Delphine David

From MaRDI portal



List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Optimal consumption and portfolio for an insider in a market with jumps
Communications on Stochastic Analysis
2016-03-04Paper
Numerical computation of Theta in a jump-diffusion model by integration by parts
Quantitative Finance
2009-10-16Paper
A stochastic overlapping generation model with a continuum of agents2008-11-04Paper


Research outcomes over time


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