1

NONLINEAR FILTERING FOR JUMP DIFFUSION OBSERVATIONS

Year:
2012
Language:
english
File:
PDF, 1.39 MB
english, 2012
4

Pairs Trading Under Drift Uncertainty and Risk Penalization

Year:
2017
Language:
english
File:
PDF, 554 KB
english, 2017
9

Nonlinear Filtering for Jump Diffusion Observations

Year:
2012
Language:
english
File:
PDF, 201 KB
english, 2012
10

The Föllmer–Schweizer decomposition under incomplete information

Year:
2017
Language:
english
File:
PDF, 2.77 MB
english, 2017
11

Nonlinear Filtering for Jump Diffusion Observations

Year:
2012
Language:
english
File:
PDF, 242 KB
english, 2012