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Stochastic flocking and its application to systemic risk with jumps
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Stochastic Conditional Distribution Models with Applications in Finance
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Systemic Risk Illustrated
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Investigating optimal investment problems for portfolios of cointegrated assets, with transaction costs
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Topics on functional Ito calculus and multiscale stochastic volatility modeling
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Asymptotic Behavior of Worst Case Scenario Prices in Uncertain Volatility Models
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Diversification, Systemic Default and Regulation
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Rebalancing Portfolios under Transaction Costs
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