Treffliste - Hu, Yaozhong - Depotbiblioteket

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Optimal smooth portfolio selection for an insider : by Yaozhong Hu and Bernt Øksendal

Hu, Yaozhong
Inngår i serie: Reprint / Norwegian School of Economics and Business Administration, Department of Finance and Management Science (FOR 18 2007)
Bok Engelsk 2008

Ledig 2/2

Optimal stopping with advanced information flow : selected examples

Hu, Yaozhong
Inngår i serie: Reprint / Norwegian School of Economics and Business Administration, Department of Finance and Management Science (FOR 25 2008)
Bok Engelsk 2009

Ledig 3/3

Chaos expansion of local time of fractional Brownian motions

Hu, Yaozhong
Inngår i serie: Preprint series / Department of Mathematics, University of Oslo. Pure mathematics (no. 20 Sept. 2000)
Bok Engelsk 2000 · Les på nett

Ledig 2/2

Fractional white noise calculus and applications to finance

Hu, Yaozhong
Inngår i serie: Preprint series / Instiute of Mathematics, University of Oslo. Pure mathematics (no. 10, May)
Bok Engelsk 1999 · Les på nett

Ledig 2/2

Optimal consumption and portfolio in a Black-Scholes market driven by fractional Brownian motion

Hu, Yaozhong
Inngår i serie: Preprint series / Department of Mathematics, University of Oslo. Pure mathematics (no. 23 Oct. 2000)
Bok Engelsk 2000 · Les på nett

Ledig 2/2

Optimal portfolio in a fractional Black & Scholes market

Hu, Yaozhong
Inngår i serie: Preprint series / Department of Mathematics, University of Oslo. Pure mathematics (no. 13, Aug. 1999)
Bok Engelsk 1999 · Les på nett

Ledig 4/4

A stochastic maximum principle for processes driven by fractional Brownian motion

Hu, Yaozhong
Inngår i serie: Preprint series / Department of Mathematics, University of Oslo. Pure mathematics (no. 24 Oct. 2000)
Bok Engelsk 2000 · Les på nett

Ledig 2/2

Optimal time to invest when the price processes are geometric Brownian motions

Hu, Yaozhong
Inngår i serie: Working paper / Norges handelshøyskole, Institutt for foretaksøkonomi (no. 1, 1996)
Bok Engelsk [1996] · Les på nett

Ledig 1/1

Wick approximation of quasilinear stochastic differentialequations

Hu, Yaozhong
Inngår i serie: Preprint series / Matematisk institutt, Universitetet i Oslo. Pure mathematics (no. 46, Oct. 1995)
Bok Engelsk [1995] · Les på nett

Ledig 1/1

Partial information linear quadratic control for jump diffusions

Øksendal, Bernt K.
Inngår i serie: Reprint / Norwegian School of Economics and Business Administration, Department of Finance and Management Science (FOR 16 2008)
Bok Engelsk 2009

Ledig 2/2

Stochastic partial differential equations driven by multiparameter fractional white noise

Øksendal, Bernt K.
Inngår i serie: Preprint series / Department of Mathematics, University of Oslo. Pure mathematics (no. 17, Oct. 1999)
Bok Engelsk 1999 · Les på nett

Ledig 2/2

Inverse powers of white noice

by Y. Hu ... [et al.]
Inngår i serie: Preprint series / Matematisk institutt, Universitetet i Oslo. Pure mathematics (28, September 1993)
Bok Engelsk 1993 · Les på nett

Ledig 1/1

Une inégalité d'interpolation sur l'espace de Wiener

Decreusefond, Laurent
Inngår i serie: Preprint series / Matematisk institutt, Universitetet i Oslo. Pure mathematics (24, August 1993)
Bok Fransk [1993] · Les på nett

Ledig 1/1

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