2

On a symmetrization of diffusion processes

Year:
2014
Language:
english
File:
PDF, 183 KB
english, 2014
5

A remark on static hedging of options written on the last exit time

Year:
2011
Language:
english
File:
PDF, 192 KB
english, 2011
18

A numerical scheme based on semi-static hedging strategy

Year:
2014
Language:
english
File:
PDF, 829 KB
english, 2014
32

Towards the exact simulation using hyperbolic Brownian motion

Year:
2017
Language:
english
File:
PDF, 394 KB
english, 2017