Volume 56; Issue 3

2

Quadratic Hedging Methods for Defaultable Claims

Year:
2007
Language:
english
File:
PDF, 413 KB
english, 2007
3

Robust Dynamics and Control of a Partially Observed Markov Chain

Year:
2007
Language:
english
File:
PDF, 301 KB
english, 2007
4

A Trust Region Method for Optimization Problem with

Year:
2007
Language:
english
File:
PDF, 336 KB
english, 2007
6

Ad-person Differential Game with State Space Constraints

Year:
2007
Language:
english
File:
PDF, 576 KB
english, 2007
7

On the Stochastic Maximum Principle in

Year:
2007
Language:
english
File:
PDF, 381 KB
english, 2007