4

Equilibrium in a reinsurance market with short sale constraints

Année:
2002
Langue:
english
Fichier:
PDF, 197 KB
english, 2002
5

Nash implementation with an infinite-dimensional trade space

Année:
2005
Langue:
english
Fichier:
PDF, 170 KB
english, 2005
7

Mark-to-model for cash CDOs through indifference pricing

Année:
2012
Langue:
english
Fichier:
PDF, 268 KB
english, 2012
10

Alternative to beta coefficients in the context of diffusions

Année:
2016
Langue:
english
Fichier:
PDF, 1.09 MB
english, 2016
11

Equilibrium in a Reinsurance Market with Short Sale Constraints

Année:
2002
Langue:
english
Fichier:
PDF, 2.45 MB
english, 2002
16

A Gamma Ornstein-Uhlenbeck Model Driven by a Hawkes Process

Année:
2019
Langue:
english
Fichier:
PDF, 766 KB
english, 2019