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Communications on Stochastic Analysis
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Home > Journals > COSA > Vol. 8 (2014) > No. 1

 

Volume 8, Number 1 (2014)

Article

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Preface

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Stochastic control of Itô-Lévy processes with applications to finance
Bernt Øksendal and Agnès Sulem

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Optimal combined divided and proportional reinsurance policy
Eriyoti Chikodza and Julius N Esunge

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Expert opinions and logarithmic utility maximization in a market with Gaussian drift
Abdelali Gabih, Hakam Kondakji, Jörn Sass, and Ralf Wunderlich

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Portfolio optimization under partial information with expert opinions: a dynamic programming approach
Rüdiger Frey, Abdelali Gabih, and Ralf Wunderlich

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Optimal premium policy of an insurance firm with delay and stochastic interest rate
Charles Wilson Mahera, Olivier Menoukeu-Pamen, and Moses Mwale

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Modelling financial information by conditioning
Dennis Ikpe, Sure Mataramvura, and Ronnie Becker

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The Itô calculus and white noise theory: a brief survey toward general stochastic integration
Hui-Hsiung Kuo

 
 
 
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ISSN: 2688-6669

 
 
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