Semimartingale stochastic approximation procedure and recursive estimation.
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- Journal of Mathematical Sciences, 2008, v. 153, n. 3, p. 211, doi. 10.1007/s10958-008-9127-y
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Works matching IS 10723374 AND DT 2008 AND VI 153 AND IP 3
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Optimal robust mean-variance hedging in incomplete financial markets.
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- Journal of Mathematical Sciences, 2008, v. 153, n. 3, p. 262, doi. 10.1007/s10958-008-9128-x
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3
Backward stochastic partial differential equations related to utility maximization and hedging.
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- Journal of Mathematical Sciences, 2008, v. 153, n. 3, p. 291, doi. 10.1007/s10958-008-9129-9
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