The following pages link to Armand Ngoupeyou (Q486472):
Displaying 5 items.
- Dual optimization problem on defaultable claims (Q486473) (← links)
- The use of BSDEs to characterize the mean-variance hedging problem and the variance optimal martingale measure for defaultable claims (Q2258827) (← links)
- Mean-variance hedging on uncertain time horizon in a market with a jump (Q2441393) (← links)
- DEFAULTABLE BOND PRICING USING REGIME SWITCHING INTENSITY MODEL (Q2855153) (← links)
- Mean-Variance Hedging Under Multiple Defaults Risk (Q3194565) (← links)
