5

On the Minimal Entropy Martingale Measure

Year:
2002
Language:
english
File:
PDF, 2.48 MB
english, 2002
6

Some notes on Sonine–Gegenbauer integrals

Year:
2019
Language:
english
File:
PDF, 1.10 MB
english, 2019
12

On Martingale Measures for Stochastic Processes with Independent Increments

Year:
2000
Language:
english
File:
PDF, 172 KB
english, 2000
14

Frequent Hedging under Transaction Costs and a Nonlinear Fokker--Planck PDE

Year:
2001
Language:
english
File:
PDF, 231 KB
english, 2001
16

The p-Optimal Martingale Measure and Its Asymptotic Relation with the Minimal-Entropy Martingale Measure

Year:
1999
Language:
english
File:
PDF, 1.62 MB
english, 1999
20

Leland's Approach to Option Pricing: The Evolution of a Discontinuity

Year:
2001
Language:
english
File:
PDF, 149 KB
english, 2001
25

Frequent Hedging under Transaction Costs and a Nonlinear Fokker-Planck PDE

Year:
2001
Language:
english
File:
PDF, 1.94 MB
english, 2001
32

TOWARDS A CLASSIFICATION OF FINITE FIELD THEORIES

Year:
1994
Language:
english
File:
PDF, 449 KB
english, 1994
35

Asymptotic ruin probabilities and optimal investment

Year:
2003
Language:
english
File:
PDF, 188 KB
english, 2003
43

Optimal Consumption Under Deterministic Income

Year:
2014
Language:
english
File:
PDF, 1.08 MB
english, 2014