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A Diffusion Perturbed Risk Process with Stochastic Return on Investments.pdf下载链接: https://bbs.pinggu.org/a-502710.html
2009-12-25 14:41:44 上传
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A Maximum Principle for Stochastic Control with Partial Information.pdf
96.69 KB
A Model with Interacting Assets Driven by Poisson Processes.pdf
2009-12-25 14:41:45 上传
129.73 KB
s Portfolio Selection Problem for the Schwartz Mean-Reversion Model.pdf
119.87 KB
A Stochastic Linear Quadratic Optimal Control Problem with Generalized Expectation.pdf
147.26 KB
An Optimal Control Problem Associated with SDEs Driven by Lévy-Type Processes.pdf
2009-12-25 14:41:46 上传
149.89 KB
backward Stochastic Differential Equation with Two Reflecting Barriers and Jumps.pdf
137.18 KB
Dynamic Portfolio Optimization with Bounded Shortfall Risks.pdf
2009-12-25 14:41:47 上传
386.94 KB
Efficient Hedging and Pricing of Life Insurance Policies in a Jump-Diffusion Model.pdf
2009-12-25 14:41:48 上传
134.72 KB
abbr_0ea57a729c16c9e60ad80149838a4e64.pdf
2009-12-25 14:41:49 上传
132.97 KB
Financial Markets with Memory I Dynamic Models.pdf
144.04 KB
abbr_28c9ac28a1efc7d5498801853cd579bb.pdf
2009-12-25 14:41:50 上传
166.48 KB
Investment with Sequence Losses in an Uncertain Environment and Mean-Variance Hedging.pdf
2009-12-25 14:41:51 上传
186.05 KB
Martingale Representation of Functionals of Lévy Processes.pdf
2009-12-25 14:41:52 上传
213.99 KB
Multi-Period Asset Allocation Under Hidden Markovianly Driven Noises.pdf
2009-12-25 14:41:53 上传
142.5 KB
No Arbitrage and the Growth Optimal Portfolio.pdf
146.62 KB
On Convergence to the Exponential Utility Problem with Jumps.pdf
2009-12-25 14:41:55 上传
342.47 KB
On Solutions of Forward-Backward Stochastic Differential Equations with Poisson Jumps.pdf
2009-12-25 14:41:57 上传
186.75 KB
On the Theory of (Dual) Projection for Fuzzy Stochastic Processes.pdf
2009-12-25 14:41:58 上传
202.56 KB
Optimal Consumption in a Growth Model with the CES Production Function.pdf
2009-12-25 14:41:59 上传
116.58 KB
Optimal Control of Stochastic Partial Differential Equations.pdf
2009-12-25 14:42:00 上传
105.09 KB
Optimal Cross Hedging of Insurance Derivatives.pdf
218.43 KB
Optimal Tracking for an Insurance Model.pdf
2009-12-25 14:42:01 上传
81.22 KB
Optimization of Utility for “Larger Investor” with Anticipation.pdf
2009-12-25 14:42:02 上传
253.83 KB
abbr_9af625bcd28b781295417cb5b8afc53e.pdf
2009-12-25 14:42:03 上传
163.48 KB
Risk Minimizing Option Pricing in a Regime Switching Market.pdf
96.44 KB
Self-Interacting Markov Chains.pdf
2009-12-25 14:42:04 上传
215.25 KB
Self-Interacting Markov Chains Some Asymptotics.pdf
2009-12-25 14:42:05 上传
145.79 KB
Some Properties of CIR Processes.pdf
2009-12-25 14:42:06 上传
110.36 KB
Some Remark on Optimal Stochastic Control with Partial Information.pdf
109.11 KB
Stochastic Control System for Mortality Benefits.pdf
2009-12-25 14:42:07 上传
308.03 KB
abbr_e9d393cfee0ef062ae9cddc5e3921f32.pdf
2009-12-25 14:42:08 上传
151.1 KB
The Dynamic q-Valuation of a Contingent Claim in a Continuous Market Model.pdf
2009-12-25 14:42:09 上传
193.44 KB
The Mean-Variance Hedging of a Defaultable Option with Partial Information.pdf
2009-12-25 14:42:10 上传
172.16 KB
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