Pages that link to "Item:Q5392602"
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The following pages link to UTILITY MAXIMIZATION IN A PURE JUMP MODEL WITH PARTIAL OBSERVATION (Q5392602):
Displaying 4 items.
- Partially informed investors: hedging in an incomplete market with default (Q3449928) (← links)
- RECURSIVE BACKWARD SCHEME FOR THE SOLUTION OF A BSDE WITH A NON LIPSCHITZ GENERATOR (Q5358112) (← links)
- Hedging and utility valuation of a defaultable claim driven by Hawkes processes (Q6580708) (← links)
- Time series model for GLWB with surrender benefit and stochastic interest rate: dynamic withdrawal approach (Q6581501) (← links)
