Stochastic Control Methods: Hedging in a Market Described by Pure Jump Processes
Anna Gerardi, Paola Tardelli
págs. 233-255
Semiorthogonal Multiresolution Analysis Frames in Higher Dimensions
Xiaojiang Yu
págs. 257-286
On the Rational Recursive Sequence xn+1=Axn+Bxn-k+(Betaxn+Yxn-k/Cxn+Dxn-k)
E. M. E. Zayed, M. A. El-Moneam
págs. 287-301
Existence Results for Impulsive Neutral Stochastic Functional Integro-Differential Equations with Infinite Delays
Lanying Hu, Yong Ren
págs. 303-317
Essential Spectra, Matrix Operator and Applications
Salma Charfi, Aref Jeribi, Ines Walha
págs. 319-337
Controllability and Hedgibility of Black-Scholes Equations with N Stocks
K. Sakthivel, J.-H. Kim
págs. 339-363
Erratum to: Controllability and Hedgibility of Black-Scholes Equations with N Stocks
pág. 365
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