1

MEAN–VARIANCE PORTFOLIO OPTIMIZATION WITH STATE-DEPENDENT RISK AVERSION

Year:
2012
Language:
english
File:
PDF, 749 KB
english, 2012
2

On the Use of Numeraires in Option Pricing

Year:
2002
Language:
english
File:
PDF, 544 KB
english, 2002
3

Bond Market Structure in the Presence of Marked Point Processes

Year:
1997
Language:
english
File:
PDF, 198 KB
english, 1997
4

ON THE TIMING OPTION IN A FUTURES CONTRACT

Year:
2007
Language:
english
File:
PDF, 128 KB
english, 2007
5

Finite optimal filters for a class of nonlinear diffusions with jumping parameters

Year:
1982
Language:
english
File:
PDF, 671 KB
english, 1982
6

On the Existence of Finite-Dimensional Realizations for Nonlinear Forward Rate Models

Year:
2001
Language:
english
File:
PDF, 240 KB
english, 2001
7

Interest Rate Dynamics and Consistent Forward Rate Curves

Year:
1999
Language:
english
File:
PDF, 135 KB
english, 1999
9

On the Use of Numeraires in Option Pricing

Year:
2002
Language:
english
File:
PDF, 262 KB
english, 2002
14

Exhibitions and conferences

Year:
2000
File:
PDF, 256 KB
2000
15

Optimal investment under partial information

Year:
2010
Language:
english
File:
PDF, 290 KB
english, 2010
16

Towards a general theory of bond markets

Year:
1997
Language:
english
File:
PDF, 289 KB
english, 1997
18

Some system theoretic aspects of interest rate theory

Year:
1998
Language:
english
File:
PDF, 452 KB
english, 1998
21

Parameter estimation and reverse martingales

Year:
1996
Language:
english
File:
PDF, 1.20 MB
english, 1996
28

Exhibitons and Conferences

Year:
2005
Language:
swedish
File:
PDF, 132 KB
swedish, 2005
29

The open access scientific journal: an empirical study

Year:
2004
Language:
english
File:
PDF, 565 KB
english, 2004
30

An insensitivity property of the ruin probability

Year:
1985
Language:
english
File:
PDF, 363 KB
english, 1985
31

A note on Wick products and the fractional Black-Scholes model

Year:
2005
Language:
english
File:
PDF, 168 KB
english, 2005
33

Towards a General Theory of Good-Deal Bounds*

Year:
2006
Language:
english
File:
PDF, 258 KB
english, 2006
36

Frost formation and condensation in stone–wool insulations

Year:
2009
Language:
english
File:
PDF, 1.02 MB
english, 2009
40

Minimal realizations of interest rate models

Year:
1999
Language:
english
File:
PDF, 104 KB
english, 1999
43

Adaptive prediction and reverse martingales

Year:
1992
Language:
english
File:
PDF, 1.89 MB
english, 1992
45

Fri och mäktig eller förlamad av skräcksyner?

Year:
1998
Language:
swedish
File:
PDF, 467 KB
swedish, 1998
47

Exponential inequalities for ruin probabilities in the Cox case

Year:
1988
Language:
english
File:
PDF, 1.15 MB
english, 1988