Mark Rubtsov
From MaRDI portal
Person:2787490
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
This page was built for person: Mark Rubtsov
