A Continuous-Time Optimal Insurance Design with Costly Monitoring.
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- Asia-Pacific Financial Markets, 2014, v. 21, n. 3, p. 237, doi. 10.1007/s10690-014-9184-9
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- Publication type:
- Article
Works matching IS 1387-2834 AND VI 21 AND IP 3 AND DT 2014
Results: 3
1
2
Optimal Portfolio Selection Based on Expected Shortfall Under Generalized Hyperbolic Distribution.
- Published in:
- Asia-Pacific Financial Markets, 2014, v. 21, n. 3, p. 193, doi. 10.1007/s10690-014-9183-x
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- Publication type:
- Article
3
Large Deviations for the Extended Heston Model: The Large-Time Case.
- Published in:
- Asia-Pacific Financial Markets, 2014, v. 21, n. 3, p. 263, doi. 10.1007/s10690-014-9185-8
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- Publication type:
- Article