4 results
On the joint survival probability of two collaborating firms
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- Journal:
- Journal of Applied Probability / Volume 61 / Issue 2 / June 2024
- Published online by Cambridge University Press:
- 01 August 2023, pp. 369-384
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- June 2024
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The De Vylder–Goovaerts conjecture holds within the diffusion limit
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- Journal of Applied Probability / Volume 56 / Issue 2 / June 2019
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- 30 July 2019, pp. 546-557
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- June 2019
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Futures Cross-Hedging with a Stationary Basis
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 47 / Issue 6 / December 2012
- Published online by Cambridge University Press:
- 26 October 2012, pp. 1361-1395
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- December 2012
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Monotone utility convergence
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- Journal:
- Journal of Applied Probability / Volume 43 / Issue 3 / September 2006
- Published online by Cambridge University Press:
- 14 July 2016, pp. 622-633
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- September 2006
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