4

Mean Variance Hedging in a General Jump Model

Year:
2010
Language:
english
File:
PDF, 328 KB
english, 2010
7

Robust filtering for correlated multidimensional observations

Year:
1981
Language:
english
File:
PDF, 904 KB
english, 1981
9

THE COMPATIBLE BOND-STOCK MARKET WITH JUMPS

Year:
2011
Language:
english
File:
PDF, 368 KB
english, 2011
17

Mathematical Finance || Riccati Equation and Viscosity Solutions in Mean Variance Hedging

Year:
2001
Language:
english
File:
PDF, 1.35 MB
english, 2001
19

MEAN VARIANCE HEDGING IN A GENERAL JUMP MARKET

Year:
2010
Language:
english
File:
PDF, 370 KB
english, 2010
23

Mathematical Finance || A note on equivalent martingale measures with bounded density

Year:
2001
Language:
english
File:
PDF, 575 KB
english, 2001
30

Mathematical Finance || On-line portfolio strategy with prediction

Year:
2001
Language:
english
File:
PDF, 1.27 MB
english, 2001
31

The Mean-Variance Hedging in a Bond Market with Jumps

Year:
2010
Language:
english
File:
PDF, 246 KB
english, 2010
36

Martingale representation and the Malliavin calculus

Year:
1989
Language:
english
File:
PDF, 388 KB
english, 1989
37

Recombinant Human Insulin

Year:
1992
Language:
english
File:
PDF, 2.75 MB
english, 1992
45

Factor V Leiden: relation to fertility?

Year:
2002
Language:
english
File:
PDF, 47 KB
english, 2002
46

Minimization of Risk and Linear Quadratic Optimal Control Theory

Year:
2003
Language:
english
File:
PDF, 278 KB
english, 2003
48

Mathematical Finance || Arbitrage and Pricing with Collateral

Year:
2001
Language:
english
File:
PDF, 1.29 MB
english, 2001