Found 7 Documents (Results 1–7)
Equilibrium price and optimal insider trading strategy under stochastic liquidity with long memory. (English) Zbl 1471.91519
Fair valuation of Lévy-type drawdown-drawup contracts with general insured and penalty functions. (English) Zbl 1436.91112
Explicit solution of a nonlinear filtering problem for Lévy processes with application to finance. (English) Zbl 1053.60040
Reviewer: Henri Schurz (Carbondale)
Asset pricing with stochastic volatility. (English) Zbl 1013.91040
Reviewer: Oleksandr Kukush (Kiev)
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