The following pages link to Marek Musiela (Q689166):
Displaying 48 items.
- A generalization of the Kalman filter to models with infinite variance (Q689167) (← links)
- Martingale methods in financial modelling. (Q703592) (← links)
- (Q876999) (redirect page) (← links)
- Correlations and bounds for stochastic volatility models (Q877000) (← links)
- On Kac functionals of one-dimensional diffusions (Q1081215) (← links)
- Strong consistency of least squares estimates in linear regression models driven by semimartingales (Q1092578) (← links)
- Laws of large numbers for semimartingales with applications to stochastic regression (Q1113519) (← links)
- General framework for pricing derivative securities (Q1346157) (← links)
- Continuous-time term structure models: Forward measure approach (Q1376237) (← links)
- A valuation algorithm for indifference prices in incomplete markets (Q1776009) (← links)
- A strong law of large numbers for vector Gaussian martingales and a statistical application in linear regression (Q1819463) (← links)
- Order of convergence of regression parameter estimates in models with infinite variance (Q1822874) (← links)
- An example of indifference prices under exponential preferences (Q1887273) (← links)
- Convexity of solutions of parabolic equations (Q2499701) (← links)
- (Q2771110) (← links)
- Stochastic Partial Differential Equations and Portfolio Choice (Q3000883) (← links)
- INITIAL INVESTMENT CHOICE AND OPTIMAL FUTURE ALLOCATIONS UNDER TIME-MONOTONE PERFORMANCE CRITERIA (Q3086256) (← links)
- (Q3160513) (← links)
- (Q3217378) (← links)
- (Q3217387) (← links)
- Divergence, convergence and moments of some integral functionals of diffusions (Q3339894) (← links)
- Portfolio Choice under Space-Time Monotone Performance Criteria (Q3563696) (← links)
- (Q3613974) (← links)
- Portfolio choice under dynamic investment performance criteria (Q3623405) (← links)
- Optimal Asset Allocation under Forward Exponential Performance Criteria (Q3626714) (← links)
- (Q3680005) (← links)
- (Q3709716) (← links)
- (Q3734867) (← links)
- (Q3744975) (← links)
- (Q3784925) (← links)
- (Q3809085) (← links)
- (Q3880131) (← links)
- (Q3909766) (← links)
- (Q3915864) (← links)
- (Q3915865) (← links)
- (Q3953036) (← links)
- (Q4121344) (← links)
- Sequential estimation of parameters of a staochastic differential equation (Q4167942) (← links)
- (Q4218388) (← links)
- On the existence and characterization of arbitrage–free measure in contingent claim valuation (Q4286483) (← links)
- (Q4350437) (← links)
- A MULTIFACTOR GAUSS MARKOV IMPLEMENTATION OF HEATH, JARROW, AND MORTON (Q4372038) (← links)
- The Market Model of Interest Rate Dynamics (Q4372046) (← links)
- (Q4729190) (← links)
- (Q4749046) (← links)
- (Q5185866) (← links)
- (Q5475444) (← links)
- (Q5506195) (← links)
