2

On interweaving relations

Year:
2021
File:
PDF, 210 KB
2021
5

Risk Management For Derivatives In Illiquid Markets: A Simulation Study

Year:
2002
Language:
english
File:
PDF, 231 KB
english, 2002
6

Skip-free Markov chains

Year:
2019
Language:
english
File:
PDF, 531 KB
english, 2019
20

Extended factorizations of exponential functionals of Lévy processes

Year:
2012
Language:
english
File:
PDF, 336 KB
english, 2012
24

Optimal stopping problems for some Markov processes

Year:
2012
Language:
english
File:
PDF, 222 KB
english, 2012
32

OPTIMAL STOPPING PROBLEMS FOR SOME MARKOV PROCESSES

Year:
2012
Language:
english
File:
PDF, 1.46 MB
english, 2012
37

On the first crossing times of a Brownian motion and a family of continuous curves

Year:
2005
Language:
english
File:
PDF, 100 KB
english, 2005
38

Intertwining Certain Fractional Derivatives

Year:
2012
Language:
english
File:
PDF, 383 KB
english, 2012