3

Weak Kyle–Back Equilibrium Models for Max and ArgMax

Year:
2010
Language:
english
File:
PDF, 424 KB
english, 2010
9

A Kusuoka-Lyons-Victoir particle filter

Year:
2013
Language:
english
File:
PDF, 472 KB
english, 2013
10

Calibration of Temperature Futures by Changing the Mean Reversion

Year:
2015
Language:
english
File:
PDF, 375 KB
english, 2015