Browse Papers
From IFORS
Contact Us
English
Remember me
Login
Forgot password?
Jos E Figueroa-Lpez
Information about the author Jos E Figueroa-Lpez will soon be added to the site.
Found
2 papers
in total
Date Descending
Date Ascending
Title Descending
Title Ascending
Central Limit Theorems for the Non-Parametric Estimation of Time-Changed Lévy Models
2011
Let {Z t } t≥0 be a Lévy process with Lévy measure ν and let...
Optimal portfolios in Lévy markets under state-dependent bounded utility functions
2010
Motivated by the so-called shortfall risk minimization problem,we consider Merton's...
Papers per page:
6 Papers
12 Papers
24 Papers
36 Papers
48 Papers
