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A Maximum Principle for Stochastic Control with Partial Information.pdf

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A Model with Interacting Assets Driven by Poisson Processes.pdf

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s Portfolio Selection Problem for the Schwartz Mean-Reversion Model.pdf

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A Stochastic Linear Quadratic Optimal Control Problem with Generalized Expectation.pdf

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An Optimal Control Problem Associated with SDEs Driven by Lévy-Type Processes.pdf

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backward Stochastic Differential Equation with Two Reflecting Barriers and Jumps.pdf

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Dynamic Portfolio Optimization with Bounded Shortfall Risks.pdf

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Efficient Hedging and Pricing of Life Insurance Policies in a Jump-Diffusion Model.pdf

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abbr_0ea57a729c16c9e60ad80149838a4e64.pdf

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Financial Markets with Memory I Dynamic Models.pdf

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abbr_28c9ac28a1efc7d5498801853cd579bb.pdf

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Investment with Sequence Losses in an Uncertain Environment and Mean-Variance Hedging.pdf

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Martingale Representation of Functionals of Lévy Processes.pdf

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Multi-Period Asset Allocation Under Hidden Markovianly Driven Noises.pdf

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No Arbitrage and the Growth Optimal Portfolio.pdf

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On Convergence to the Exponential Utility Problem with Jumps.pdf

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On Solutions of Forward-Backward Stochastic Differential Equations with Poisson Jumps.pdf

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On the Theory of (Dual) Projection for Fuzzy Stochastic Processes.pdf

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Optimal Consumption in a Growth Model with the CES Production Function.pdf

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Optimal Control of Stochastic Partial Differential Equations.pdf

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Optimal Cross Hedging of Insurance Derivatives.pdf

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Optimal Tracking for an Insurance Model.pdf

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Optimization of Utility for “Larger Investor” with Anticipation.pdf

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abbr_9af625bcd28b781295417cb5b8afc53e.pdf

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Risk Minimizing Option Pricing in a Regime Switching Market.pdf

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Self-Interacting Markov Chains.pdf

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Self-Interacting Markov Chains Some Asymptotics.pdf

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Some Properties of CIR Processes.pdf

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Some Remark on Optimal Stochastic Control with Partial Information.pdf

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Stochastic Control System for Mortality Benefits.pdf

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abbr_e9d393cfee0ef062ae9cddc5e3921f32.pdf

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The Dynamic q-Valuation of a Contingent Claim in a Continuous Market Model.pdf

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The Mean-Variance Hedging of a Defaultable Option with Partial Information.pdf

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