Smoothing Problem in Anticipating Scenario

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

Examining the volatility skew in the South African equity market using risk-neutral historical distributions

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

Strong solutions to stochastic equations with Lévy noise and a discontinuous drift coefficient

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

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

On pricing and hedging in financial markets with long-range dependence

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