Pages that link to "Item:Q1679555"

The following pages link to Optimal investment in markets with over and under-reaction to information (Q1679555):

Displayed 7 items.

• Sensitivity analysis for marked Hawkes processes: application to CLO pricing (Q1670394) ‎ (← links)
• A non-zero-sum reinsurance-investment game with delay and asymmetric information (Q2031383) ‎ (← links)
• Optimal reduction of public debt under partial observation of the economic growth (Q2211350) ‎ (← links)
• A Gamma Ornstein-Uhlenbeck model driven by a Hawkes process (Q2230761) ‎ (← links)
• (Q5066183) ‎ (← links)
• HEDGING OF AMERICAN OPTIONS IN ILLIQUID MARKETS WITH PRICE IMPACTS (Q5066293) ‎ (← links)
• Clustering Effects via Hawkes Processes (Q5132613) ‎ (← links)