Works matching IS 09492984 AND DT 2007 AND VI 11 AND IP 3
Results: 6
An ODE approach for the expected discounted penalty at ruin in a jump-diffusion model.
- Published in:
- Finance & Stochastics, 2007, v. 11, n. 3, p. 323, doi. 10.1007/s00780-007-0045-5
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- Article
Small-time ruin for a financial process modulated by a Harris recurrent Markov chain.
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- Finance & Stochastics, 2007, v. 11, n. 3, p. 299, doi. 10.1007/s00780-007-0044-6
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- Article
Minimal Hellinger martingale measures of order q.
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- Finance & Stochastics, 2007, v. 11, n. 3, p. 399, doi. 10.1007/s00780-007-0039-3
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- Article
Exponential moments for HJM models with jumps.
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- Finance & Stochastics, 2007, v. 11, n. 3, p. 429, doi. 10.1007/s00780-007-0040-x
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- Article
Optimal exercise of executive stock options.
- Published in:
- Finance & Stochastics, 2007, v. 11, n. 3, p. 357, doi. 10.1007/s00780-007-0041-9
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- Article
Multivariate risks and depth-trimmed regions.
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- Finance & Stochastics, 2007, v. 11, n. 3, p. 373, doi. 10.1007/s00780-007-0043-7
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- Article