312 results in 60Hxx
Infinite time interval BSDEs and the convergence of g-martingales
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- Journal of the Australian Mathematical Society. Series A. Pure Mathematics and Statistics / Volume 69 / Issue 2 / October 2000
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- 09 April 2009, pp. 187-211
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- October 2000
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Filtering equations for the conditional law of residual lifetimes from a heterogeneous population
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- Journal of Applied Probability / Volume 37 / Issue 3 / September 2000
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- 14 July 2016, pp. 823-834
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- September 2000
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Hypothesis testing and Skorokhod stochastic integration
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- Journal of Applied Probability / Volume 37 / Issue 2 / June 2000
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- 14 July 2016, pp. 560-574
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- June 2000
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Recursive estimation of distributional fix-points
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- Journal of Applied Probability / Volume 37 / Issue 1 / March 2000
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- 14 July 2016, pp. 73-87
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- March 2000
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An exponential change of measure for the Feller diffusion and some implications for superprocesses
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- Journal of Applied Probability / Volume 37 / Issue 1 / March 2000
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- 14 July 2016, pp. 236-245
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- March 2000
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Multi-resolution approximation to the stochastic inverse problem
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- Advances in Applied Probability / Volume 31 / Issue 4 / December 1999
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- 01 July 2016, pp. 1039-1057
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- December 1999
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Local risk minimization and numéraire
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- Journal of Applied Probability / Volume 36 / Issue 4 / December 1999
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- 14 July 2016, pp. 1126-1139
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- December 1999
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Characterizations, stochastic equations, and the Gibbs sampler
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- Journal of Applied Probability / Volume 36 / Issue 3 / September 1999
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- 14 July 2016, pp. 747-751
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- September 1999
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A probabilistic analogue of the mean value theorem and its applications to reliability theory
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- Journal of Applied Probability / Volume 36 / Issue 3 / September 1999
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- 14 July 2016, pp. 706-719
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- September 1999
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Reaching goals by a deadline: digital options and continuous-time active portfolio management
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- Advances in Applied Probability / Volume 31 / Issue 2 / June 1999
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- 01 July 2016, pp. 551-577
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- June 1999
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Super-replication in stochastic volatility models under portfolio constraints
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- Journal of Applied Probability / Volume 36 / Issue 2 / June 1999
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- 14 July 2016, pp. 523-545
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- June 1999
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Keeping a satellite aloft: two finite fuel stochastic control models
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- Journal of Applied Probability / Volume 36 / Issue 1 / March 1999
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- 14 July 2016, pp. 1-20
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- March 1999
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Markov Chain Monte Carlo simulation of the distribution of some perpetuities
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- Advances in Applied Probability / Volume 31 / Issue 1 / March 1999
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- 01 July 2016, pp. 112-134
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- March 1999
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Hedging in discrete time under transaction costs and continuous-time limit
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- Journal of Applied Probability / Volume 36 / Issue 1 / March 1999
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- 14 July 2016, pp. 163-178
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- March 1999
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Stochastic linearization: the theory
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- Journal of Applied Probability / Volume 35 / Issue 3 / September 1998
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- 14 July 2016, pp. 718-730
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- September 1998
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A series expansion approach to the inverse problem
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- Journal of Applied Probability / Volume 35 / Issue 2 / June 1998
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- 14 July 2016, pp. 371-382
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- June 1998
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A diffusion model for bookstein triangle shape
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- Advances in Applied Probability / Volume 30 / Issue 2 / June 1998
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- 01 July 2016, pp. 317-334
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- June 1998
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Complications with stochastic volatility models
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- Advances in Applied Probability / Volume 30 / Issue 1 / March 1998
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- 01 July 2016, pp. 256-268
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- March 1998
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The return on investment from proportional portfolio strategies
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- Advances in Applied Probability / Volume 30 / Issue 1 / March 1998
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- 01 July 2016, pp. 216-238
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- March 1998
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Hedging contingent claims for a large investor in an incomplete market
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- Advances in Applied Probability / Volume 30 / Issue 1 / March 1998
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- 01 July 2016, pp. 239-255
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- March 1998
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