Mark Rubtsov
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!
| Publication | Date of Publication | Type |
|---|---|---|
| Sensitivity with respect to the yield curve: duration in a stochastic setting Inspired by Finance | 2018-12-13 | Paper |
| Risk indifference pricing of functional claims of the yield surface in the presence of partial information Communications on Stochastic Analysis | 2016-03-04 | Paper |
| A SPDE maximum principle for stochastic differential games under partial information with application to optimal portfolios on fixed income markets Stochastics | 2010-08-19 | Paper |
Research outcomes over time
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