Author of the publication

Residual risks and hedging strategies in Markovian markets

, and . Stochastic Processes and their Applications, 33 (1): 131--150 (October 1989)

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. You can also use the button next to the name to display some publications already assigned to the person.

 

Other publications of authors with the same name

Residual risks and hedging strategies in Markovian markets, and . Stochastic Processes and their Applications, 33 (1): 131--150 (October 1989)Dirichlet Forms in Simulation.. Monte Carlo Methods Appl., 11 (4): 385-395 (2005)THE SHIFT: Properties and recommendations for practical use.. Monte Carlo Methods Appl., 1 (2): 137-146 (1995)