From Pinch Methodology to Energy Integration of Flexible Systems || Introduction, Context and Motivations
- 作者Zoughaib, Assaad
- 文件大小1994.41KB
- 发表时间2017
- DOI10.1016/b978-1-78548-194-9.50007-7
Portfolio Optimization with Different Information Flow || Portfolio Optimization with Information AsymmetryHillairet, Caroline · 2017
Portfolio Optimization with Different Information Flow || Portfolio Optimization with Credit RiskHillairet, Caroline · 2017
Portfolio Optimization with Different Information Flow || Optimization ProblemsHillairet, Caroline · 2017
Portfolio Optimization with Different Information Flow || Bibliography, · 2017
Portfolio Optimization with Different Information Flow || Index, · 2017
Portfolio Optimization with Different Information Flow || Copyright, · 2017
Portfolio Optimization with Different Information Flow || Front matter, · 2017
Portfolio Optimization with Different Information Flow || Optimization ProblemsHillairet, Caroline · 2017
INFORMATION ASYMMETRY IN PRICING OF CREDIT DERIVATIVESHILLAIRET, CAROLINE; JIAO, YING · International Journal of Theoretical and Applied Finance · 2011
Portfolio Optimization with Different Information Flow || Enlargement of FiltrationHillairet, Caroline · 2017
Shapes of Implied Volatility with Positive Mass at ZeroDe Marco, Stefano; Hillairet, Caroline; Jacquier, Antoine · SSRN Electronic Journal · 2013
Credit risk with asymmetric information on the default thresholdHillairet, Caroline; Jiao, Ying · Stochastics An International Journal of Probability and Stochastic Processes · 2012
Successive enlargement of filtrations and application to insider informationBlanchet-Scalliet, Christophette; Hillairet, Caroline; Jiao, Ying · Advances in Applied Probability · 2017
Portfolio optimization with insider’s initial information and counterparty riskHillairet, Caroline; Jiao, Ying · Finance and Stochastics · 2015