3

On Hedging American Options under Model Uncertainty

Year:
2015
Language:
english
File:
PDF, 283 KB
english, 2015
4

Time-consistent stopping under decreasing impatience

Year:
2018
Language:
english
File:
PDF, 932 KB
english, 2018
6

Consumption, investment and healthcare with aging

Year:
2019
Language:
english
File:
PDF, 1.20 MB
english, 2019
10

On the Multidimensional Controller-and-Stopper Games

Year:
2013
Language:
english
File:
PDF, 432 KB
english, 2013
13

Robust maximization of asymptotic growth under covariance uncertainty

Year:
2013
Language:
english
File:
PDF, 271 KB
english, 2013
18

Model-independent superhedging under portfolio constraints

Year:
2016
Language:
english
File:
PDF, 1.41 MB
english, 2016
20

Outperforming the market portfolio with a given probability

Year:
2012
Language:
english
File:
PDF, 281 KB
english, 2012
25

Nurturing qualified personnel for ceramics industry

Year:
2018
Language:
english
File:
PDF, 844 KB
english, 2018
30

Time-Consistent Stopping Under Decreasing Impatience

Year:
2015
Language:
english
File:
PDF, 529 KB
english, 2015