3 results
Partially informed investors: hedging in an incomplete market with default
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- Journal:
- Journal of Applied Probability / Volume 52 / Issue 3 / September 2015
- Published online by Cambridge University Press:
- 30 March 2016, pp. 718-735
- Print publication:
- September 2015
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Controlled Heterogeneous Collection: The Role of Occupation Numbers
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- Journal:
- Journal of Applied Probability / Volume 45 / Issue 3 / September 2008
- Published online by Cambridge University Press:
- 14 July 2016, pp. 595-609
- Print publication:
- September 2008
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Heterogeneous population dynamical model: a filtering problem
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- Journal:
- Journal of Applied Probability / Volume 42 / Issue 2 / June 2005
- Published online by Cambridge University Press:
- 14 July 2016, pp. 346-361
- Print publication:
- June 2005
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