The following pages link to Matt Davison (Q382147):
Displaying 29 items.
- Existence and uniqueness result for multidimensional BSDEs with generators of Osgood type (Q382148) (← links)
- An analytic solution for a Vasicek interest rate convertible bond model (Q964034) (← links)
- On the existence of solutions to BSDEs with generalized uniformly continuous generators (Q968481) (← links)
- The early exercise region for Bermudan options on two underlyings (Q970053) (← links)
- Uniqueness of solutions for multidimensional BSDEs with uniformly continuous generators (Q984691) (← links)
- (Q1419587) (redirect page) (← links)
- Optimization in the face of contradictory criteria -- the example of muscle (Q1419588) (← links)
- Choquet expectation and Peng's \(g\)-expectation (Q1781180) (← links)
- Quantifying the connectivity of scale-free and biological networks (Q1878153) (← links)
- Compact finite difference method for American option pricing (Q2370586) (← links)
- Inference for a mean-reverting stochastic process with multiple change points (Q2396344) (← links)
- A higher-order hidden Markov chain-modulated model for asset allocation (Q2434780) (← links)
- An examination of HMM-based investment strategies for asset allocation (Q2862422) (← links)
- Utility Function and Optimum Consumption in the models with Habit Formation and Catching up with the Joneses (Q3102959) (← links)
- (Q3102962) (← links)
- Revenue management: A real options approach (Q3156746) (← links)
- Correcting the Bias in Monte Carlo Estimators of American-style Option Values (Q3405457) (← links)
- Financial Applications of Symbolically Generated Compact Finite Difference Formulae (Q3447192) (← links)
- COMPETITIVE MODES AND THEIR APPLICATION (Q3510183) (← links)
- (Q3574221) (← links)
- (Q4238402) (← links)
- (Q4390973) (← links)
- Many Entropies, Many Disorders (Q4424075) (← links)
- A study of the gravitational wave form from pulsars (Q4532515) (← links)
- A Hyperbolic PDE with Parabolic Behavior (Q4652246) (← links)
- (Q4796891) (← links)
- Numerical monsters (Q4810176) (← links)
- (Q5169723) (← links)
- EXTENDED ENTROPIES AND DISORDER (Q5696646) (← links)
