Selly Kane

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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
On investment and minimization of shortfall risk for a diffusion model with jumps and two interest rates via market completion
Theory of Probability and Mathematical Statistics
2011-04-06Paper
On pricing contingent claims in a two interest rates jump-diffusion model via market completions2009-08-08Paper


Research outcomes over time


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