The following pages link to Marcel Rindisbacher (Q278038):
Displaying 10 items.
- Asymptotic properties of Monte Carlo estimators of diffusion processes (Q278039) (← links)
- Monte Carlo methods for derivatives of options with discontinuous payoffs (Q1019974) (← links)
- Dynamic noisy rational expectations equilibrium with insider information: welfare and regulation (Q2168144) (← links)
- Representation formulas for Malliavin derivatives of diffusion processes (Q2488484) (← links)
- Dynamic asset liability management with tolerance for limited shortfalls (Q2518531) (← links)
- Diffusion Models of Asset Prices (Q3112453) (← links)
- Portfolio Optimization (Q3112478) (← links)
- Asymptotic Properties of Monte Carlo Estimators of Derivatives (Q3115936) (← links)
- Dynamic Noisy Rational Expectations Equilibrium With Insider Information (Q4992201) (← links)
- CLOSED‐FORM SOLUTIONS FOR OPTIMAL PORTFOLIO SELECTION WITH STOCHASTIC INTEREST RATE AND INVESTMENT CONSTRAINTS (Q5700131) (← links)
