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Keyword [Girsanov Theorem]
Result: 1 - 14 | Page: 1 of 1
1. Vector Stochastic Integrals And The Fundamental Theorems Of Asset Pricing
2. Pricing The European Reset Option In Jump Diffussion Model
3. Girsanov's Type Transformation Of Measures For Generalized Brownian Motion And Generalized Brownian Sheet And Their Applications
4. Girsanov Theorem Of It(?) Process With Degenerate Coefficients And Its Applications In Finance
5. Some Optimal Stopping Strategies Under Distorted Probability
6. Some Related Problems Of Backward Doubly Stochastic Differential Equations
7. Weak Duality Of Ito Diffusion And Monte Carlo Simulation Of The Fundamental Solution
8. An Essay On Optimal Controls Of Mean-field Stochastic Systems And Relevant Problems
9. Studies On Partially Observed Optimal Controls Of Mean-Field Stochastic Systems And A Class Of Fractional-Order Control Systems
10. Exchange Option Pricing Under DEJ Model
11. On moment conditions for the Girsanov theorem
12. The Onsager-Machlup Action Functional For Stochastic Differential Equations Drived By G-Brownian Motion
13. Research On The Pricing Of Quotient Option Based On O-U Process
14. Pricing Of The Maximum Or Minmum Option In Jump Diffusion Model With Stochastic Interest Rate
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