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Backward Stochastic Differential Equations and Stochastic Controls: A New Perspective
Free accessBASE | 1999| -
Backward Stochastic Differential Equations and Stochastic Controls : a New Perspective
Free accessBASE | 1999| -
Coherent risk measures, valuation bounds, and (my,p)-portfolio optimization
Free accessBASE | 1999| -
Malliavin's calculus in insider models: Additional utility and free lunches
Free accessBASE | 2002| -
Perfection and Stability of Stationary Points with Applications to Noncooperative Games
Free accessBASE | 2002| -
Mistakes in cooperation: The stochastic stability of Edgeworth's recontracting
Free accessBASE | 2003| -
The convergence of optimization based estimators : theory and application to a GARCH-model
Free accessBASE | 2005| -
The Stochastics of Threshold Accepting: Analysis of an Application to the Uniform Design Problem
Free accessBASE | 2005| -
A sequential quadratic programming method for volatility estimation in option pricing
Free accessBASE | 2006| -
Numerical solution of optimal control problems with constant control delays
Free accessBASE | 2006| -
A Sequential Quadratic Programming Method For Volatility Estimation In Option Pricing
Free accessBASE | 2006| -
A Control Approach to Robust Utility Maximization with Logarithmic Utility and Time-Consistent Penalties
Free accessBASE | 2006| -
Hedonic price equilibria, stable matching, and optimal transport: Equivalence, topology, and uniqueness
Free accessBASE | 2007| -
Reliability of public private partnership projects under assumptions of cash flow volatility
Free accessBASE | 2007| -
Optimization in a simulation setting: Use of function approximation in debt strategy analysis
Free accessBASE | 2007|
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