5

Utility indifference valuation for jump risky assets

Year:
2011
Language:
english
File:
PDF, 366 KB
english, 2011
7

Filtering on a Partially Observed Ultra-High-Frequency Data Model

Year:
2006
Language:
english
File:
PDF, 220 KB
english, 2006
8

Existence of Optimal Controls for Partially Observed Jump Processes

Year:
2002
Language:
english
File:
PDF, 162 KB
english, 2002
13

Probabilistic methods for eigenvalue estimates

Year:
1984
Language:
english
File:
PDF, 244 KB
english, 1984
18

Stochastic Control Methods: Hedging in a Market Described by Pure Jump Processes

Year:
2010
Language:
english
File:
PDF, 558 KB
english, 2010
20

Optimal Control and Filtering of the Reproduction Law of a Branching Process

Year:
1999
Language:
english
File:
PDF, 168 KB
english, 1999
21

Nonlinear Filtering Equation of a Jump Process with Counting Observations

Year:
2001
Language:
english
File:
PDF, 129 KB
english, 2001
30

Filtering of a Branching Process Given Its Split Times

Year:
1997
Language:
english
File:
PDF, 667 KB
english, 1997
31

Multitype Branching Processes Observing Particles of a Given Type

Year:
2005
Language:
english
File:
PDF, 1.16 MB
english, 2005
32

Conditional Law of a Branching Process Observing a Subpopulation

Year:
2002
Language:
english
File:
PDF, 813 KB
english, 2002
40

Patient-reported outcomes: nothing without engagement

Year:
2016
Language:
english
File:
PDF, 717 KB
english, 2016
42

Multitype branching processes observing particles of a given type

Year:
2005
Language:
english
File:
PDF, 175 KB
english, 2005
44

Conditional law of a branching process observing a subpopulation

Year:
2002
Language:
english
File:
PDF, 127 KB
english, 2002