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SDEs with uniform distributions : peacocks, conic martingales and mean reverting uniform diffusions
Brigo, Damiano
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Jeanblanc, Monique
;
Vrins, Frédéric
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2016
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This version: December 9, 2016
Persistent link: https://www.econbiz.de/10011894452
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Minimum Rényi entropy portfolios
Lassance, Nathan
;
Vrins, Frédéric
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2019
Persistent link: https://www.econbiz.de/10011993497
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