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Consistent utility of investment and consumption : a forward/backward SPDE viewpoint
El Karoui, Nicole; Hillairet, Caroline; Mrad, Mohamed - 2017
Persistent link: https://www.econbiz.de/10012200208
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Mortality data correction in the absence of monthly fertility records
Boumezoued, Alexandre; Elfassihi, Amal - In: Insurance / Mathematics & economics 99 (2021), pp. 486-508
Persistent link: https://www.econbiz.de/10012649244
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Jacobi stochastic volatility factor for the LIBOR market model
Arrouy, Pierre-Edouard; Boumezoued, Alexandre; Lapeyre, … - In: Finance and stochastics 26 (2022) 4, pp. 771-823
Persistent link: https://www.econbiz.de/10013440251