The following pages link to Anna Gerardi (Q209160):
Displaying 45 items.
- Utility-based hedging and pricing with a nontraded asset for jump processes (Q424380) (← links)
- Utility indifference valuation for jump risky assets (Q651335) (← links)
- (Q800052) (redirect page) (← links)
- Simulation of diffusions with boundary conditions (Q800054) (← links)
- Stochastic control methods: Hedging in a market described by pure jump processes (Q983684) (← links)
- On the convergence of sequences of stationary jump Markov processes (Q1055097) (← links)
- Lateral diffusion and eigenvalue estimates (Q1055354) (← links)
- Association rates of diffusion-controlled reactions in two dimensions (Q1057205) (← links)
- A diffusion model for patch formation on cellular surfaces (Q1136955) (← links)
- Optimal control and filtering of the reproduction law of a branching process (Q1284414) (← links)
- Stochastic control methods in optimal design of life testing (Q1338752) (← links)
- Filtering of a Markov jump process with counting observations (Q1573568) (← links)
- Exchangeable mixture models for lifetimes: the role of ``occupation numbers''. (Q1587706) (← links)
- Partially observed control of a Markov jump process with counting observations: Equivalence with the separated problems (Q1807281) (← links)
- Existence of optimal controls for partially observed jump processes (Q1862261) (← links)
- Controlled partially observed jump processes: dynamics dependent on the observed history. (Q1875270) (← links)
- Finite state and discrete time approximation for filters. (Q1875273) (← links)
- A discrete non-linear Markov model for a population of interacting cells (Q2277679) (← links)
- Filtering on a partially observed ultra-high-frequency data model (Q2501130) (← links)
- Modelling a multitype branching Brownian motion: Filtering of a measure-valued process (Q2502274) (← links)
- Wealth optimization and dual problems for jump stock dynamics with stochastic factor (Q3080993) (← links)
- Conditional law of a branching process observing a subpopulation (Q3147421) (← links)
- (Q3313664) (← links)
- Law of Large Numbers for DNA Distribution in an Interacting Cell Population (Q3356112) (← links)
- Controlled Heterogeneous Collection: The Role of Occupation Numbers (Q3535623) (← links)
- (Q3702253) (← links)
- (Q3881169) (← links)
- Optimality in Accelerated Life Tests (Q4027790) (← links)
- A variational principle in statistical mechanics for particle systems with bounded pair interactions (Q4043960) (← links)
- (Q4089842) (← links)
- Filtering of a branching process given its split times (Q4364864) (← links)
- Some Results about Stopping Timesof the Marked Tree Space (Q4375255) (← links)
- Filtering equations for the conditional law of residual lifetimes from a heterogeneous population (Q4529144) (← links)
- An approximation method for controlled discrete jump processes under partial observations (Q4540261) (← links)
- Martingale Approach for Modeling DNA Synthesis (Q4735064) (← links)
- AN ESTIMATE OF THE APPROXIMATION ERROR IN THE FILTERING OF A DISCRETE JUMP PROCESS (Q4798860) (← links)
- JUMP PROCESSES UNDER PARTIAL OBSERVATIONS: FINITE STATE APPROXIMATION (Q4798964) (← links)
- RISK-NEUTRAL MEASURES AND PRICING FOR A PURE JUMP PRICE PROCESS (Q5305594) (← links)
- PRICING FOR GEOMETRIC MARKED POINT PROCESSES UNDER PARTIAL INFORMATION: ENTROPY APPROACH (Q5324400) (← links)
- (Q5428763) (← links)
- A MODEL FOR HIGH FREQUENCY DATA UNDER PARTIAL INFORMATION: A FILTERING APPROACH (Q5483505) (← links)
- Exact Solution of a Time-Dependent Quantal Harmonic Oscillator with a Singular Perturbation (Q5630107) (← links)
- Heterogeneous population dynamical model: a filtering problem (Q5697588) (← links)
- Multitype branching processes observing particles of a given type (Q5697594) (← links)
- Nonlinear filtering equation of a jump process with counting observations (Q5946224) (← links)
