10

On the conditional default probability in a regulated market with jump risk

Year:
2013
Language:
english
File:
PDF, 430 KB
english, 2013
28

Stochastic portfolio optimization with default risk

Year:
2013
Language:
english
File:
PDF, 760 KB
english, 2013
30

Markov-modulated jump–diffusions for currency option pricing

Year:
2010
Language:
english
File:
PDF, 633 KB
english, 2010
31

Optimal portfolio and consumption selection with default risk

Year:
2012
Language:
english
File:
PDF, 229 KB
english, 2012
39

Some integral functionals of reflected SDEs and their applications in finance

Year:
2011
Language:
english
File:
PDF, 586 KB
english, 2011
43

The Hitting Time Density for a Reflected Brownian Motion

Year:
2012
Language:
english
File:
PDF, 408 KB
english, 2012