Found 9 Documents (Results 1–9)
An arithmetic pure-jump multi-curve interest rate model. (English) Zbl 1431.91408
Reviewer: George Stoica (Saint John)
Construction of nonstandard models. (Chinese. English summary) Zbl 1340.03042
\(f\)-divergence minimal equivalent martingale measures and optimal portfolios for exponential Lévy models with a change-point. (English) Zbl 1291.60086
Dalang, Robert C. (ed.) et al., Seminar on stochastic analysis, random fields and applications VII. Centro Stefano Franscini, Ascona (Ticino), Switzerland, May 23–27, 2011. Basel: Birkhäuser/Springer (ISBN 978-3-0348-0544-5/hbk; 978-3-0348-0545-2/ebook). Progress in Probability 67, 305-336 (2013).
Reviewer: Yuliya S. Mishura (Kyïv)
Constructions of ultrapower nonstandard models. (Chinese. English summary) Zbl 1240.03057
MSC:
03H05
Scattering matrices and affine Hecke algebras. (English) Zbl 0872.20012
Grosse, Harald (ed.) et al., Low-dimensional models in statistical physics and quantum field theory. Proceedings of the 34. Internationale Universitätswochen für Kern- und Teilchenphysik, Schladming, Austria, March 4-11, 1995. Berlin: Springer-Verlag. Lect. Notes Phys. 469, 145-163 (1996).
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