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~person:"Kohatsu-Higa, Arturo"
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Search: institution:"Universitat Pompeu Fabra / Departament d'Economia i Empresa"
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Kohatsu-Higa, Arturo
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Malliavin calculus in finance
Kohatsu-Higa, Arturo
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001747498
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2
On moments and tail behaviors of storage processes
Kohatsu-Higa, Arturo
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001747502
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3
Additional utility of insiders with imperfect dynamical information
Corcuera, José Ma.
;
Imkeller, Peter
;
Kohatsu-Higa, Arturo
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001747508
Saved in:
4
A BPE model for the Burgers' equation
Ogawa, Shigeyoshi
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001939847
Saved in:
5
Variance reduction methods for simulation of densities on Wiener space
Kohatsu-Higa, Arturo
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001637705
Saved in:
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