A. Jobert

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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
VALUATIONS AND DYNAMIC CONVEX RISK MEASURES
Mathematical Finance
2008-05-22Paper
Option Pricing With Markov-Modulated Dynamics
SIAM Journal on Control and Optimization
2007-03-20Paper


Research outcomes over time


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