N. Josephy

Available identifiers

Publication	Date of Publication	Type
Optimal hedging in an extended binomial market under transaction costs	2021-07-16	Paper
On the numerical aspects of optimal option hedging with transaction costs	2017-03-30	Paper
Optimal hedging of path-dependent options in dicalete time incomplete market	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	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	2012-03-13	Paper
A statistically optimal estimator of semivariance	1993-08-23	Paper
Bootstrap estimates of the sample bivariate autocorrelation and partial autocorrelation distributions	1993-08-23	Paper
A relaxation time heuristic for exponential-Erlang queueing systems	1993-08-16	Paper

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