From post

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed.

 

Другие публикации лиц с тем же именем

Optimal portfolio management with American capital guarantee, , и . Journal of Economic Dynamics and Control, 29 (3): 449--468 (марта 2005)Propriétés de martingales, explosion et représentation de Lévy--Khintchine d'une classe de processus de branchement à valeurs mesures, и . Stochastic Processes and their Applications, 38 (2): 239--266 (августа 1991)Stein's method and zero bias transformation for CDO tranche pricing., и . Finance and Stochastics, 13 (2): 151-180 (2009)Optimization of consumption with labor income., и . Finance and Stochastics, 2 (4): 409-440 (1998)Dynamic asset pricing theory with uncertain time-horizon, , и . Journal of Economic Dynamics and Control, 29 (10): 1737--1764 (октября 2005)Optimal design of derivatives in illiquid markets, и . Quantitative Finance, 2 (3): 181--188 (2002)Phenomenology of the interest rate curve, , , , и . Applied Mathematical Finance, 6 (3): 209--232 (1999)