The following pages link to (Q4791820):
Displaying 4 items.
- Kernel-correlated Lévy field driven forward rate and application to derivative pricing (Q373004) (← links)
- Hilbert-valued anticipating stochastic differential equations (Q1316643) (← links)
- On stochastic control for time changed Lévy dynamics (Q2089015) (← links)
- Minimal-Variance Hedging in Large Financial Markets: Random Fields Approach (Q3405552) (← links)
