6

Mean Variance Hedging in a General Jump Model

Year:
2010
Language:
english
File:
PDF, 328 KB
english, 2010
8

Robust filtering for correlated multidimensional observations

Year:
1981
Language:
english
File:
PDF, 904 KB
english, 1981
12

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

Year:
2001
Language:
english
File:
PDF, 575 KB
english, 2001
13

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

Year:
2001
Language:
english
File:
PDF, 1.35 MB
english, 2001
16

MEAN VARIANCE HEDGING IN A GENERAL JUMP MARKET

Year:
2010
Language:
english
File:
PDF, 370 KB
english, 2010
18

THE COMPATIBLE BOND-STOCK MARKET WITH JUMPS

Year:
2011
Language:
english
File:
PDF, 368 KB
english, 2011
30

Electrochromatographic separation of proteins

Year:
1995
Language:
english
File:
PDF, 577 KB
english, 1995
31

Bioprocessing in space

Year:
1992
Language:
english
File:
PDF, 344 KB
english, 1992
32

Cellulose pretreaments of lignocellulosic substrates

Year:
1994
Language:
english
File:
PDF, 353 KB
english, 1994
34

Optimal control of diffusions: A verification theorem for viscosity solutions

Year:
1996
Language:
english
File:
PDF, 306 KB
english, 1996
35

A short proof of a martingale representation result

Year:
1988
Language:
english
File:
PDF, 113 KB
english, 1988
37

On convergence to the exponential utility problem

Year:
2007
Language:
english
File:
PDF, 406 KB
english, 2007
40

Martingale representation and the Malliavin calculus

Year:
1989
Language:
english
File:
PDF, 388 KB
english, 1989
41

On the existence of optimal partially observed controls

Year:
1982
Language:
english
File:
PDF, 1.03 MB
english, 1982