AGGER
发表于 2025-3-30 11:46:20
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残暴
发表于 2025-3-30 14:26:50
,Some Extensions of Norros’ Lemma in Models with Several Defaults,erization of the filtration immersion properties in terms of the terminal values of compensators of the associated default processes. The method of proof is based on the analysis of properties of exponential martingales associated with the default times.
arrogant
发表于 2025-3-30 17:54:28
978-3-319-35029-5Springer International Publishing Switzerland 2014
无表情
发表于 2025-3-30 21:09:04
https://doi.org/10.1007/978-3-319-02069-391GXX, 91G10, 91G20, 91G30, 91G40, 91G80; arbitrage pricing; credit risk; exotic options; financial deri
OFF
发表于 2025-3-31 03:03:16
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Conflict
发表于 2025-3-31 06:05:48
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丑恶
发表于 2025-3-31 09:35:46
Optimal Investment with Bounded VaR for Power Utility Functions,We consider an optimal investment problem for Black–Scholes type financial market with bounded VaR measure on the whole investment interval . The explicit form for the optimal strategies is found.
BROOK
发表于 2025-3-31 15:16:13
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accordance
发表于 2025-3-31 20:01:26
,Forward Start Foreign Exchange Options Under Heston’s Volatility and the CIR Interest Rates,d start foreign exchange European call option. As was argued in Ahlip and Rutkowski (Quant. Finance 13:955–966, .), the setup examined here is the only analytically tractable version of the foreign exchange market model that combines the Heston stochastic volatility model for the exchange rate with the CIR dynamics for interest rates.
服从
发表于 2025-3-31 23:08:43
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