N. Josephy

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
Optimal hedging in an extended binomial market under transaction costs Quantitative Finance	2021-07-16	Paper
On the numerical aspects of optimal option hedging with transaction costs International Journal of Theoretical and Applied Finance	2017-03-30	Paper
Optimal hedging of path-dependent options in dicalete time incomplete market Communications on Stochastic Analysis	2016-03-04	Paper
A note on the asymptotic behavior of a nonlinear system of stochastic difference equations	2013-06-13	Paper
Parameter estimation in a system of stochastic difference equations Advances and Applications in Statistics	2012-06-04	Paper
A note on the global behavior of a nonlinear system of difference equations	2012-03-30	Paper
Optimal hedging and pricing of equity-linked life insurance contracts in a discrete-time incomplete market Journal of Probability and Statistics	2012-03-13	Paper
A statistically optimal estimator of semivariance European Journal of Operational Research	1993-08-23	Paper
Bootstrap estimates of the sample bivariate autocorrelation and partial autocorrelation distributions Journal of Statistical Computation and Simulation	1993-08-23	Paper
A relaxation time heuristic for exponential-Erlang queueing systems Computers & Operations Research	1993-08-16	Paper

Research outcomes over time

This page was built for person: N. Josephy