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Topics on set-valued backward stochastic differential equations
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Forward-backward stochastic differential equations with discontinuous coefficient and regime switching term structure model
Monte Carlo methods of forward backward stochastic differential equations in high dimensions
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Pathwise stochastic analysis and related topics
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Path dependent partial differential equations and related topics
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On the non-degenerate parabolic Kolmogorov integro-differential equation and its applications
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Zero-sum stochastic differential games in weak formulation and related norms for semi-martingales
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Numerical methods for high-dimensional path-dependent PDEs driven by stochastic Volterra integral equations
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Topics on dynamic limit order book and its related computation
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Probabilistic numerical methods for fully nonlinear PDEs and related topics
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On non-zero-sum stochastic game problems with stopping times
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Effect of basis functions in least-squares Monte Carlo (LSM) for pricing options
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Dynamic approaches for some time inconsistent problems
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Iterative path integral stochastic optimal control: theory and applications to motor control
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Dynamic principal -agent models in continuous time
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Defaultable asset management with incomplete information
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The effect of random error in building regression models
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The mathematical analysis of complex financial derivatives
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