5

Inter-temporal optimization in a stochastic environment: Introduction

Year:
2007
Language:
english
File:
PDF, 106 KB
english, 2007
9

Approximation of quantiles of components of diffusion processes

Year:
2004
Language:
english
File:
PDF, 330 KB
english, 2004
17

Quantiles of the Euler Scheme for Diffusion Processes and Financial Applications

Year:
2003
Language:
english
File:
PDF, 117 KB
english, 2003
48

Weak solutions for forward–backward SDEs—a martingale problem approach

Year:
2008
Language:
english
File:
PDF, 302 KB
english, 2008