3

Existence of Optimal Controls for Partially Observed Jump Processes

Year:
2002
Language:
english
File:
PDF, 162 KB
english, 2002
5

Probabilistic prediction of credit ratings: a filtering approach

Year:
2018
Language:
english
File:
PDF, 1.75 MB
english, 2018
6

Filtering on a Partially Observed Ultra-High-Frequency Data Model

Year:
2006
Language:
english
File:
PDF, 220 KB
english, 2006
12

Stochastic Control Methods: Hedging in a Market Described by Pure Jump Processes

Year:
2010
Language:
english
File:
PDF, 558 KB
english, 2010