Suzanne Cawston
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Person:2838140
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 |
|---|---|---|
| An \(f\)-divergence approach for optimal portfolios in exponential Lévy models Inspired by Finance | 2018-12-13 | Paper |
| \(f\)-divergence minimal equivalent martingale measures and optimal portfolios for exponential Lévy models with a change-point Seminar on Stochastic Analysis, Random Fields and Applications VII | 2014-02-19 | Paper |
| Lévy preservation and associated properties for \(f\)-divergence minimal equivalent martingale measures Springer Proceedings in Mathematics & Statistics | 2013-07-08 | Paper |
| On continuity properties for option prices in exponential Lévy models Theory of Probability & Its Applications | 2011-08-16 | Paper |
Research outcomes over time
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