The following pages link to Marc Decamps (Q1426781):
Displaying 6 items.
- Closed-form approximations for diffusion densities: A path integral approach. (Q1426782) (← links)
- Spectral decomposition of optimal asset-liability management (Q2271663) (← links)
- Asymmetric skew Bessel processes and their applications to finance (Q2571223) (← links)
- SELF EXCITING THRESHOLD INTEREST RATES MODELS (Q3421826) (← links)
- A note on some new perpetuities (Q3440862) (← links)
- “Pricing Lookback Options and Dynamic Guarantees,” Hans U. Gerber and Elias S. W. Shiu, January 2003 (Q5715939) (← links)
