Showing results 2 to 4 of 4
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Title | Author(s) | Issue Date | |
---|---|---|---|
A Converse Comparison Theorem for Discrete-time Finite-state BSDEs and Risk Measures Using g-expectation Journal:Communications on Stochastic Analysis | 2013 | ||
DISAPPOINTMENT AVERSION PREMIUM PRINCIPLE Journal:ASTIN Bulletin | 2015 | ||
Hidden Markov models with threshold effects and their applications to oil price forecasting Journal:Journal of Industrial and Management Optimization | 2017 |