ARTICLE
|
doi:10.20944/preprints202312.0034.v1
Subject:
Computer Science And Mathematics,
Applied Mathematics
Keywords:
jump-diffusion; different interest rates; shortfall risk minimization; completion; multi-dimensional
Online: 1 December 2023 (04:09:36 CET)
ARTICLE
|
doi:10.20944/preprints202312.2164.v1
Subject:
Computer Science And Mathematics,
Applied Mathematics
Keywords:
Optional Semimartingales; Derivative pricing; Duality relations
Online: 28 December 2023 (09:58:07 CET)