Mathematics
and Interactions
-
Videos linked to 91G10 Portfolio theoryMore +
![Optimal reinsurance via BSDEs in a partially observable contagion model]()
43:43published on September 27, 2022Optimal reinsurance via BSDEs in a partially observable contagion model
By Claudia Ceci
![Affine Volterra processes and models for rough volatility]()
27:21published on November 21, 2017Affine Volterra processes and models for rough volatility
By Martin Larsson
![Arbitrages in a progressive enlargement of filtration]()
35:24published on September 11, 2014Arbitrages in a progressive enlargement of filtration
By Monique Jeanblanc
