Functional limit theorems for stochastic integrals with applications to risk processes and to self-financing strategies in a multidimensional market. I

Схоже за: Stochastic processes and financial applications · Insurance, Mortality, Demography, Risk Management · Risk and Portfolio Optimization

Functional limit theorems for stochastic integrals with applications to risk processes and to value processes of self-financing strategies in a multidimensional market. II

Схоже за: Stochastic processes and financial applications · Insurance, Mortality, Demography, Risk Management · Risk and Portfolio Optimization

Option Pricing and Stochastic Optimization

Схоже за: Stochastic processes and financial applications · Insurance, Mortality, Demography, Risk Management · Risk and Portfolio Optimization

Extended weak convergence and utility maximisation with proportional transaction costs

Схоже за: Stochastic processes and financial applications · Risk and Portfolio Optimization

Rate of convergence of discretized drift parameters estimators in the Cox–Ingersoll–Ross model

Схоже за: Stochastic processes and financial applications · Insurance, Mortality, Demography, Risk Management

Martingales and Super-Martingales Relative to a Convex Set of Equivalent Measures

Схоже за: Stochastic processes and financial applications · Insurance, Mortality, Demography, Risk Management