1

Robustness of the Black and Scholes Formula

Year:
1998
Language:
english
File:
PDF, 268 KB
english, 1998
3

Brownian Excursions and Parisian Barrier Options

Year:
1997
Language:
english
File:
PDF, 1.37 MB
english, 1997
5

Impulse Control Method and Exchange Rate

Year:
1993
Language:
english
File:
PDF, 587 KB
english, 1993
7

Optimization of consumption with labor income

Year:
1998
Language:
english
File:
PDF, 305 KB
english, 1998
8

Brownian Excursions and Parisian Barrier Options

Year:
1997
Language:
english
File:
PDF, 1.57 MB
english, 1997