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Results 31-40 of 186
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Issue DateTitleAuthor(s)
30-Apr-2017On the maximal displacement of subcritical branching random walksNeuman, E; Zheng, X
30-Nov-2018Pathwise uniqueness of the stochastic heat equation with spatially inhomogeneous white noiseNeuman, E
31-Dec-2008Jump liquidity risk and its impact on CVaRZheng, H; Shen, Y
4-Apr-2018Rogue traders versus value-at-risk and expected shortfallArmstrong, J; Brigo, D
27-Mar-2015Black-Scholes in a CEV Random Environment: A New Approach to Smile ModellingJacquier, A; Roome, P; Engineering & Physical Science Research Council (EPSRC)
-Dynamic portfolio optimization with looping contagion riskJia, L; Pistorius, M; Zheng, H
1-Jan-2019A Stratonovich-Skorohod integral formula for Gaussian rough pathsCass, T; Lim, N; Engineering & Physical Science Research Council (EPSRC)
31-Dec-2017Ito Stochastic Differential Equations as 2-JetsArmstrong, J; Brigo, D
4-Dec-2015Constrained Rough PathsCass, T; Driver, BK; Litterer, C; Engineering & Physical Science Research Council (EPSRC)
29-Oct-2016Pathwise integration with respect to paths of finite quadratic variationCont, R; Ananova, A