A Continuous-Time Optimal Insurance Design with Costly Monitoring.
- Published in:
- Asia-Pacific Financial Markets, 2014, v. 21, n. 3, p. 237, doi. 10.1007/s10690-014-9184-9
- By:
- Publication type:
- Article
Works in Asia-Pacific Financial Markets, 2014, Vol 21, Issue 3
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
- By:
- 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
- By:
- Publication type:
- Article