13

Option pricing under a Gamma-modulated diffusion process

Year:
2011
Language:
english
File:
PDF, 664 KB
english, 2011
20

Maximum-likelihood estimators and random walks in long memory models

Year:
2011
Language:
english
File:
PDF, 136 KB
english, 2011
32

The Euler scheme for Hilbert space valued stochastic differential equations

Year:
2001
Language:
english
File:
PDF, 93 KB
english, 2001