Hillairet, Y. Jiao Information asymmetry in pricing of credit derivatives S. Corlay and G.
- Multiparty Democracy: Elections and Legislative Politics (Political Economy of Institutions and Decisions)!
- The Economics of Input-Output Analysis.
- Research Products!
- ANKARA UNIVERSITY FACULTY OF SCIENCES DEPARTMENT OF STATISTICS.
- The Best Man (gay) (The Beauty of Gay Love Book 1)?
- Playboys in Paradise: Masculinity, Youth and Leisure-Style in Modern America;
- Eyewitness Companions: Wines of the World: Your Essential Handbook (Eyewitness Companion Guides);
Guilbaud, M. Mnif, H. Pham Numerical methods for an optimal order execution problem. Lim, M. L Carassus, T. Vargiolu Super-replication price for asset prices having bounded increments in discrete time. Panloup Ergodic approximation of the distribution of a stationary diffusion : rate of convergence. Graf, H. Luschgy, G. Lantos, O. Pironneau A reduced basis for option pricing. Wilbertz Intrinsic stationarity for vector quantization: Foundation of dual quantization. Wilbertz Sharp rate for the dual quantization problem. Bardou, N. Frikha, G. Jiao, H.
Pham Optimal investment with counterparty risk: a default-density modeling approach. Jiao Zero bias transformation and asymptotic expansions.
Finite Difference Methods. Theory and Applications
Elie, I. Rasonyi Risk-averse asymptotics for reservation prices. Jiao Zero bias transformation and asymptotic expansions II: the Poisson case. El Karoui, M.
Jeanblanc, Y. Jiao What happens after a default: the conditional density approach.
- The Annals of Probability.
- Asymptotic methods in the theory of stochastic differential equations in SearchWorks catalog.
- Electronic Journal of Probability.
- Advances in Artificial Life: 7th European Conference, ECAL 2003, Dortmund, Germany, September 14-17, 2003. Proceedings!
Gobet, C. Kharroubi, H. Pham Optimal portfolio liquidation with execution cost and risk. Callegaro, A. Sagna An application to credit risk of a hybrid Monte Carlo-Optimal quantization method. Gassiat, H. Pham, M. Sirbu Optimal investment on finite horizon with random discrete order flow in illiquid markets.
Cont, R. Deguest, G. Scandolo Robustness and sensitivity analysis of risk measurement procedures. Cont, A.
Minca Recovering portfolio default intensities implied by CDO quotes. Frikha, V. Lemaire Joint Modelling of Gas and Electricity spot prices. Laruelle, C.
UCC Book of Modules, / Applied Mathematics
Lehalle, G. Cont Mimicking the marginal distributions of a semimartingale G. Wilbertz Dual Quantization for random walks with application to credit derivatives. Wilbertz Asymptotically optimal quantization schemes for Gaussian processes. Bronstein, G. Wilbertz A quantization tree algorithm: improvements and financial applications for swing options. Kharroubi, J.
Ma, H. Pham, J. To appear in Annals of Probability G. Cretarola, F. Gozzi, H. Pham, P. Tankov Optimal consumption policies in illiquid markets.
Finance and Stochastics V. Quenez Utility maximization in incomplete markets with default. Bardou N. Cont, P. Tankov Constant proportion portfolio insurance in presence of jumps in asset prices. Pham Some applications and methods of large deviations in finance and insurance. Bruder, H. Pham I mpulse control problem on finite horizon with execution delay. Stochastic Processes and their Applications, , , O. Bardou, S. Bouthemy, G. Quadratic optimal functional quantization of stochastic processes and numerical applications.
Sagna, A. Bouchard, S. Meyer-Brandis, P. Tankov Multi-factor jump-diffusion models of electricity prices. Tankov, E. Voltchkova Asymptotic analysis of hedging errors in models with jumps.
Related Asymptotic Methods in the Theory of Stochastic Differential Equations
Copyright 2019 - All Right Reserved