Pages that link to "Item:Q5493547"
From MaRDI portal
The following pages link to From Stochastic Calculus to Mathematical Finance (Q5493547):
Displaying 6 items.
- A Note on Pricing, Duality and Symmetry for Two-Dimensional Lévy Markets (Q5493548) (← links)
- Enlargement of Filtration and Additional Information in Pricing Models: Bayesian Approach (Q5493549) (← links)
- A Minimax Result for f-Divergences (Q5493550) (← links)
- Impulse and Absolutely Continuous Ergodic Control of One-Dimensional Itô Diffusions (Q5493551) (← links)
- A Consumption–Investment Problem with Production Possibilities (Q5493552) (← links)
- Stochastic Differential Equations: A Wiener Chaos Approach (Q5493560) (← links)
