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  • Applied Stochastic Control of Jump Diffusions.zip

    本附件包括：
    • Applied Stochastic Control of Jump Diffusions.pdf
  • 4.43 MB
  • 2019-4-19

  • ANALYTICAL PRICING OF DOUBLE-BARRIER OPTIONS UNDER A DOUBLE-EXPONENTIAL JUMP DIF.zip

    本附件包括：
    • ANALYTICAL PRICING OF DOUBLE-BARRIER OPTIONS UNDER A DOUBLE-EXPONENTIAL JUMP DIFFUSION PROCESS：APPLICATIONS OF LAPLACE TRANSFORM.pdf
  • 302.77 KB
  • 2015-1-6

  • FE_2.zip

    本附件包括：
    • Merton jump diffusion.pdf
    • Handout_5_2014_updated_version.pdf
    • Handout_6_VAR_2014.pdf
    • Heston_SV.pdf
    • Oil_prices_handout_updated _version.pdf
    • Syllabus_new_2014.pdf
  • 2.42 MB
  • 2014-9-29

  • Analytical Valuation of Turbo Warrants under Double Exponential Jump Diffusion.zip

    本附件包括：
    • Analytical Valuation of Turbo Warrants under Double Exponential Jump Diffusion.pdf
  • 3.28 MB
  • 2012-3-22

  • 2011-_.rar

    本附件包括：
    • Optimal Security Design and Dynamic Capital Structure in a Continuous-Time Agency Model.pdf
    • 2011_-_February.pdf
    • Jump Diffusion Option Valuation in Discrete Time.pdf
  • 5.29 MB
  • 2011-3-18

  • Applied Stochastic Processes and Control for Jump Diffusions_Floyd Hanson.rar

    本附件包括：
    • Applied Stochastic Processes and Control for Jump Diffusions_Floyd Hanson.pdf
  • 4.24 MB
  • 2010-10-8

  • Applied Stochastic Processes and Control for Jump Diffusions_Floyd Hanson.rar

    本附件包括：
    • Applied Stochastic Processes and Control for Jump Diffusions_Floyd Hanson.pdf
  • 4.24 MB
  • 2010-7-11

  • Applied Stochastic Control of Jump Diffusions.rar

    本附件包括：
    • 01.pdf
    • 02.pdf
    • 03.pdf
  • 3.06 MB
  • 2010-5-24

  • continuous-time financial.rar

    本附件包括：
    • Optimal consumption and portfolio in a jump diffusion market with proportional transaction costs.pdf
    • 1.Life time portfolio selection under uncertainty the continuous time case.pdf
    • A note on robustness in Merton's model of intertemporal consumption and portfolio choice.pdf
    • Distribution of bankruptcy time in a consumptionportfolio problem.pdf
    • Existence of optimal consumption and portfolio rules with portfolio constraints and stochastic income, durability and habit formation.pdf
    • Lifetime consumption-portfolio choice under trading constraints, recursive preferences, and nontradeable income.pdf
    • Lifetime Portfolio Selection By Dynamic Stochastic Programming.pdf
    • Multi-asset investment-consumption model with transaction costs.pdf
    • On the fluctuations in consumption and market returns in the presence of labor and human capital.pdf
    • Optimal consumption choices for a ‘large’ investor.pdf
    • Optimal consumption and portfolio choice for pooled annuity funds.pdf
    • Optimal consumption and portfolio choice with ambiguity and anticipation.pdf
    • Optimal consumption and portfolio rules with durability and habi.pdf
    • Optimal consumption and portfolio rules with durabilityLocal Substitution.pdf
    • Optimal consumption and portfolio selection problem with downside consumption constraints.pdf
    • Optimal Consumption and Portfolio Selection with Stochastic Differential Utility.pdf
    • Optimal consumption investment policies with undiversifiable income risk and liquidity constraint.pdf
    • Optimal consumption–portfolio choices and retirement planning.pdf
    • Optimal investment decisions when time-horizon is uncertain.pdf
    • Optimal investment, consumption and retirement choice problem with disutility and subsistence consumption constraints.pdf
    • Optimal lifetime consumption-portfolio strategies under trading constraints and generalized recursive preferences.pdf
    • Portfolio and consumption choice with stochasticinvestment opportunities and habit formation in preferences.pdf
    • Portfolio and consumption decisions with the consumption habit constraints.pdf
    • Utility maximization with partial information.pdf
    • 5.Martingales and stochastic integrals in the theory of continuous trading.txt
    • 6.Optimal consumption and portfolio policies when asset prices follow a.txt
    • 13.Consumption and portfolio policies with incomplete markets and short-sale constraints The infinite dimensional case本文档 (2).txt
    • Consumption and portfolio policies with incomplete markets and short-sale constraints The infinite dimensional case.txt
    • Optimal consumption and portfolio policies when asset prices follow a diffusion process.txt
    • 新建 文本文档.txt
  • 12.04 MB
  • 2010-4-29

  • continuous-time financial.rar

    本附件包括：
    • Optimal consumption and portfolio in a jump diffusion market with proportional transaction costs.pdf
    • 1.Life time portfolio selection under uncertainty the continuous time case.pdf
    • A note on robustness in Merton's model of intertemporal consumption and portfolio choice.pdf
    • Distribution of bankruptcy time in a consumptionportfolio problem.pdf
    • Existence of optimal consumption and portfolio rules with portfolio constraints and stochastic income, durability and habit formation.pdf
    • Lifetime consumption-portfolio choice under trading constraints, recursive preferences, and nontradeable income.pdf
    • Lifetime Portfolio Selection By Dynamic Stochastic Programming.pdf
    • Multi-asset investment-consumption model with transaction costs.pdf
    • On the fluctuations in consumption and market returns in the presence of labor and human capital.pdf
    • Optimal consumption choices for a ‘large’ investor.pdf
    • Optimal consumption and portfolio choice for pooled annuity funds.pdf
    • Optimal consumption and portfolio choice with ambiguity and anticipation.pdf
    • Optimal consumption and portfolio rules with durability and habi.pdf
    • Optimal consumption and portfolio rules with durabilityLocal Substitution.pdf
    • Optimal consumption and portfolio selection problem with downside consumption constraints.pdf
    • Optimal Consumption and Portfolio Selection with Stochastic Differential Utility.pdf
    • Optimal consumption investment policies with undiversifiable income risk and liquidity constraint.pdf
    • Optimal consumption–portfolio choices and retirement planning.pdf
    • Optimal investment decisions when time-horizon is uncertain.pdf
    • Optimal investment, consumption and retirement choice problem with disutility and subsistence consumption constraints.pdf
    • Optimal lifetime consumption-portfolio strategies under trading constraints and generalized recursive preferences.pdf
    • Portfolio and consumption choice with stochasticinvestment opportunities and habit formation in preferences.pdf
    • Portfolio and consumption decisions with the consumption habit constraints.pdf
    • Utility maximization with partial information.pdf
    • 5.Martingales and stochastic integrals in the theory of continuous trading.txt
    • 6.Optimal consumption and portfolio policies when asset prices follow a.txt
    • 13.Consumption and portfolio policies with incomplete markets and short-sale constraints The infinite dimensional case本文档 (2).txt
    • Consumption and portfolio policies with incomplete markets and short-sale constraints The infinite dimensional case.txt
    • Optimal consumption and portfolio policies when asset prices follow a diffusion process.txt
    • 新建 文本文档.txt
  • 12.04 MB
  • 2010-4-29

  • Applied stochastic control of jump diffusion.rar

    本附件包括：
    • fulltext6.pdf
    • fulltext7.pdf
    • fulltext8.pdf
    • fulltext9.pdf
    • fulltext10.pdf
    • back-matter11.pdf
    • front-matter.pdf
    • fulltext1.pdf
    • fulltext2.pdf
    • fulltext3.pdf
    • fulltext4.pdf
    • fulltext5.pdf
  • 2.54 MB
  • 2009-7-19

  • 324033.pdf
       Applied Stochastic Control of Jump Diffusions ebook

  • 1.89 MB
  • 2009-5-10

  • 230258.rar
       Applied Stochastic Control of Jump Diffusions (Bernt $phi$Ksendal, Agnes Sulem, 2004))

  • 2.54 MB
  • 2008-7-24

  • 223755.rar
       [下载]jump diffusion

  • 2.54 MB
  • 2008-6-30

  • 223754.rar
       [下载]jump diffusion

  • 2.54 MB
  • 2008-6-30

  • 223753.rar
       [下载]jump diffusion

  • 2.54 MB
  • 2008-6-30

  • 223247.rar
       l连续时间金融下的最优投资消费模型论文（外文）

    本附件包括：
    • Optimal consumption and portfolio in a jump diffusion market with proportional transaction costs.pdf
    • 1.Life time portfolio selection under uncertainty the continuous time case.pdf
    • A note on robustness in Merton's model of intertemporal consumption and portfolio choice.pdf
    • Distribution of bankruptcy time in a consumptionportfolio problem.pdf
    • Existence of optimal consumption and portfolio rules with portfolio constraints and stochastic income, durability and habit formation.pdf
    • Lifetime consumption-portfolio choice under trading constraints, recursive preferences, and nontradeable income.pdf
    • Lifetime Portfolio Selection By Dynamic Stochastic Programming.pdf
    • Multi-asset investment-consumption model with transaction costs.pdf
    • On the fluctuations in consumption and market returns in the presence of labor and human capital.pdf
    • Optimal consumption choices for a ‘large’ investor.pdf
    • Optimal consumption and portfolio choice for pooled annuity funds.pdf
    • Optimal consumption and portfolio choice with ambiguity and anticipation.pdf
    • Optimal consumption and portfolio rules with durability and habi.pdf
    • Optimal consumption and portfolio rules with durabilityLocal Substitution.pdf
    • Optimal consumption and portfolio selection problem with downside consumption constraints.pdf
    • Optimal Consumption and Portfolio Selection with Stochastic Differential Utility.pdf
    • Optimal consumption investment policies with undiversifiable income risk and liquidity constraint.pdf
    • Optimal consumption–portfolio choices and retirement planning.pdf
    • Optimal investment decisions when time-horizon is uncertain.pdf
    • Optimal investment, consumption and retirement choice problem with disutility and subsistence consumption constraints.pdf
    • Optimal lifetime consumption-portfolio strategies under trading constraints and generalized recursive preferences.pdf
    • Portfolio and consumption choice with stochasticinvestment opportunities and habit formation in preferences.pdf
    • Portfolio and consumption decisions with the consumption habit constraints.pdf
    • Utility maximization with partial information.pdf
    • 5.Martingales and stochastic integrals in the theory of continuous trading.txt
    • 6.Optimal consumption and portfolio policies when asset prices follow a.txt
    • 13.Consumption and portfolio policies with incomplete markets and short-sale constraints The infinite dimensional case本文档 (2).txt
    • Consumption and portfolio policies with incomplete markets and short-sale constraints The infinite dimensional case.txt
    • Optimal consumption and portfolio policies when asset prices follow a diffusion process.txt
    • 新建 文本文档.txt
  • 12.04 MB
  • 2008-6-28

  • 190306.pdf
       B.Oksendal Applied Stochastic Control of Jump Diffusions

  • 1.8 MB
  • 2008-1-24

  • 184505.rar
       [下载]发点期权定价跳跃过程的经典文章，希望版主给点钱买东西

    本附件包括：
    • A Jump-Diffusion Model for Option Pricing.pdf
    • A SIMPLE OPTION FORMULA FOR GENERAL JUMP-DIFFUSION AND OTHER EXPONENTIAL LéVY PROCESSES.pdf
    • http___www.jstor.org_cgi-A General Derivation of the Jump Process Option Pricing Formula.pdf
    • option pricing when underlying stock returns are discontinuous.pdf
    • the valuation of options for alternative stochastic processes.pdf
    • 基于跳跃过程的指数期权模型.pdf
    • Option Pricing - A Simplified Approach.doc
    • the pricing of options for jump processes.pdf
    • Amin（1993）-Jump Diffusion Option Valuation in Discrete Time.pdf
  • 4.84 MB
  • 2007-12-27

  • 5430.rar
       求一篇期权定价文章

    本附件包括：
    • Jump Diffusion Option Valuation in Discrete Time.pdf
  • 1.46 MB
  • 2004-12-14
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