subject:(STOCHASTISCHE MODELLE STOCHASTISCHE SIMULATION WAHRSCHEINLICHKEITSRECHNUNG )

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 (6^th 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 (16^th 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 (7^th 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

URL: http://hdl.handle.net/20.500.11850/154559

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

APA (6^th 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 (16^th 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 (7^th 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

URL: http://hdl.handle.net/20.500.11850/156070

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

APA (6^th 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 (16^th 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 (7^th 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

URL: http://hdl.handle.net/20.500.11850/144176

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

APA (6^th 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 (16^th 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 (7^th 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

URL: http://hdl.handle.net/20.500.11850/131436

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

APA (6^th 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 (16^th 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 (7^th 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

URL: http://hdl.handle.net/20.500.11850/102010

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

APA (6^th 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 (16^th 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 (7^th 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

URL: http://hdl.handle.net/20.500.11850/284404

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

APA (6^th 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 (16^th 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 (7^th 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

URL: http://hdl.handle.net/20.500.11850/72886

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

APA (6^th 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 (16^th 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 (7^th 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

URL: http://hdl.handle.net/20.500.11850/148847

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

APA (6^th 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 (16^th 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 (7^th 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

URL: http://hdl.handle.net/20.500.11850/102891

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

APA (6^th 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 (16^th 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 (7^th 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

URL: http://hdl.handle.net/20.500.11850/113809

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

APA (6^th 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 (16^th 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 (7^th 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

URL: http://hdl.handle.net/20.500.11850/101869

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 (6^th 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 (16^th 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 (7^th 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

URL: http://hdl.handle.net/20.500.11850/118795

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

APA (6^th 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 (16^th 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 (7^th 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

URL: http://hdl.handle.net/20.500.11850/132999

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

APA (6^th 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 (16^th 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 (7^th 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

URL: http://hdl.handle.net/20.500.11850/144390

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

APA (6^th 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 (16^th 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 (7^th 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

URL: http://hdl.handle.net/20.500.11850/144612

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

APA (6^th 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 (16^th 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 (7^th 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

URL: http://hdl.handle.net/20.500.11850/147540

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

APA (6^th 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 (16^th 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 (7^th 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

URL: http://hdl.handle.net/20.500.11850/72860

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

APA (6^th 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 (16^th 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 (7^th 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

URL: http://hdl.handle.net/20.500.11850/64353

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 (6^th 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 (16^th 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 (7^th 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

URL: http://hdl.handle.net/20.500.11850/20928

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

APA (6^th 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 (16^th 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 (7^th 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

URL: http://hdl.handle.net/20.500.11850/154743

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

APA (6^th 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 (16^th 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 (7^th 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

URL: http://hdl.handle.net/20.500.11850/72668

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 (6^th 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 (16^th 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 (7^th 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

URL: http://hdl.handle.net/20.500.11850/107949

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

APA (6^th 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 (16^th 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 (7^th 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

URL: http://hdl.handle.net/20.500.11850/149143

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 (6^th 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 (16^th 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 (7^th 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

URL: http://hdl.handle.net/20.500.11850/151664

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 (6^th 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 (16^th 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 (7^th 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

URL: http://hdl.handle.net/20.500.11850/96892

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

APA (6^th 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 (16^th 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 (7^th 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

URL: http://hdl.handle.net/20.500.11850/135236

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

APA (6^th 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 (16^th 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 (7^th 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

URL: http://hdl.handle.net/20.500.11850/114733

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

APA (6^th 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 (16^th 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 (7^th 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

URL: http://hdl.handle.net/20.500.11850/72861

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

APA (6^th 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 (16^th 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 (7^th 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

URL: http://hdl.handle.net/20.500.11850/4352

► 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)

▼ 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 gas, fuel and electrical power prices requires an efficient management of production facilities and financial contracts. Thereby derivatives build essential instruments to exchange volume as well as price risks. However, the valuation of financial derivatives in power markets has proven to be particularly challenging. The fact that electrical power is not physically storable eliminates the direct application of the no–arbitrage methodology from financial mathematics. Consequently, new approaches are required to value even the simplest derivative products in electricity markets. That is, modeling arbitrage–free electricity price dynamics turns out to be the crucial step towards fair pricing of financial products in power markets. In this work we propose an approach, which converts an electricity market into a virtual base market consisting of zero bonds and an additional risky asset. Using this structure, interest rate theory as well as the change–of–numeraire technique are applied to elaborate risk neutral price dynamics in electricity markets. As a result, explicit formulas are obtained for European type derivatives such as spread, cap, floor and collar options. Through the performed historical calibration it can be seen that in the proposed model, contract volatilities close to maturity increase significantly. For valuing swing type derivatives, which possess no closed–form solutions, an algorithm based on finite element methods is proposed. Thereby the reduction of multiple stopping time problems to a cascade of single stopping time problems is utilized. The obtained numerical results for different swing options all show a smooth and stable behavior. This allows an interpretation of the optimal exercise boundary and an analysis of the dependence of swing option prices on initial spot prices and on the number of exercise rights. A comparison of the finite element algorithm to Monte Carlo methods demonstrates the strengths of the developed numerical procedure. Advisors/Committee Members: Lüthi, Hans-Jakob, Gibson, Rajna.

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

APA (6^th 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 (16^th 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 (7^th 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

Open Access Theses and Dissertations