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Invariance times transfer properties
Stéphane Crépey;
2024-11-15
Exponential growth BSDE driven by a marked point process
Zihao Gu;Yiqing Lin;Kun Xu;
2024-11-15
Doubly reflected BSDEs with quadratic growth and random terminal horizon
Mohammed Elhachemy;Mohamed El Jamali;Mohamed El Otmani;
2024-11-15
Asymptotic behavior of a weighted self-repelling diffusion driven by fractional Brownian motion
Yaqin Sun;Hongfei Xue;Litan Yan;
2024-11-15
On the pricing and hedging of precipitation derivatives
Markus Hess;
2024-11-15
The optimal strategy of the dynamic mean-variance problem for pairs trading with a common stochastic factor
Yaoyuan Zhang;Dewen Xiong;
2024-11-15