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You searched for subject:(STOCHASTISCHE MODELLE STOCHASTISCHE SIMULATION WAHRSCHEINLICHKEITSRECHNUNG ). Showing records 1 – 30 of 25797 total matches.

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University of Vienna

1. Lakits, Alice. Stochastische Differentialgleichungen.

Degree: 2010, University of Vienna

 Mit dieser Diplomarbeit wird eine kurze Einführung in die Theorie der stochastischen Differentialgleichung gegeben. Eine stochastische Differentialgleichung ist, salopp gesagt, eine Möglichkeit um mathematische Prozesse… (more)

Subjects/Keywords: 31.70 Wahrscheinlichkeitsrechnung; Stochastische Differentialgleichungen

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Lakits, A. (2010). Stochastische Differentialgleichungen. (Thesis). University of Vienna. Retrieved from http://othes.univie.ac.at/12212/

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Lakits, Alice. “Stochastische Differentialgleichungen.” 2010. Thesis, University of Vienna. Accessed March 07, 2021. http://othes.univie.ac.at/12212/.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Lakits, Alice. “Stochastische Differentialgleichungen.” 2010. Web. 07 Mar 2021.

Vancouver:

Lakits A. Stochastische Differentialgleichungen. [Internet] [Thesis]. University of Vienna; 2010. [cited 2021 Mar 07]. Available from: http://othes.univie.ac.at/12212/.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Lakits A. Stochastische Differentialgleichungen. [Thesis]. University of Vienna; 2010. Available from: http://othes.univie.ac.at/12212/

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


ETH Zürich

2. Gabrielli, Nicoletta. Affine processes from the perspective of path space valued Lévy processes.

Degree: 2014, ETH Zürich

Subjects/Keywords: MARKOVPROZESSE (WAHRSCHEINLICHKEITSRECHNUNG); LÉVYPROZESSE (STOCHASTISCHE PROZESSE); STOCHASTISCHE MODELLE + STOCHASTISCHE SIMULATION (WAHRSCHEINLICHKEITSRECHNUNG); MARKOV PROCESSES (PROBABILITY THEORY); LÉVY PROCESSES (STOCHASTIC PROCESSES); STOCHASTIC MODELS + STOCHASTIC SIMULATION (PROBABILITY THEORY); info:eu-repo/classification/ddc/510; Mathematics

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APA (6th Edition):

Gabrielli, N. (2014). Affine processes from the perspective of path space valued Lévy processes. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/154559

Chicago Manual of Style (16th Edition):

Gabrielli, Nicoletta. “Affine processes from the perspective of path space valued Lévy processes.” 2014. Doctoral Dissertation, ETH Zürich. Accessed March 07, 2021. http://hdl.handle.net/20.500.11850/154559.

MLA Handbook (7th Edition):

Gabrielli, Nicoletta. “Affine processes from the perspective of path space valued Lévy processes.” 2014. Web. 07 Mar 2021.

Vancouver:

Gabrielli N. Affine processes from the perspective of path space valued Lévy processes. [Internet] [Doctoral dissertation]. ETH Zürich; 2014. [cited 2021 Mar 07]. Available from: http://hdl.handle.net/20.500.11850/154559.

Council of Science Editors:

Gabrielli N. Affine processes from the perspective of path space valued Lévy processes. [Doctoral Dissertation]. ETH Zürich; 2014. Available from: http://hdl.handle.net/20.500.11850/154559


ETH Zürich

3. Akdoğan, Ozan Bariş. Variance curve models: finite dimensional realizations and beyond.

Degree: 2016, ETH Zürich

Subjects/Keywords: VOLATILITÄT (FINANZEN); STOCHASTISCHE MODELLE + STOCHASTISCHE SIMULATION (WAHRSCHEINLICHKEITSRECHNUNG); EVOLUTIONSGLEICHUNGEN (ANALYSIS); DIFFUSIONSPROZESSE (WAHRSCHEINLICHKEITSRECHNUNG); STOCHASTISCHE DIFFERENTIALGLEICHUNGEN (WAHRSCHEINLICHKEITSRECHNUNG); STOCHASTISCHE INTEGRALE (WAHRSCHEINLICHKEITSRECHNUNG); VOLATILITY (FINANCE); STOCHASTIC MODELS + STOCHASTIC SIMULATION (PROBABILITY THEORY); EVOLUTION EQUATIONS (MATHEMATICAL ANALYSIS); DIFFUSION PROCESSES (PROBABILITY THEORY); STOCHASTIC DIFFERENTIAL EQUATIONS (PROBABILITY THEORY); STOCHASTIC INTEGRALS (PROBABILITY THEORY); info:eu-repo/classification/ddc/510; info:eu-repo/classification/ddc/510; Mathematics; Mathematics

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APA (6th Edition):

Akdoğan, O. B. (2016). Variance curve models: finite dimensional realizations and beyond. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/156070

Chicago Manual of Style (16th Edition):

Akdoğan, Ozan Bariş. “Variance curve models: finite dimensional realizations and beyond.” 2016. Doctoral Dissertation, ETH Zürich. Accessed March 07, 2021. http://hdl.handle.net/20.500.11850/156070.

MLA Handbook (7th Edition):

Akdoğan, Ozan Bariş. “Variance curve models: finite dimensional realizations and beyond.” 2016. Web. 07 Mar 2021.

Vancouver:

Akdoğan OB. Variance curve models: finite dimensional realizations and beyond. [Internet] [Doctoral dissertation]. ETH Zürich; 2016. [cited 2021 Mar 07]. Available from: http://hdl.handle.net/20.500.11850/156070.

Council of Science Editors:

Akdoğan OB. Variance curve models: finite dimensional realizations and beyond. [Doctoral Dissertation]. ETH Zürich; 2016. Available from: http://hdl.handle.net/20.500.11850/156070


ETH Zürich

4. Kukorelly, Zsolt. On the validity of certain hypotheses used in linear cryptanalysis.

Degree: 1999, ETH Zürich

Subjects/Keywords: KRYPTOGRAPHIE (INFORMATIONSTHEORIE); STOCHASTISCHE MODELLE + STOCHASTISCHE SIMULATION (WAHRSCHEINLICHKEITSRECHNUNG); CRYPTOGRAPHY (INFORMATION THEORY); STOCHASTIC MODELS + STOCHASTIC SIMULATION (PROBABILITY THEORY); info:eu-repo/classification/ddc/510; Mathematics

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APA (6th Edition):

Kukorelly, Z. (1999). On the validity of certain hypotheses used in linear cryptanalysis. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/144176

Chicago Manual of Style (16th Edition):

Kukorelly, Zsolt. “On the validity of certain hypotheses used in linear cryptanalysis.” 1999. Doctoral Dissertation, ETH Zürich. Accessed March 07, 2021. http://hdl.handle.net/20.500.11850/144176.

MLA Handbook (7th Edition):

Kukorelly, Zsolt. “On the validity of certain hypotheses used in linear cryptanalysis.” 1999. Web. 07 Mar 2021.

Vancouver:

Kukorelly Z. On the validity of certain hypotheses used in linear cryptanalysis. [Internet] [Doctoral dissertation]. ETH Zürich; 1999. [cited 2021 Mar 07]. Available from: http://hdl.handle.net/20.500.11850/144176.

Council of Science Editors:

Kukorelly Z. On the validity of certain hypotheses used in linear cryptanalysis. [Doctoral Dissertation]. ETH Zürich; 1999. Available from: http://hdl.handle.net/20.500.11850/144176


ETH Zürich

5. Kupper, Josef. Wahrscheinlichkeitstheoretische Modelle in der Schadenversicherung.

Degree: 1962, ETH Zürich

Subjects/Keywords: VERSICHERUNGSWESEN; STOCHASTISCHE MODELLE + STOCHASTISCHE SIMULATION (WAHRSCHEINLICHKEITSRECHNUNG); INSURANCE; STOCHASTIC MODELS + STOCHASTIC SIMULATION (PROBABILITY THEORY); info:eu-repo/classification/ddc/510; info:eu-repo/classification/ddc/510; Mathematics; Mathematics

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APA (6th Edition):

Kupper, J. (1962). Wahrscheinlichkeitstheoretische Modelle in der Schadenversicherung. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/131436

Chicago Manual of Style (16th Edition):

Kupper, Josef. “Wahrscheinlichkeitstheoretische Modelle in der Schadenversicherung.” 1962. Doctoral Dissertation, ETH Zürich. Accessed March 07, 2021. http://hdl.handle.net/20.500.11850/131436.

MLA Handbook (7th Edition):

Kupper, Josef. “Wahrscheinlichkeitstheoretische Modelle in der Schadenversicherung.” 1962. Web. 07 Mar 2021.

Vancouver:

Kupper J. Wahrscheinlichkeitstheoretische Modelle in der Schadenversicherung. [Internet] [Doctoral dissertation]. ETH Zürich; 1962. [cited 2021 Mar 07]. Available from: http://hdl.handle.net/20.500.11850/131436.

Council of Science Editors:

Kupper J. Wahrscheinlichkeitstheoretische Modelle in der Schadenversicherung. [Doctoral Dissertation]. ETH Zürich; 1962. Available from: http://hdl.handle.net/20.500.11850/131436


ETH Zürich

6. Berchtold, Maik A. Modelling of random Porous Media using Minkowski-Functionals.

Degree: 2007, ETH Zürich

Subjects/Keywords: POROSITY (PHYSICS OF MOLECULAR SYSTEMS); STOCHASTIC MODELS + STOCHASTIC SIMULATION (PROBABILITY THEORY); STOCHASTISCHE MODELLE + STOCHASTISCHE SIMULATION (WAHRSCHEINLICHKEITSRECHNUNG); POROSITÄT (PHYSIK VON MOLEKULARSYSTEMEN); ZUFALLSMEDIEN (WAHRSCHEINLICHKEITSRECHNUNG); RANDOM MEDIA (PROBABILITY THEORY); info:eu-repo/classification/ddc/510; Mathematics

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APA (6th Edition):

Berchtold, M. A. (2007). Modelling of random Porous Media using Minkowski-Functionals. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/102010

Chicago Manual of Style (16th Edition):

Berchtold, Maik A. “Modelling of random Porous Media using Minkowski-Functionals.” 2007. Doctoral Dissertation, ETH Zürich. Accessed March 07, 2021. http://hdl.handle.net/20.500.11850/102010.

MLA Handbook (7th Edition):

Berchtold, Maik A. “Modelling of random Porous Media using Minkowski-Functionals.” 2007. Web. 07 Mar 2021.

Vancouver:

Berchtold MA. Modelling of random Porous Media using Minkowski-Functionals. [Internet] [Doctoral dissertation]. ETH Zürich; 2007. [cited 2021 Mar 07]. Available from: http://hdl.handle.net/20.500.11850/102010.

Council of Science Editors:

Berchtold MA. Modelling of random Porous Media using Minkowski-Functionals. [Doctoral Dissertation]. ETH Zürich; 2007. Available from: http://hdl.handle.net/20.500.11850/102010

7. Gonon, Lukas. Calibration, Filtering and Hedging: Non-Linear Information Processing in Mathematical Finance.

Degree: 2018, ETH Zürich

Subjects/Keywords: STOCHASTIC MODELS + STOCHASTIC SIMULATION (PROBABILITY THEORY); HEDGING (FINANCIAL MATHEMATICS); NEURAL NETWORKS (COMPUTER SYSTEMS); MARKOV PROCESSES (PROBABILITY THEORY); STOCHASTISCHE MODELLE + STOCHASTISCHE SIMULATION (WAHRSCHEINLICHKEITSRECHNUNG); NEURONALE NETZWERKE (COMPUTERSYSTEME); MARKOVPROZESSE (WAHRSCHEINLICHKEITSRECHNUNG); KURSSICHERUNG (FINANZMATHEMATIK); info:eu-repo/classification/ddc/510; Mathematics

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APA (6th Edition):

Gonon, L. (2018). Calibration, Filtering and Hedging: Non-Linear Information Processing in Mathematical Finance. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/284404

Chicago Manual of Style (16th Edition):

Gonon, Lukas. “Calibration, Filtering and Hedging: Non-Linear Information Processing in Mathematical Finance.” 2018. Doctoral Dissertation, ETH Zürich. Accessed March 07, 2021. http://hdl.handle.net/20.500.11850/284404.

MLA Handbook (7th Edition):

Gonon, Lukas. “Calibration, Filtering and Hedging: Non-Linear Information Processing in Mathematical Finance.” 2018. Web. 07 Mar 2021.

Vancouver:

Gonon L. Calibration, Filtering and Hedging: Non-Linear Information Processing in Mathematical Finance. [Internet] [Doctoral dissertation]. ETH Zürich; 2018. [cited 2021 Mar 07]. Available from: http://hdl.handle.net/20.500.11850/284404.

Council of Science Editors:

Gonon L. Calibration, Filtering and Hedging: Non-Linear Information Processing in Mathematical Finance. [Doctoral Dissertation]. ETH Zürich; 2018. Available from: http://hdl.handle.net/20.500.11850/284404


ETH Zürich

8. Ramaswamy, Rajesh. Partial-propensity simulation algorithms for stochastic chemical kinetics and the role of fluctuations in mesoscopic reaction systems.

Degree: 2011, ETH Zürich

Subjects/Keywords: MODELLRECHNUNG IN DER CHEMIE; STOCHASTIC DIFFERENTIAL EQUATIONS (PROBABILITY THEORY); REACTION-DIFFUSION EQUATIONS (MATHEMATICAL ANALYSIS); REAKTIONS-DIFFUSIONSGLEICHUNGEN (ANALYSIS); STOCHASTIC MODELS + STOCHASTIC SIMULATION (PROBABILITY THEORY); CHEMICAL KINETICS; STOCHASTISCHE MODELLE + STOCHASTISCHE SIMULATION (WAHRSCHEINLICHKEITSRECHNUNG); STOCHASTISCHE DIFFERENTIALGLEICHUNGEN (WAHRSCHEINLICHKEITSRECHNUNG); MATHEMATICAL MODELING IN CHEMISTRY; CHEMISCHE KINETIK; info:eu-repo/classification/ddc/540; info:eu-repo/classification/ddc/510; Chemistry; Mathematics

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APA (6th Edition):

Ramaswamy, R. (2011). Partial-propensity simulation algorithms for stochastic chemical kinetics and the role of fluctuations in mesoscopic reaction systems. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/72886

Chicago Manual of Style (16th Edition):

Ramaswamy, Rajesh. “Partial-propensity simulation algorithms for stochastic chemical kinetics and the role of fluctuations in mesoscopic reaction systems.” 2011. Doctoral Dissertation, ETH Zürich. Accessed March 07, 2021. http://hdl.handle.net/20.500.11850/72886.

MLA Handbook (7th Edition):

Ramaswamy, Rajesh. “Partial-propensity simulation algorithms for stochastic chemical kinetics and the role of fluctuations in mesoscopic reaction systems.” 2011. Web. 07 Mar 2021.

Vancouver:

Ramaswamy R. Partial-propensity simulation algorithms for stochastic chemical kinetics and the role of fluctuations in mesoscopic reaction systems. [Internet] [Doctoral dissertation]. ETH Zürich; 2011. [cited 2021 Mar 07]. Available from: http://hdl.handle.net/20.500.11850/72886.

Council of Science Editors:

Ramaswamy R. Partial-propensity simulation algorithms for stochastic chemical kinetics and the role of fluctuations in mesoscopic reaction systems. [Doctoral Dissertation]. ETH Zürich; 2011. Available from: http://hdl.handle.net/20.500.11850/72886


ETH Zürich

9. Steiger, Gallus Johannes. The optimal martingale measure for investors with exponential utility function.

Degree: 2005, ETH Zürich

Subjects/Keywords: DERIVATIVE PRODUKTE (FINANZEN); VOLATILITÄT (FINANZEN); STOCHASTISCHE MODELLE + STOCHASTISCHE SIMULATION (WAHRSCHEINLICHKEITSRECHNUNG); DIFFUSIONSPROZESSE (WAHRSCHEINLICHKEITSRECHNUNG); STOCHASTISCHE OPTIMIERUNG (OPERATIONS RESEARCH); DERIVATIVE PRODUCTS (FINANCE); VOLATILITY (FINANCE); STOCHASTIC MODELS + STOCHASTIC SIMULATION (PROBABILITY THEORY); DIFFUSION PROCESSES (PROBABILITY THEORY); STOCHASTIC PROGRAMMING (OPERATIONS RESEARCH); info:eu-repo/classification/ddc/510; info:eu-repo/classification/ddc/510; Mathematics; Mathematics

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APA (6th Edition):

Steiger, G. J. (2005). The optimal martingale measure for investors with exponential utility function. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/148847

Chicago Manual of Style (16th Edition):

Steiger, Gallus Johannes. “The optimal martingale measure for investors with exponential utility function.” 2005. Doctoral Dissertation, ETH Zürich. Accessed March 07, 2021. http://hdl.handle.net/20.500.11850/148847.

MLA Handbook (7th Edition):

Steiger, Gallus Johannes. “The optimal martingale measure for investors with exponential utility function.” 2005. Web. 07 Mar 2021.

Vancouver:

Steiger GJ. The optimal martingale measure for investors with exponential utility function. [Internet] [Doctoral dissertation]. ETH Zürich; 2005. [cited 2021 Mar 07]. Available from: http://hdl.handle.net/20.500.11850/148847.

Council of Science Editors:

Steiger GJ. The optimal martingale measure for investors with exponential utility function. [Doctoral Dissertation]. ETH Zürich; 2005. Available from: http://hdl.handle.net/20.500.11850/148847


ETH Zürich

10. Neufeld, Ariel. Knightian uncertainty in mathematical finance.

Degree: 2015, ETH Zürich

Subjects/Keywords: LÉVYPROZESSE (STOCHASTISCHE PROZESSE); VOLATILITÄT (FINANZEN); STOCHASTIC MODELS + STOCHASTIC SIMULATION (PROBABILITY THEORY); MARTINGALES + SEMIMARTINGALES (PROBABILITY THEORY); LÉVY PROCESSES (STOCHASTIC PROCESSES); STOCHASTISCHE MODELLE + STOCHASTISCHE SIMULATION (WAHRSCHEINLICHKEITSRECHNUNG); MARTINGALE + SEMIMARTINGALE (WAHRSCHEINLICHKEITSRECHNUNG); FINANCIAL MARKETS; VOLATILITY (FINANCE); FINANZMÄRKTE; info:eu-repo/classification/ddc/510; info:eu-repo/classification/ddc/330; Mathematics; Economics

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APA (6th Edition):

Neufeld, A. (2015). Knightian uncertainty in mathematical finance. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/102891

Chicago Manual of Style (16th Edition):

Neufeld, Ariel. “Knightian uncertainty in mathematical finance.” 2015. Doctoral Dissertation, ETH Zürich. Accessed March 07, 2021. http://hdl.handle.net/20.500.11850/102891.

MLA Handbook (7th Edition):

Neufeld, Ariel. “Knightian uncertainty in mathematical finance.” 2015. Web. 07 Mar 2021.

Vancouver:

Neufeld A. Knightian uncertainty in mathematical finance. [Internet] [Doctoral dissertation]. ETH Zürich; 2015. [cited 2021 Mar 07]. Available from: http://hdl.handle.net/20.500.11850/102891.

Council of Science Editors:

Neufeld A. Knightian uncertainty in mathematical finance. [Doctoral Dissertation]. ETH Zürich; 2015. Available from: http://hdl.handle.net/20.500.11850/102891


ETH Zürich

11. Horvath, Blanka N. Robust methods for the SABR model and related processes: Analysis, asymptotics and numerics.

Degree: 2015, ETH Zürich

Subjects/Keywords: VOLATILITÄT (FINANZEN); STOCHASTIC MODELS + STOCHASTIC SIMULATION (PROBABILITY THEORY); STOCHASTISCHE MODELLE + STOCHASTISCHE SIMULATION (WAHRSCHEINLICHKEITSRECHNUNG); PORTFOLIOTHEORIE (OPERATIONS RESEARCH); PORTFOLIO SELECTION (OPERATIONS RESEARCH); VOLATILITY (FINANCE); SPECIAL STOCHASTIC PROCESSES (PROBABILITY THEORY); SPEZIELLE STOCHASTISCHE PROZESSE (WAHRSCHEINLICHKEITSRECHNUNG); info:eu-repo/classification/ddc/510; info:eu-repo/classification/ddc/510; Mathematics; Mathematics

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APA (6th Edition):

Horvath, B. N. (2015). Robust methods for the SABR model and related processes: Analysis, asymptotics and numerics. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/113809

Chicago Manual of Style (16th Edition):

Horvath, Blanka N. “Robust methods for the SABR model and related processes: Analysis, asymptotics and numerics.” 2015. Doctoral Dissertation, ETH Zürich. Accessed March 07, 2021. http://hdl.handle.net/20.500.11850/113809.

MLA Handbook (7th Edition):

Horvath, Blanka N. “Robust methods for the SABR model and related processes: Analysis, asymptotics and numerics.” 2015. Web. 07 Mar 2021.

Vancouver:

Horvath BN. Robust methods for the SABR model and related processes: Analysis, asymptotics and numerics. [Internet] [Doctoral dissertation]. ETH Zürich; 2015. [cited 2021 Mar 07]. Available from: http://hdl.handle.net/20.500.11850/113809.

Council of Science Editors:

Horvath BN. Robust methods for the SABR model and related processes: Analysis, asymptotics and numerics. [Doctoral Dissertation]. ETH Zürich; 2015. Available from: http://hdl.handle.net/20.500.11850/113809


ETH Zürich

12. Zoller, Stefan. Approaches for parametrization of Markovian models of molecular evolution for protein-coding sequences.

Degree: 2015, ETH Zürich

Subjects/Keywords: MOLEKULARE EVOLUTION (BIOLOGISCHE EVOLUTION); MOLECULAR EVOLUTION (BIOLOGICAL EVOLUTION); STOCHASTIC MODELS + STOCHASTIC SIMULATION (PROBABILITY THEORY); PROTEIN SEQUENCE ANALYSIS + PEPTIDE SEQUENCE ANALYSIS; STOCHASTISCHE MODELLE + STOCHASTISCHE SIMULATION (WAHRSCHEINLICHKEITSRECHNUNG); PROTEIN-SEQUENZANALYSE + PEPTID-SEQUENZANALYSE; info:eu-repo/classification/ddc/570; Life sciences

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APA (6th Edition):

Zoller, S. (2015). Approaches for parametrization of Markovian models of molecular evolution for protein-coding sequences. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/101869

Chicago Manual of Style (16th Edition):

Zoller, Stefan. “Approaches for parametrization of Markovian models of molecular evolution for protein-coding sequences.” 2015. Doctoral Dissertation, ETH Zürich. Accessed March 07, 2021. http://hdl.handle.net/20.500.11850/101869.

MLA Handbook (7th Edition):

Zoller, Stefan. “Approaches for parametrization of Markovian models of molecular evolution for protein-coding sequences.” 2015. Web. 07 Mar 2021.

Vancouver:

Zoller S. Approaches for parametrization of Markovian models of molecular evolution for protein-coding sequences. [Internet] [Doctoral dissertation]. ETH Zürich; 2015. [cited 2021 Mar 07]. Available from: http://hdl.handle.net/20.500.11850/101869.

Council of Science Editors:

Zoller S. Approaches for parametrization of Markovian models of molecular evolution for protein-coding sequences. [Doctoral Dissertation]. ETH Zürich; 2015. Available from: http://hdl.handle.net/20.500.11850/101869


ETH Zürich

13. Leiss, Matthias. Financial Market Risk of Speculative Bubbles.

Degree: 2016, ETH Zürich

Subjects/Keywords: STOCHASTIC MODELS + STOCHASTIC SIMULATION (PROBABILITY THEORY); STOCHASTISCHE MODELLE + STOCHASTISCHE SIMULATION (WAHRSCHEINLICHKEITSRECHNUNG); MARKTRISIKO (FINANZEN); FINANZRISIKO (FINANZEN); FINANCIAL MARKETS; MARKET RISK (FINANCE); FINANZMÄRKTE; FINANCIAL RISK (FINANCE); info:eu-repo/classification/ddc/330; Economics

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APA (6th Edition):

Leiss, M. (2016). Financial Market Risk of Speculative Bubbles. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/118795

Chicago Manual of Style (16th Edition):

Leiss, Matthias. “Financial Market Risk of Speculative Bubbles.” 2016. Doctoral Dissertation, ETH Zürich. Accessed March 07, 2021. http://hdl.handle.net/20.500.11850/118795.

MLA Handbook (7th Edition):

Leiss, Matthias. “Financial Market Risk of Speculative Bubbles.” 2016. Web. 07 Mar 2021.

Vancouver:

Leiss M. Financial Market Risk of Speculative Bubbles. [Internet] [Doctoral dissertation]. ETH Zürich; 2016. [cited 2021 Mar 07]. Available from: http://hdl.handle.net/20.500.11850/118795.

Council of Science Editors:

Leiss M. Financial Market Risk of Speculative Bubbles. [Doctoral Dissertation]. ETH Zürich; 2016. Available from: http://hdl.handle.net/20.500.11850/118795


ETH Zürich

14. Brunner, Eduard Mathieu. Dynamisches, stochastisches Simulationsmodell zur Bewertung zu akquirierender Unternehmungen.

Degree: 1976, ETH Zürich

Subjects/Keywords: UNTERNEHMENSWACHSTUM + UNTERNEHMENSEXPANSION (UNTERNEHMENSPOLITIK); PORTFOLIOTHEORIE (OPERATIONS RESEARCH); STOCHASTISCHE MODELLE + STOCHASTISCHE SIMULATION (WAHRSCHEINLICHKEITSRECHNUNG); COMPANY GROWTH + COMPANY EXPANSION (BUSINESS POLICY); PORTFOLIO SELECTION (OPERATIONS RESEARCH); STOCHASTIC MODELS + STOCHASTIC SIMULATION (PROBABILITY THEORY); info:eu-repo/classification/ddc/510; Mathematics

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APA (6th Edition):

Brunner, E. M. (1976). Dynamisches, stochastisches Simulationsmodell zur Bewertung zu akquirierender Unternehmungen. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/132999

Chicago Manual of Style (16th Edition):

Brunner, Eduard Mathieu. “Dynamisches, stochastisches Simulationsmodell zur Bewertung zu akquirierender Unternehmungen.” 1976. Doctoral Dissertation, ETH Zürich. Accessed March 07, 2021. http://hdl.handle.net/20.500.11850/132999.

MLA Handbook (7th Edition):

Brunner, Eduard Mathieu. “Dynamisches, stochastisches Simulationsmodell zur Bewertung zu akquirierender Unternehmungen.” 1976. Web. 07 Mar 2021.

Vancouver:

Brunner EM. Dynamisches, stochastisches Simulationsmodell zur Bewertung zu akquirierender Unternehmungen. [Internet] [Doctoral dissertation]. ETH Zürich; 1976. [cited 2021 Mar 07]. Available from: http://hdl.handle.net/20.500.11850/132999.

Council of Science Editors:

Brunner EM. Dynamisches, stochastisches Simulationsmodell zur Bewertung zu akquirierender Unternehmungen. [Doctoral Dissertation]. ETH Zürich; 1976. Available from: http://hdl.handle.net/20.500.11850/132999


ETH Zürich

15. Schröder-Brzosniowsky, Michael. Stochastic modeling of image content in remote sensing image archives.

Degree: 2000, ETH Zürich

Subjects/Keywords: MATHEMATISCHE BILDVERARBEITUNG; REMOTE SENSING + FERNMESSUNG + FERNERKUNDUNG (GEODÄSIE); STOCHASTISCHE MODELLE + STOCHASTISCHE SIMULATION (WAHRSCHEINLICHKEITSRECHNUNG); MATHEMATICAL IMAGE PROCESSING; REMOTE SENSING (GEODESY); STOCHASTIC MODELS + STOCHASTIC SIMULATION (PROBABILITY THEORY); info:eu-repo/classification/ddc/510; info:eu-repo/classification/ddc/510; Mathematics; Mathematics

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APA (6th Edition):

Schröder-Brzosniowsky, M. (2000). Stochastic modeling of image content in remote sensing image archives. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/144390

Chicago Manual of Style (16th Edition):

Schröder-Brzosniowsky, Michael. “Stochastic modeling of image content in remote sensing image archives.” 2000. Doctoral Dissertation, ETH Zürich. Accessed March 07, 2021. http://hdl.handle.net/20.500.11850/144390.

MLA Handbook (7th Edition):

Schröder-Brzosniowsky, Michael. “Stochastic modeling of image content in remote sensing image archives.” 2000. Web. 07 Mar 2021.

Vancouver:

Schröder-Brzosniowsky M. Stochastic modeling of image content in remote sensing image archives. [Internet] [Doctoral dissertation]. ETH Zürich; 2000. [cited 2021 Mar 07]. Available from: http://hdl.handle.net/20.500.11850/144390.

Council of Science Editors:

Schröder-Brzosniowsky M. Stochastic modeling of image content in remote sensing image archives. [Doctoral Dissertation]. ETH Zürich; 2000. Available from: http://hdl.handle.net/20.500.11850/144390


ETH Zürich

16. Schnetzer, Heinrich. Stochastische Baustoffmodelle für Beton.

Degree: 2000, ETH Zürich

Subjects/Keywords: ZEMENTBETON (BAUSTOFFE); STOCHASTISCHE MODELLE + STOCHASTISCHE SIMULATION (WAHRSCHEINLICHKEITSRECHNUNG); BRUCHFESTIGKEIT (ELASTOMECHANIK); CEMENT CONCRETE (BUILDING MATERIALS); STOCHASTIC MODELS + STOCHASTIC SIMULATION (PROBABILITY THEORY); BREAKING STRENGTH (ELASTOMECHANICS); info:eu-repo/classification/ddc/690; Buildings

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APA (6th Edition):

Schnetzer, H. (2000). Stochastische Baustoffmodelle für Beton. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/144612

Chicago Manual of Style (16th Edition):

Schnetzer, Heinrich. “Stochastische Baustoffmodelle für Beton.” 2000. Doctoral Dissertation, ETH Zürich. Accessed March 07, 2021. http://hdl.handle.net/20.500.11850/144612.

MLA Handbook (7th Edition):

Schnetzer, Heinrich. “Stochastische Baustoffmodelle für Beton.” 2000. Web. 07 Mar 2021.

Vancouver:

Schnetzer H. Stochastische Baustoffmodelle für Beton. [Internet] [Doctoral dissertation]. ETH Zürich; 2000. [cited 2021 Mar 07]. Available from: http://hdl.handle.net/20.500.11850/144612.

Council of Science Editors:

Schnetzer H. Stochastische Baustoffmodelle für Beton. [Doctoral Dissertation]. ETH Zürich; 2000. Available from: http://hdl.handle.net/20.500.11850/144612


ETH Zürich

17. Hieber, Simone E. An investigation of the mesh dependence of the stochastic discrete droplet model applied to dense liquid sprays.

Degree: 2001, ETH Zürich

Subjects/Keywords: ZERSTÄUBERDÜSEN (FLUIDDYNAMIK); MEHRGITTERVERFAHREN + GITTERERZEUGUNG (NUMERISCHE MATHEMATIK); STOCHASTISCHE MODELLE + STOCHASTISCHE SIMULATION (WAHRSCHEINLICHKEITSRECHNUNG); SPRAY NOZZLES + ATOMIZERS (FLUID DYNAMICS); MULTIGRID METHODS + GRID GENERATION (NUMERICAL MATHEMATICS); STOCHASTIC MODELS + STOCHASTIC SIMULATION (PROBABILITY THEORY); info:eu-repo/classification/ddc/510; Mathematics

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APA (6th Edition):

Hieber, S. E. (2001). An investigation of the mesh dependence of the stochastic discrete droplet model applied to dense liquid sprays. (Thesis). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/147540

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Hieber, Simone E. “An investigation of the mesh dependence of the stochastic discrete droplet model applied to dense liquid sprays.” 2001. Thesis, ETH Zürich. Accessed March 07, 2021. http://hdl.handle.net/20.500.11850/147540.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Hieber, Simone E. “An investigation of the mesh dependence of the stochastic discrete droplet model applied to dense liquid sprays.” 2001. Web. 07 Mar 2021.

Vancouver:

Hieber SE. An investigation of the mesh dependence of the stochastic discrete droplet model applied to dense liquid sprays. [Internet] [Thesis]. ETH Zürich; 2001. [cited 2021 Mar 07]. Available from: http://hdl.handle.net/20.500.11850/147540.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Hieber SE. An investigation of the mesh dependence of the stochastic discrete droplet model applied to dense liquid sprays. [Thesis]. ETH Zürich; 2001. Available from: http://hdl.handle.net/20.500.11850/147540

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


ETH Zürich

18. Frank, Mario. Probabilistic Role Mining.

Degree: 2011, ETH Zürich

Subjects/Keywords: ACCESS CONTROL (OPERATING SYSTEMS); ASSIGNMENT PROBLEMS (LINEAR PROGRAMMING); STOCHASTIC MODELS + STOCHASTIC SIMULATION (PROBABILITY THEORY); STOCHASTISCHE MODELLE + STOCHASTISCHE SIMULATION (WAHRSCHEINLICHKEITSRECHNUNG); ZUORDNUNGSPROBLEME (LINEARE OPTIMIERUNG); ZUGRIFFSKONTROLLE (BETRIEBSSYSTEME); info:eu-repo/classification/ddc/004; Data processing, computer science

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APA (6th Edition):

Frank, M. (2011). Probabilistic Role Mining. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/72860

Chicago Manual of Style (16th Edition):

Frank, Mario. “Probabilistic Role Mining.” 2011. Doctoral Dissertation, ETH Zürich. Accessed March 07, 2021. http://hdl.handle.net/20.500.11850/72860.

MLA Handbook (7th Edition):

Frank, Mario. “Probabilistic Role Mining.” 2011. Web. 07 Mar 2021.

Vancouver:

Frank M. Probabilistic Role Mining. [Internet] [Doctoral dissertation]. ETH Zürich; 2011. [cited 2021 Mar 07]. Available from: http://hdl.handle.net/20.500.11850/72860.

Council of Science Editors:

Frank M. Probabilistic Role Mining. [Doctoral Dissertation]. ETH Zürich; 2011. Available from: http://hdl.handle.net/20.500.11850/72860


ETH Zürich

19. Graf, Mathias. Bayesian framework for probabilistic modelling of typhoon risks.

Degree: 2012, ETH Zürich

Subjects/Keywords: Bayessche Theorie; RISK THEORY (PROBABILITY THEORY); BAYESIAN THEORY (PROBABILITY THEORY); Stochastische Modelle; STOCHASTIC MODELS + STOCHASTIC SIMULATION (PROBABILITY THEORY); TROPICAL CYCLONES + HURRICANES + TYPHOONS (METEOROLOGY); Risikotheorie; METEOROLOGISCHE MODELLE; Tropische Zykonen; METEOROLOGICAL MODELS; BAYESSCHE THEORIE (WAHRSCHEINLICHKEITSRECHNUNG); Meteorologische Modelle; STOCHASTISCHE MODELLE + STOCHASTISCHE SIMULATION (WAHRSCHEINLICHKEITSRECHNUNG); RISIKOTHEORIE (WAHRSCHEINLICHKEITSRECHNUNG); TROPISCHE WIRBELSTÜRME + ORKANE + TAIFUNE + HURRIKANE (METEOROLOGIE); info:eu-repo/classification/ddc/710; info:eu-repo/classification/ddc/550; Civic & landscape art; Earth sciences

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APA (6th Edition):

Graf, M. (2012). Bayesian framework for probabilistic modelling of typhoon risks. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/64353

Chicago Manual of Style (16th Edition):

Graf, Mathias. “Bayesian framework for probabilistic modelling of typhoon risks.” 2012. Doctoral Dissertation, ETH Zürich. Accessed March 07, 2021. http://hdl.handle.net/20.500.11850/64353.

MLA Handbook (7th Edition):

Graf, Mathias. “Bayesian framework for probabilistic modelling of typhoon risks.” 2012. Web. 07 Mar 2021.

Vancouver:

Graf M. Bayesian framework for probabilistic modelling of typhoon risks. [Internet] [Doctoral dissertation]. ETH Zürich; 2012. [cited 2021 Mar 07]. Available from: http://hdl.handle.net/20.500.11850/64353.

Council of Science Editors:

Graf M. Bayesian framework for probabilistic modelling of typhoon risks. [Doctoral Dissertation]. ETH Zürich; 2012. Available from: http://hdl.handle.net/20.500.11850/64353


ETH Zürich

20. Winter, Christoph. Wavelet Galerkin schemes for option pricing in multidimensional Lévy models.

Degree: 2009, ETH Zürich

Subjects/Keywords: GALERKIN METHOD (NUMERICAL MATHEMATICS); LÉVYPROZESSE (STOCHASTISCHE PROZESSE); STOCHASTIC MODELS + STOCHASTIC SIMULATION (PROBABILITY THEORY); LÉVY PROCESSES (STOCHASTIC PROCESSES); STOCHASTISCHE MODELLE + STOCHASTISCHE SIMULATION (WAHRSCHEINLICHKEITSRECHNUNG); OPTIONS (FINANCE); GALERKIN-VERFAHREN (NUMERISCHE MATHEMATIK); WAVELETS + WAVELET TRANSFORMATIONS (MATHEMATICAL ANALYSIS); WAVELETS + WAVELET-TRANSFORMATIONEN (ANALYSIS); OPTIONEN (FINANZEN); info:eu-repo/classification/ddc/510; Mathematics

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APA (6th Edition):

Winter, C. (2009). Wavelet Galerkin schemes for option pricing in multidimensional Lévy models. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/20928

Chicago Manual of Style (16th Edition):

Winter, Christoph. “Wavelet Galerkin schemes for option pricing in multidimensional Lévy models.” 2009. Doctoral Dissertation, ETH Zürich. Accessed March 07, 2021. http://hdl.handle.net/20.500.11850/20928.

MLA Handbook (7th Edition):

Winter, Christoph. “Wavelet Galerkin schemes for option pricing in multidimensional Lévy models.” 2009. Web. 07 Mar 2021.

Vancouver:

Winter C. Wavelet Galerkin schemes for option pricing in multidimensional Lévy models. [Internet] [Doctoral dissertation]. ETH Zürich; 2009. [cited 2021 Mar 07]. Available from: http://hdl.handle.net/20.500.11850/20928.

Council of Science Editors:

Winter C. Wavelet Galerkin schemes for option pricing in multidimensional Lévy models. [Doctoral Dissertation]. ETH Zürich; 2009. Available from: http://hdl.handle.net/20.500.11850/20928


ETH Zürich

21. Zechner, Christoph. Stochastic Biochemical Networks in Random Environments: Probabilistic Modeling and Inference.

Degree: 2014, ETH Zürich

Subjects/Keywords: MODELLRECHNUNG UND SIMULATION IN BIOCHEMIE UND MOLEKULARBIOLOGIE; STOCHASTISCHE MODELLE + STOCHASTISCHE SIMULATION (WAHRSCHEINLICHKEITSRECHNUNG); ZUFALLSMEDIEN (WAHRSCHEINLICHKEITSRECHNUNG); UNVOLLSTÄNDIGE DATEN UND FEHLENDE DATEN (MATHEMATISCHE STATISTIK); MATHEMATICAL MODELING AND SIMULATION IN BIOCHEMISTRY AND MOLECULAR BIOLOGY; STOCHASTIC MODELS + STOCHASTIC SIMULATION (PROBABILITY THEORY); RANDOM MEDIA (PROBABILITY THEORY); INCOMPLETE DATA AND MISSING DATA (MATHEMATICAL STATISTICS); info:eu-repo/classification/ddc/621.3; Electric engineering

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APA (6th Edition):

Zechner, C. (2014). Stochastic Biochemical Networks in Random Environments: Probabilistic Modeling and Inference. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/154743

Chicago Manual of Style (16th Edition):

Zechner, Christoph. “Stochastic Biochemical Networks in Random Environments: Probabilistic Modeling and Inference.” 2014. Doctoral Dissertation, ETH Zürich. Accessed March 07, 2021. http://hdl.handle.net/20.500.11850/154743.

MLA Handbook (7th Edition):

Zechner, Christoph. “Stochastic Biochemical Networks in Random Environments: Probabilistic Modeling and Inference.” 2014. Web. 07 Mar 2021.

Vancouver:

Zechner C. Stochastic Biochemical Networks in Random Environments: Probabilistic Modeling and Inference. [Internet] [Doctoral dissertation]. ETH Zürich; 2014. [cited 2021 Mar 07]. Available from: http://hdl.handle.net/20.500.11850/154743.

Council of Science Editors:

Zechner C. Stochastic Biochemical Networks in Random Environments: Probabilistic Modeling and Inference. [Doctoral Dissertation]. ETH Zürich; 2014. Available from: http://hdl.handle.net/20.500.11850/154743


ETH Zürich

22. Migge, Bastian H. Strategic decision making under uncertainty tailored to parallax correction and energy production.

Degree: 2013, ETH Zürich

Subjects/Keywords: ENERGY DISTRIBUTION (ELECTRICAL ENERGY); ENERGIEVERTEILUNG (ELEKTRISCHE ENERGIE); AUTOMATISCHE REGELUNG (REGELUNGSTECHNIK); HUMAN-COMPUTER INTERACTION, HCI; TRANSIENT STABILITY (ELECTRIC DISTRIBUTION NETWORKS); STOCHASTIC MODELS + STOCHASTIC SIMULATION (PROBABILITY THEORY); DYNAMISCHE STABILITÄT (ELEKTRISCHE VERTEILNETZE); MARKOVPROZESSE (WAHRSCHEINLICHKEITSRECHNUNG); STOCHASTISCHE MODELLE + STOCHASTISCHE SIMULATION (WAHRSCHEINLICHKEITSRECHNUNG); AUTOMATIC CONTROL TECHNOLGY (CONTROL ENGINEERING); MARKOV PROCESSES (PROBABILITY THEORY); info:eu-repo/classification/ddc/621.3; Electric engineering

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APA (6th Edition):

Migge, B. H. (2013). Strategic decision making under uncertainty tailored to parallax correction and energy production. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/72668

Chicago Manual of Style (16th Edition):

Migge, Bastian H. “Strategic decision making under uncertainty tailored to parallax correction and energy production.” 2013. Doctoral Dissertation, ETH Zürich. Accessed March 07, 2021. http://hdl.handle.net/20.500.11850/72668.

MLA Handbook (7th Edition):

Migge, Bastian H. “Strategic decision making under uncertainty tailored to parallax correction and energy production.” 2013. Web. 07 Mar 2021.

Vancouver:

Migge BH. Strategic decision making under uncertainty tailored to parallax correction and energy production. [Internet] [Doctoral dissertation]. ETH Zürich; 2013. [cited 2021 Mar 07]. Available from: http://hdl.handle.net/20.500.11850/72668.

Council of Science Editors:

Migge BH. Strategic decision making under uncertainty tailored to parallax correction and energy production. [Doctoral Dissertation]. ETH Zürich; 2013. Available from: http://hdl.handle.net/20.500.11850/72668


ETH Zürich

23. Del Giudice, Dario. Improving output and input statistical error descriptions in urban hydrological modeling.

Degree: 2015, ETH Zürich

Subjects/Keywords: FEHLERRECHNUNG + AUSWERTUNG + INTERPRETATION (PHYSIK); HYDROSPHERE + HYDROLOGY + WATER; FALLSTUDIEN (DOKUMENTENTYP); CASE STUDIES (DOCUMENT TYPE); DATA EVALUATION + ERROR CALCULATION (PHYSICS); HYDROLOGISCHE MODELLE + HYDROLOGISCHE MODELLRECHNUNG; STOCHASTIC MODELS + STOCHASTIC SIMULATION (PROBABILITY THEORY); STOCHASTISCHE MODELLE + STOCHASTISCHE SIMULATION (WAHRSCHEINLICHKEITSRECHNUNG); HYDROSPHÄRE + HYDROLOGIE + WASSER; HYDROLOGICAL MODELS + MATHEMATICAL MODELLING IN HYDROLOGY; HYDROLOGISCHE VORHERSAGE, PROGNOSE; HYDROLOGICAL FORECASTING; info:eu-repo/classification/ddc/550; Earth sciences

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APA (6th Edition):

Del Giudice, D. (2015). Improving output and input statistical error descriptions in urban hydrological modeling. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/107949

Chicago Manual of Style (16th Edition):

Del Giudice, Dario. “Improving output and input statistical error descriptions in urban hydrological modeling.” 2015. Doctoral Dissertation, ETH Zürich. Accessed March 07, 2021. http://hdl.handle.net/20.500.11850/107949.

MLA Handbook (7th Edition):

Del Giudice, Dario. “Improving output and input statistical error descriptions in urban hydrological modeling.” 2015. Web. 07 Mar 2021.

Vancouver:

Del Giudice D. Improving output and input statistical error descriptions in urban hydrological modeling. [Internet] [Doctoral dissertation]. ETH Zürich; 2015. [cited 2021 Mar 07]. Available from: http://hdl.handle.net/20.500.11850/107949.

Council of Science Editors:

Del Giudice D. Improving output and input statistical error descriptions in urban hydrological modeling. [Doctoral Dissertation]. ETH Zürich; 2015. Available from: http://hdl.handle.net/20.500.11850/107949


ETH Zürich

24. Altenhoff, Adrian M. General boundary condition in dissipative particle dynamics.

Degree: 2005, ETH Zürich

Subjects/Keywords: KOMPLEXE FLUIDE (FLUIDMECHANIK); DISSIPATIVE STRUKTUREN + DISSIPATIVE SYSTEME (THERMODYNAMIK); STOCHASTISCHE MODELLE + STOCHASTISCHE SIMULATION (WAHRSCHEINLICHKEITSRECHNUNG); MODELLE + MODELLVERSUCHE (FLUIDMECHANIK); DIPLOMARBEITEN UND EXAMENSARBEITEN (DOKUMENTENTYP); COMPLEX FLUIDS (FLUID MECHANICS); DISSIPATIVE STRUCTURES (THERMODYNAMICS); STOCHASTIC MODELS + STOCHASTIC SIMULATION (PROBABILITY THEORY); MODELS + MODEL ANALYSIS (FLUID MECHANICS); EXAMINATION PAPERS + DEGREE PAPERS (DOCUMENT TYPES); info:eu-repo/classification/ddc/510; Mathematics

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APA (6th Edition):

Altenhoff, A. M. (2005). General boundary condition in dissipative particle dynamics. (Thesis). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/149143

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Altenhoff, Adrian M. “General boundary condition in dissipative particle dynamics.” 2005. Thesis, ETH Zürich. Accessed March 07, 2021. http://hdl.handle.net/20.500.11850/149143.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Altenhoff, Adrian M. “General boundary condition in dissipative particle dynamics.” 2005. Web. 07 Mar 2021.

Vancouver:

Altenhoff AM. General boundary condition in dissipative particle dynamics. [Internet] [Thesis]. ETH Zürich; 2005. [cited 2021 Mar 07]. Available from: http://hdl.handle.net/20.500.11850/149143.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Altenhoff AM. General boundary condition in dissipative particle dynamics. [Thesis]. ETH Zürich; 2005. Available from: http://hdl.handle.net/20.500.11850/149143

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


ETH Zürich

25. Alai, Daniel Hakim. Prediction uncertainty in stochastic claims reserving methods.

Degree: 2009, ETH Zürich

Subjects/Keywords: KAPITALKONTEN + RESERVEKONTEN; KAPITALDECKUNGSVERFAHREN (VERSICHERUNGSMATHEMATIK); VERALLGEMEINERTE LINEARE MODELLE (MATHEMATISCHE STATISTIK); STOCHASTISCHE MODELLE + STOCHASTISCHE SIMULATION (WAHRSCHEINLICHKEITSRECHNUNG); CAPITAL ACCOUNTS + RESERVE ACCOUNTS; FULLY-FUNDED BASIS (ACTUARIAL THEORY); GENERALIZED LINEAR MODELS (MATHEMATICAL STATISTICS); STOCHASTIC MODELS + STOCHASTIC SIMULATION (PROBABILITY THEORY); info:eu-repo/classification/ddc/510; info:eu-repo/classification/ddc/510; Mathematics; Mathematics

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APA (6th Edition):

Alai, D. H. (2009). Prediction uncertainty in stochastic claims reserving methods. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/151664

Chicago Manual of Style (16th Edition):

Alai, Daniel Hakim. “Prediction uncertainty in stochastic claims reserving methods.” 2009. Doctoral Dissertation, ETH Zürich. Accessed March 07, 2021. http://hdl.handle.net/20.500.11850/151664.

MLA Handbook (7th Edition):

Alai, Daniel Hakim. “Prediction uncertainty in stochastic claims reserving methods.” 2009. Web. 07 Mar 2021.

Vancouver:

Alai DH. Prediction uncertainty in stochastic claims reserving methods. [Internet] [Doctoral dissertation]. ETH Zürich; 2009. [cited 2021 Mar 07]. Available from: http://hdl.handle.net/20.500.11850/151664.

Council of Science Editors:

Alai DH. Prediction uncertainty in stochastic claims reserving methods. [Doctoral Dissertation]. ETH Zürich; 2009. Available from: http://hdl.handle.net/20.500.11850/151664


ETH Zürich

26. Ruess, Jakob. Moment-based methods for the analysis and identi cation of stochastic models of biochemical reaction networks.

Degree: 2014, ETH Zürich

Subjects/Keywords: STOCHASTIC MODELS + STOCHASTIC SIMULATION (PROBABILITY THEORY); STOCHASTISCHE MODELLE + STOCHASTISCHE SIMULATION (WAHRSCHEINLICHKEITSRECHNUNG); BIOCHEMICAL REACTIONS, METABOLIC REACTIONS; MODELLRECHNUNG UND SIMULATION IN BIOCHEMIE UND MOLEKULARBIOLOGIE; MATHEMATICAL MODELING AND SIMULATION IN BIOCHEMISTRY AND MOLECULAR BIOLOGY; BIOCHEMISCHE REAKTIONEN, METABOLISCHE REAKTIONEN; info:eu-repo/classification/ddc/570; Life sciences

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APA (6th Edition):

Ruess, J. (2014). Moment-based methods for the analysis and identi cation of stochastic models of biochemical reaction networks. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/96892

Chicago Manual of Style (16th Edition):

Ruess, Jakob. “Moment-based methods for the analysis and identi cation of stochastic models of biochemical reaction networks.” 2014. Doctoral Dissertation, ETH Zürich. Accessed March 07, 2021. http://hdl.handle.net/20.500.11850/96892.

MLA Handbook (7th Edition):

Ruess, Jakob. “Moment-based methods for the analysis and identi cation of stochastic models of biochemical reaction networks.” 2014. Web. 07 Mar 2021.

Vancouver:

Ruess J. Moment-based methods for the analysis and identi cation of stochastic models of biochemical reaction networks. [Internet] [Doctoral dissertation]. ETH Zürich; 2014. [cited 2021 Mar 07]. Available from: http://hdl.handle.net/20.500.11850/96892.

Council of Science Editors:

Ruess J. Moment-based methods for the analysis and identi cation of stochastic models of biochemical reaction networks. [Doctoral Dissertation]. ETH Zürich; 2014. Available from: http://hdl.handle.net/20.500.11850/96892


ETH Zürich

27. Weinberg, Franz. Ueber die Anwendung mathematischer Methoden mit spezieller Würdigung der Wahrscheinlichkeitsrechnung in der Termin-Grobplanung für differenzierte Fabrikationsprogramme bei vorwiegender Serienfertigung.

Degree: 1954, ETH Zürich

Subjects/Keywords: PRODUKTIONSPLÄNE + ABLAUFPLANUNG (PRODUKTION); MODELLRECHNUNG UND SIMULATION IN BETRIEBSWIRTSCHAFT; STOCHASTISCHE MODELLE + STOCHASTISCHE SIMULATION (WAHRSCHEINLICHKEITSRECHNUNG); PRODUCTION SCHEDULING + PROCESS ROUTING (PRODUCTION); MATHEMATICAL MODELING AND SIMULATION IN BUSINESS ECONOMICS; STOCHASTIC MODELS + STOCHASTIC SIMULATION (PROBABILITY THEORY); info:eu-repo/classification/ddc/510; info:eu-repo/classification/ddc/330; Mathematics; Economics

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APA (6th Edition):

Weinberg, F. (1954). Ueber die Anwendung mathematischer Methoden mit spezieller Würdigung der Wahrscheinlichkeitsrechnung in der Termin-Grobplanung für differenzierte Fabrikationsprogramme bei vorwiegender Serienfertigung. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/135236

Chicago Manual of Style (16th Edition):

Weinberg, Franz. “Ueber die Anwendung mathematischer Methoden mit spezieller Würdigung der Wahrscheinlichkeitsrechnung in der Termin-Grobplanung für differenzierte Fabrikationsprogramme bei vorwiegender Serienfertigung.” 1954. Doctoral Dissertation, ETH Zürich. Accessed March 07, 2021. http://hdl.handle.net/20.500.11850/135236.

MLA Handbook (7th Edition):

Weinberg, Franz. “Ueber die Anwendung mathematischer Methoden mit spezieller Würdigung der Wahrscheinlichkeitsrechnung in der Termin-Grobplanung für differenzierte Fabrikationsprogramme bei vorwiegender Serienfertigung.” 1954. Web. 07 Mar 2021.

Vancouver:

Weinberg F. Ueber die Anwendung mathematischer Methoden mit spezieller Würdigung der Wahrscheinlichkeitsrechnung in der Termin-Grobplanung für differenzierte Fabrikationsprogramme bei vorwiegender Serienfertigung. [Internet] [Doctoral dissertation]. ETH Zürich; 1954. [cited 2021 Mar 07]. Available from: http://hdl.handle.net/20.500.11850/135236.

Council of Science Editors:

Weinberg F. Ueber die Anwendung mathematischer Methoden mit spezieller Würdigung der Wahrscheinlichkeitsrechnung in der Termin-Grobplanung für differenzierte Fabrikationsprogramme bei vorwiegender Serienfertigung. [Doctoral Dissertation]. ETH Zürich; 1954. Available from: http://hdl.handle.net/20.500.11850/135236


ETH Zürich

28. Herrmann, Sebastian. Beyond Black and Scholes: Uncertainty aversion, delta-vega hedging, and bubbles and crashes.

Degree: 2016, ETH Zürich

Subjects/Keywords: DERIVATIVE PRODUCTS (FINANCE); STOCHASTIC MODELS + STOCHASTIC SIMULATION (PROBABILITY THEORY); KURSSICHERUNG (FINANZMATHEMATIK); MARTINGALE + SEMIMARTINGALE (WAHRSCHEINLICHKEITSRECHNUNG); OPTIONS (FINANCE); PORTFOLIO SELECTION (OPERATIONS RESEARCH); DERIVATIVE PRODUKTE (FINANZEN); OPTIONEN (FINANZEN); SPECIAL STOCHASTIC PROCESSES (PROBABILITY THEORY); VOLATILITÄT (FINANZEN); MARTINGALES + SEMIMARTINGALES (PROBABILITY THEORY); STOCHASTISCHE MODELLE + STOCHASTISCHE SIMULATION (WAHRSCHEINLICHKEITSRECHNUNG); HEDGING (FINANCIAL MATHEMATICS); PORTFOLIOTHEORIE (OPERATIONS RESEARCH); VOLATILITY (FINANCE); SPEZIELLE STOCHASTISCHE PROZESSE (WAHRSCHEINLICHKEITSRECHNUNG); info:eu-repo/classification/ddc/510; info:eu-repo/classification/ddc/510; Mathematics; Mathematics

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APA (6th Edition):

Herrmann, S. (2016). Beyond Black and Scholes: Uncertainty aversion, delta-vega hedging, and bubbles and crashes. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/114733

Chicago Manual of Style (16th Edition):

Herrmann, Sebastian. “Beyond Black and Scholes: Uncertainty aversion, delta-vega hedging, and bubbles and crashes.” 2016. Doctoral Dissertation, ETH Zürich. Accessed March 07, 2021. http://hdl.handle.net/20.500.11850/114733.

MLA Handbook (7th Edition):

Herrmann, Sebastian. “Beyond Black and Scholes: Uncertainty aversion, delta-vega hedging, and bubbles and crashes.” 2016. Web. 07 Mar 2021.

Vancouver:

Herrmann S. Beyond Black and Scholes: Uncertainty aversion, delta-vega hedging, and bubbles and crashes. [Internet] [Doctoral dissertation]. ETH Zürich; 2016. [cited 2021 Mar 07]. Available from: http://hdl.handle.net/20.500.11850/114733.

Council of Science Editors:

Herrmann S. Beyond Black and Scholes: Uncertainty aversion, delta-vega hedging, and bubbles and crashes. [Doctoral Dissertation]. ETH Zürich; 2016. Available from: http://hdl.handle.net/20.500.11850/114733


ETH Zürich

29. Dukaric, Dejan D. Tensor Norms And Non-Locality.

Degree: 2012, ETH Zürich

Subjects/Keywords: STOCHASTIC MODELS + STOCHASTIC SIMULATION (PROBABILITY THEORY); TOPOLOGICAL TENSOR PRODUCTS (FUNCTIONAL ANALYSIS); STOCHASTISCHE MODELLE + STOCHASTISCHE SIMULATION (WAHRSCHEINLICHKEITSRECHNUNG); ANTAGONISTISCHE SPIELE (SPIELTHEORIE); UNSICHERE INFORMATION + UNVOLLSTÄNDIGE INFORMATION (INFORMATIONSTHEORIE); QUANTUM INFORMATION (INFORMATION THEORY); ANTAGONISTIC GAMES (GAME THEORY); TOPOLOGISCHE TENSORPRODUKTE (FUNKTIONALANALYSIS); QUANTENINFORMATION (INFORMATIONSTHEORIE); UNCERTAIN INFORMATION + INCOMPLETE INFORMATION (INFORMATION THEORY); info:eu-repo/classification/ddc/004; Data processing, computer science

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APA (6th Edition):

Dukaric, D. D. (2012). Tensor Norms And Non-Locality. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/72861

Chicago Manual of Style (16th Edition):

Dukaric, Dejan D. “Tensor Norms And Non-Locality.” 2012. Doctoral Dissertation, ETH Zürich. Accessed March 07, 2021. http://hdl.handle.net/20.500.11850/72861.

MLA Handbook (7th Edition):

Dukaric, Dejan D. “Tensor Norms And Non-Locality.” 2012. Web. 07 Mar 2021.

Vancouver:

Dukaric DD. Tensor Norms And Non-Locality. [Internet] [Doctoral dissertation]. ETH Zürich; 2012. [cited 2021 Mar 07]. Available from: http://hdl.handle.net/20.500.11850/72861.

Council of Science Editors:

Dukaric DD. Tensor Norms And Non-Locality. [Doctoral Dissertation]. ETH Zürich; 2012. Available from: http://hdl.handle.net/20.500.11850/72861


ETH Zürich

30. Wilhelm, Martin. Modeling, pricing and risk management of power derivatives.

Degree: 2007, ETH Zürich

 Deregulation of energy markets has necessitated the adoption of risk management techniques in the power industry. The launched liberalization and therewith the uncertainty involved in… (more)

Subjects/Keywords: BÖRSENKURSE (FINANZEN); DERIVATIVE PRODUCTS (FINANCE); STOCHASTIC MODELS + STOCHASTIC SIMULATION (PROBABILITY THEORY); MODELING OF SPECIFIC ASPECTS OF THE ECONOMY (OPERATIONS RESEARCH); STOCHASTISCHE MODELLE + STOCHASTISCHE SIMULATION (WAHRSCHEINLICHKEITSRECHNUNG); MODELLIERUNG SPEZIFISCHER PROBLEME DER WIRTSCHAFT (OPERATIONS RESEARCH); RISK ANALYSIS (OPERATIONS RESEARCH); STOCK EXCHANGE SHARE PRICE (FINANCE); DERIVATIVE PRODUKTE (FINANZEN); RISIKOANALYSE (OPERATIONS RESEARCH); info:eu-repo/classification/ddc/510; Mathematics

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APA (6th Edition):

Wilhelm, M. (2007). Modeling, pricing and risk management of power derivatives. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/4352

Chicago Manual of Style (16th Edition):

Wilhelm, Martin. “Modeling, pricing and risk management of power derivatives.” 2007. Doctoral Dissertation, ETH Zürich. Accessed March 07, 2021. http://hdl.handle.net/20.500.11850/4352.

MLA Handbook (7th Edition):

Wilhelm, Martin. “Modeling, pricing and risk management of power derivatives.” 2007. Web. 07 Mar 2021.

Vancouver:

Wilhelm M. Modeling, pricing and risk management of power derivatives. [Internet] [Doctoral dissertation]. ETH Zürich; 2007. [cited 2021 Mar 07]. Available from: http://hdl.handle.net/20.500.11850/4352.

Council of Science Editors:

Wilhelm M. Modeling, pricing and risk management of power derivatives. [Doctoral Dissertation]. ETH Zürich; 2007. Available from: http://hdl.handle.net/20.500.11850/4352

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