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A PDE approach to risk measures of derivatives

, and . Applied Mathematical Finance, 7 (3): 211--228 (2000)

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Model predictive controller performance monitoring based on impulse response identification., , and . ASCC, page 1-6. IEEE, (2013)Asymptotic results for ruin probability in a two-dimensional risk model with stochastic investment returns., , and . J. Comput. Appl. Math., (2017)Optimal insurance risk control with multiple reinsurers., , and . J. Comput. Appl. Math., (2016)Enhanced Uplink Resource Allocation in Non-Orthogonal Multiple Access Systems., , , and . IEEE Trans. Wirel. Commun., 17 (3): 1432-1444 (2018)Energy-Efficient Multiprocessor-Based Computation and Communication Resource Allocation in Two-Tier Federated Learning Networks., , , , and . IEEE Internet Things J., 10 (7): 5689-5703 (April 2023)A Battery-free Pavement Roughness Estimation System Based on Kinetic Energy Harvesting., , and . ISCAS, page 2763-2767. IEEE, (2022)Robust Stabilization of Nonlinear Systems with Markovian Jumping Parameters., and . Control of Distributed Parameter and Stochastic Systems, volume 141 of IFIP Conference Proceedings, page 173-180. Kluwer, (1998)A note on optimal insurance risk control with multiple reinsurers., , and . J. Comput. Appl. Math., (2017)Robust stabilization and guaranteed cost control of large scale linear systems with jumps., , , and . Kybernetika, 33 (1): 121-131 (1997)Option valuation by a self-exciting threshold binomial model., , and . Math. Comput. Model., 58 (1-2): 28-37 (2013)