quantitative finance. The operators can be specified in a notation that is compatible with common computer algebra systems. Thus, the procedure of developing and evaluating new trading strategies and financial products under arbitrary financial processes can be significantly simplified or even automated." @default.
- W2268069321 created "2016-06-24" @default.
- W2268069321 creator A5091831995 @default.
- W2268069321 date "2005-01-01" @default.
- W2268069321 modified "2023-09-25" @default.
- W2268069321 title "The Theta-notation for Stochastic Processes" @default.
- W2268069321 cites W133352794 @default.
- W2268069321 cites W1981563363 @default.
- W2268069321 cites W2077252204 @default.
- W2268069321 cites W2086938313 @default.
- W2268069321 cites W2126741277 @default.
- W2268069321 cites W3121758775 @default.
- W2268069321 cites W3124557977 @default.
- W2268069321 doi "https://doi.org/10.2139/ssrn.652381" @default.
- W2268069321 hasPublicationYear "2005" @default.
- W2268069321 type Work @default.
- W2268069321 sameAs 2268069321 @default.
- W2268069321 citedByCount "0" @default.
- W2268069321 crossrefType "journal-article" @default.
- W2268069321 hasAuthorship W2268069321A5091831995 @default.
- W2268069321 hasConcept C138885662 @default.
- W2268069321 hasConcept C144237770 @default.
- W2268069321 hasConcept C15744967 @default.
- W2268069321 hasConcept C188147891 @default.
- W2268069321 hasConcept C33923547 @default.
- W2268069321 hasConcept C41008148 @default.
- W2268069321 hasConcept C41895202 @default.
- W2268069321 hasConcept C45357846 @default.
- W2268069321 hasConcept C94375191 @default.
- W2268069321 hasConceptScore W2268069321C138885662 @default.
- W2268069321 hasConceptScore W2268069321C144237770 @default.
- W2268069321 hasConceptScore W2268069321C15744967 @default.
- W2268069321 hasConceptScore W2268069321C188147891 @default.
- W2268069321 hasConceptScore W2268069321C33923547 @default.
- W2268069321 hasConceptScore W2268069321C41008148 @default.
- W2268069321 hasConceptScore W2268069321C41895202 @default.
- W2268069321 hasConceptScore W2268069321C45357846 @default.
- W2268069321 hasConceptScore W2268069321C94375191 @default.
- W2268069321 hasLocation W22680693211 @default.
- W2268069321 hasOpenAccess W2268069321 @default.
- W2268069321 hasPrimaryLocation W22680693211 @default.
- W2268069321 hasRelatedWork W1589891421 @default.
- W2268069321 hasRelatedWork W1882848237 @default.
- W2268069321 hasRelatedWork W2052747888 @default.
- W2268069321 hasRelatedWork W2085861978 @default.
- W2268069321 hasRelatedWork W2090686886 @default.
- W2268069321 hasRelatedWork W2334965593 @default.
- W2268069321 hasRelatedWork W2338700700 @default.
- W2268069321 hasRelatedWork W2391079003 @default.
- W2268069321 hasRelatedWork W2748952813 @default.
- W2268069321 hasRelatedWork W2899084033 @default.
- W2268069321 isParatext "false" @default.
- W2268069321 isRetracted "false" @default.
- W2268069321 magId "2268069321" @default.
- W2268069321 workType "article" @default.