2

Mean Variance Hedging in a General Jump Model

Year:
2010
Language:
english
File:
PDF, 328 KB
english, 2010
3

MEAN VARIANCE HEDGING IN A GENERAL JUMP MARKET

Year:
2010
Language:
english
File:
PDF, 370 KB
english, 2010
4

THE COMPATIBLE BOND-STOCK MARKET WITH JUMPS

Year:
2011
Language:
english
File:
PDF, 368 KB
english, 2011
5

Equilibrium Strategies for Alpha-Maxmin Expected Utility Maximization

Year:
2019
Language:
english
File:
PDF, 988 KB
english, 2019
9

Optimal Exponential Utility in a Jump Bond Market

Year:
2010
Language:
english
File:
PDF, 267 KB
english, 2010
13

The exp-UIV for Markets with Partial Information and Complete Information

Year:
2014
Language:
english
File:
PDF, 227 KB
english, 2014
14

The Mean-Variance Hedging in a Bond Market with Jumps

Year:
2010
Language:
english
File:
PDF, 246 KB
english, 2010
15

The S -Related Dynamic Convex Valuation in the Brownian Motion Setting

Year:
2010
Language:
english
File:
PDF, 199 KB
english, 2010
16

Modeling the Forward CDS Spreads with Jumps

Year:
2012
Language:
english
File:
PDF, 258 KB
english, 2012
17

An S -Related DCV Generated by a Convex Function in a Jump Market

Year:
2010
Language:
english
File:
PDF, 238 KB
english, 2010
19

Optimal Utility with Some Additional Information

Year:
2005
Language:
english
File:
PDF, 181 KB
english, 2005
21

Defaultable Bond Markets with Jumps

Year:
2012
Language:
english
File:
PDF, 248 KB
english, 2012
22

The Dynamic Spread of the Forward CDS with General Random Loss

Year:
2014
Language:
english
File:
PDF, 454 KB
english, 2014
23

-expectation

Year:
2016
Language:
english
File:
PDF, 605 KB
english, 2016
24

Alpha-robust mean-variance reinsurance-investment strategy

Year:
2016
Language:
english
File:
PDF, 684 KB
english, 2016
26

Dynamic CRRA-utility indifference value in generalized Cox process model

Year:
2014
Language:
english
File:
PDF, 253 KB
english, 2014