3

Pricing and Hedging Spread Options

Year:
2003
Language:
english
File:
PDF, 8.08 MB
english, 2003
4

Valuation of energy storage: an optimal switching approach

Year:
2010
Language:
english
File:
PDF, 1.20 MB
english, 2010
5

The self-financing equation in limit order book markets

Year:
2019
Language:
english
File:
PDF, 1.55 MB
english, 2019
7

Tensor Gaussian measures on Lp(E)

Year:
1979
Language:
english
File:
PDF, 684 KB
english, 1979
8

Inverse spectral theory for random Jacobi matrices

Year:
1987
Language:
english
File:
PDF, 799 KB
english, 1987
9

Can one hear the dimension of a fractal?

Year:
1986
Language:
english
File:
PDF, 1.12 MB
english, 1986
14

A probabilistic weak formulation of mean field games and applications

Year:
2015
Language:
english
File:
PDF, 391 KB
english, 2015
15

Mean field games with common noise

Year:
2016
Language:
english
File:
PDF, 562 KB
english, 2016
16

Simulation of Implied Volatility Surfaces via Tangent Lévy Models

Year:
2017
Language:
english
File:
PDF, 1.05 MB
english, 2017
17

Mean Field Games of Timing and Models for Bank Runs

Year:
2017
Language:
english
File:
PDF, 719 KB
english, 2017
22

Local volatility dynamic models

Year:
2009
Language:
english
File:
PDF, 992 KB
english, 2009
23

Potentials on abstract Wiener space

Year:
1977
Language:
english
File:
PDF, 668 KB
english, 1977
24

Regularity properties of Schrödinger and Dirichlet semigroups

Year:
1979
Language:
english
File:
PDF, 1.71 MB
english, 1979
25

OPTIMAL MULTIPLE STOPPING AND VALUATION OF SWING OPTIONS

Year:
2008
Language:
english
File:
PDF, 2.40 MB
english, 2008
28

Pricing Asset Scheduling Flexibility using Optimal Switching

Year:
2008
Language:
english
File:
PDF, 941 KB
english, 2008
31

PRICING PRECIPITATION BASED DERIVATIVES

Year:
2005
Language:
english
File:
PDF, 557 KB
english, 2005
32

Risk-Neutral Models for Emission Allowance Prices and Option Valuation

Year:
2011
Language:
english
File:
PDF, 600 KB
english, 2011
34

Mean field forward-backward stochastic differential equations

Year:
2013
Language:
english
File:
PDF, 324 KB
english, 2013
35

A probabilistic approach to mean field games with major and minor players

Year:
2016
Language:
english
File:
PDF, 383 KB
english, 2016
38

Mean Field Games and Systemic Risk

Year:
2013
Language:
english
File:
PDF, 601 KB
english, 2013
43

One-dimensional Schrödinger operators with random potentials

Year:
1984
Language:
english
File:
PDF, 276 KB
english, 1984
45

Random non-linear wave equations: Smoothness of the solutions

Year:
1988
Language:
english
File:
PDF, 1.56 MB
english, 1988
47

A diffusion approximation result for two parameter processes

Year:
1994
Language:
english
File:
PDF, 796 KB
english, 1994
49

Pointwise bounds for Schrödinger eigenstates

Year:
1978
Language:
english
File:
PDF, 599 KB
english, 1978
50

One-dimensional Schrödinger operators with random potentials: A survey

Year:
1985
Language:
english
File:
PDF, 1.45 MB
english, 1985