Treffliste - Hu, Yaozhong - Depotbiblioteket

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Optimal smooth portfolio selection for an insider : by Yaozhong Hu and Bernt Øksendal

Hu, Yaozhong
Inngår i serie: Reprint / Norwegian School of Economics and Business Administration, Department of Finance and Management Science (FOR 18 2007)
Bok Engelsk 2008

Optimal stopping with advanced information flow : selected examples

Hu, Yaozhong
Inngår i serie: Reprint / Norwegian School of Economics and Business Administration, Department of Finance and Management Science (FOR 25 2008)
Bok Engelsk 2009

Chaos expansion of local time of fractional Brownian motions

Hu, Yaozhong
Inngår i serie: Preprint series / Department of Mathematics, University of Oslo. Pure mathematics (no. 20 Sept. 2000)
Bok Engelsk 2000 · Les på nett

Fractional white noise calculus and applications to finance

Hu, Yaozhong
Inngår i serie: Preprint series / Instiute of Mathematics, University of Oslo. Pure mathematics (no. 10, May)
Bok Engelsk 1999 · Les på nett

Optimal consumption and portfolio in a Black-Scholes market driven by fractional Brownian motion

Hu, Yaozhong
Inngår i serie: Preprint series / Department of Mathematics, University of Oslo. Pure mathematics (no. 23 Oct. 2000)
Bok Engelsk 2000 · Les på nett

Optimal portfolio in a fractional Black & Scholes market

Hu, Yaozhong
Inngår i serie: Preprint series / Department of Mathematics, University of Oslo. Pure mathematics (no. 13, Aug. 1999)
Bok Engelsk 1999 · Les på nett

A stochastic maximum principle for processes driven by fractional Brownian motion

Hu, Yaozhong
Inngår i serie: Preprint series / Department of Mathematics, University of Oslo. Pure mathematics (no. 24 Oct. 2000)
Bok Engelsk 2000 · Les på nett

Optimal time to invest when the price processes are geometric Brownian motions

Hu, Yaozhong
Inngår i serie: Working paper / Norges handelshøyskole, Institutt for foretaksøkonomi (no. 1, 1996)
Bok Engelsk [1996] · Les på nett

Wick approximation of quasilinear stochastic differentialequations

Hu, Yaozhong
Inngår i serie: Preprint series / Matematisk institutt, Universitetet i Oslo. Pure mathematics (no. 46, Oct. 1995)
Bok Engelsk [1995] · Les på nett

Partial information linear quadratic control for jump diffusions

Øksendal, Bernt K.
Inngår i serie: Reprint / Norwegian School of Economics and Business Administration, Department of Finance and Management Science (FOR 16 2008)
Bok Engelsk 2009

Stochastic partial differential equations driven by multiparameter fractional white noise

Øksendal, Bernt K.
Inngår i serie: Preprint series / Department of Mathematics, University of Oslo. Pure mathematics (no. 17, Oct. 1999)
Bok Engelsk 1999 · Les på nett

Inverse powers of white noice

by Y. Hu ... [et al.]
Inngår i serie: Preprint series / Matematisk institutt, Universitetet i Oslo. Pure mathematics (28, September 1993)
Bok Engelsk 1993 · Les på nett

Une inégalité d'interpolation sur l'espace de Wiener

Decreusefond, Laurent
Inngår i serie: Preprint series / Matematisk institutt, Universitetet i Oslo. Pure mathematics (24, August 1993)
Bok Fransk [1993] · Les på nett

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