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Search: subject:"Random time"
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random time horizon
3
Stackelberg differential game
2
ambiguity
2
insurance
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Aktienoption
1
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English
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Cao, Jingyi
2
Young, Virginia R.
2
Bowsher, Clive G.
1
Gankhuu, Battulga
1
Horsch, Andreas
1
Kardaras, Constantinos
1
Kladívko, Kamil
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Kleinow, Jacob
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Li, Dongchen
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Lkhamsuren, Altangerel
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Economics Group, Nuffield College, University of Oxford
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London School of Economics (LSE)
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Scandinavian actuarial journal
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Economics Papers / Economics Group, Nuffield College, University of Oxford
1
International journal of theoretical and applied finance : IJTAF
1
LSE Research Online Documents on Economics
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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ECONIS (ZBW)
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1
Asymptotic analysis of a Stackelberg differential game for insurance under model ambiguity
Cao, Jingyi
;
Young, Virginia R.
- In:
Scandinavian actuarial journal
2023
(
2023
)
6
,
pp. 598-623
Persistent link: https://www.econbiz.de/10014383863
Saved in:
2
Stackelberg differential game for insurance under model ambiguity : general divergence
Cao, Jingyi
;
Li, Dongchen
;
Young, Virginia R.
;
Zou, Bin
- In:
Scandinavian actuarial journal
2023
(
2023
)
7
,
pp. 735-763
Persistent link: https://www.econbiz.de/10014383896
Saved in:
3
Mean-variance hedging of contingent claims with random maturity
Kladívko, Kamil
;
Zervos, Mihail
- In:
Mathematical finance : an international journal of …
33
(
2023
)
4
,
pp. 1213-1247
Persistent link: https://www.econbiz.de/10014370649
Saved in:
4
Dividends and compound poisson processes : a new stochastic stock price model
Gankhuu, Battulga
;
Kleinow, Jacob
;
Lkhamsuren, Altangerel
; …
- In:
International journal of theoretical and applied …
25
(
2022
)
3
,
pp. 1-36
Persistent link: https://www.econbiz.de/10013371034
Saved in:
5
Numéraire-invariant preferences in financial modeling
Kardaras, Constantinos
-
London School of Economics (LSE)
-
2010
numéraire investment with a
random
time
-horizon. …
Persistent link: https://www.econbiz.de/10010884726
Saved in:
6
Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Models
Bowsher, Clive G.
-
Economics Group, Nuffield College, University of Oxford
-
2005
specification tests for parametric models based on a multivariate
random
time
change theorem are proposed. A computationally …
Persistent link: https://www.econbiz.de/10005730361
Saved in:
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