Results 31 to 40 of about 42 (42)

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Annals of Applied Probability, 2020
Martin Herdegen, Johannes Muhle-Karbe
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Annals of Applied Probability, 2015
Miklos Rasonyi, Paolo Guasoni
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Annals of Applied Probability, 2017
Erik Ekström, Tiziano De Angelis
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Annals of Applied Probability, 2012
Martin Schweizer
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Optimal stopping of switching diffusions with state dependent switching rates

Stochastics, 2016
R H Liu
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Annals of Applied Probability, 2023
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Barrier present value maximization for a diffusion model of insurance surplus

Scandinavian Actuarial Journal, 2016
Shangzhen Luo
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Annals of Applied Probability, 2016
Dmitry Kramkov
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Valuation of GMWB under stochastic volatility

Journal of Interdisciplinary Mathematics, 2018
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Optimal hedging through limit orders

Stochastic Models, 2016
Rossella Agliardi
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