4

Mark-to-model for cash CDOs through indifference pricing

Year:
2012
Language:
english
File:
PDF, 268 KB
english, 2012
5

Equilibrium in a reinsurance market with short sale constraints

Year:
2002
Language:
english
File:
PDF, 197 KB
english, 2002
6

Nash implementation with an infinite-dimensional trade space

Year:
2005
Language:
english
File:
PDF, 170 KB
english, 2005
10

Equilibrium in a Reinsurance Market with Short Sale Constraints

Year:
2002
Language:
english
File:
PDF, 2.45 MB
english, 2002
13

A Gamma Ornstein-Uhlenbeck Model Driven by a Hawkes Process

Year:
2019
Language:
english
File:
PDF, 766 KB
english, 2019
14

Alternative to beta coefficients in the context of diffusions

Year:
2016
Language:
english
File:
PDF, 1.09 MB
english, 2016