Pages that link to "Item:Q1679555"
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The following pages link to Optimal investment in markets with over and under-reaction to information (Q1679555):
Displaying 12 items.
- Sensitivity analysis for marked Hawkes processes: application to CLO pricing (Q1670394) (← links)
- A non-zero-sum reinsurance-investment game with delay and asymmetric information (Q2031383) (← links)
- Optimal reduction of public debt under partial observation of the economic growth (Q2211350) (← links)
- A Gamma Ornstein-Uhlenbeck model driven by a Hawkes process (Q2230761) (← links)
- Optimal inattention to the stock market with information costs and transactions costs (Q2864821) (← links)
- (Q5066183) (← links)
- HEDGING OF AMERICAN OPTIONS IN ILLIQUID MARKETS WITH PRICE IMPACTS (Q5066293) (← links)
- Clustering Effects via Hawkes Processes (Q5132613) (← links)
- Hawkes-driven stochastic volatility models: goodness-of-fit testing of alternative intensity specifications with S\&P500 data (Q6549590) (← links)
- Commodity Asian option pricing and simulation in a 4-factor model with jump clusters (Q6549599) (← links)
- Stochastic evolution of distributions and functional Bollinger bands (Q6580710) (← links)
- Hawkes processes in energy markets: modelling, estimation and derivatives pricing (Q6610445) (← links)
