Jump bond markets some steps towards general models in applications to hedging and utility problems

Gespeichert in:

Bibliographische Detailangaben
Veröffentlicht in:	Stochastic analysis, stochastic systems, and applications to finance
1. Verfasser:	Kohlmann, Michael (VerfasserIn)
Weitere Verfasser:	Xiong, Dewen (VerfasserIn)
Format:	UnknownFormat
Sprache:	eng
Veröffentlicht:	2011
Schlagworte:	Aufsatz im Buch
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!

Titel	Jahr	Verfasser
Invariance principle of regime-switching diffusions	2011	Zhu, Chao
Real options and competition	2011	Bensoussan, Alain
Recombining tree for regime-switching model : algorithm and weak convergence	2011	Liu, Rui Hua
Applications of counting processes and martingales in survival analysis	2011	Sun, Jianguo
Stochastic algorithms and numerics for mean-reverting asset trading	2011	Zhang, Qing
Finding expectations of monotone functions of binary random variables by simulation, with applications to reliability, finance, and Round Robin Tournaments	2011	Brown, Mark
Jump bond markets some steps towards general models in applications to hedging and utility problems	2011	Kohlmann, Michael
Multidimensional Wick-Itô formula for Gaussian processes	2011	Nualart, David
Fractional white noise multiplication	2011	Tsoi, Allanus H.
Filtering with counting process observations and other factors : applications to bond price tick data	2011	Hu, Xing
Optimal reinsurance under a jump diffusion model	2011	Luo, Shangzhen