2

THE EFFECT OF TRADING FUTURES ON SHORT SALE CONSTRAINTS

Year:
2015
Language:
english
File:
PDF, 655 KB
english, 2015
38

Polynomial diffusions on compact quadric sets

Year:
2016
Language:
english
File:
PDF, 517 KB
english, 2016
41

A system of quadratic BSDEs arising in a price impact model

Year:
2016
Language:
english
File:
PDF, 208 KB
english, 2016
49

The Jacobi stochastic volatility model

Year:
2018
Language:
english
File:
PDF, 1.07 MB
english, 2018