1

Mean reversion in stock index futures markets: A nonlinear analysis

Année:
2002
Langue:
english
Fichier:
PDF, 204 KB
english, 2002
2

The minimal entropy measure and an Esscher transform in an incomplete market model

Année:
2007
Langue:
english
Fichier:
PDF, 155 KB
english, 2007
3

Performance of utility-based strategies for hedging basis risk

Année:
2004
Langue:
english
Fichier:
PDF, 205 KB
english, 2004
4

Utility-Based Valuation and Hedging of Basis Risk With Partial Information

Année:
2010
Langue:
english
Fichier:
PDF, 372 KB
english, 2010
5

Option pricing with transaction costs using a Markov chain approximation

Année:
2004
Langue:
english
Fichier:
PDF, 339 KB
english, 2004
6

Malliavin Calculus Method for Asymptotic Expansion of Dual Control Problems

Année:
2013
Langue:
english
Fichier:
PDF, 439 KB
english, 2013
8

Characterisation of optimal dual measures via distortion

Année:
2006
Langue:
english
Fichier:
PDF, 213 KB
english, 2006
9

Optimal investment with inside information and parameter uncertainty

Année:
2010
Langue:
english
Fichier:
PDF, 313 KB
english, 2010