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2
Markov chain backward stochastic differential equations in modeling insurance policy
Published 2022Get full text Get full textMaster's thesis -
3
The Black-Scholes model and risk-sensitive asset management
Published 2021Get full text Get full textMaster's thesis -
4
On the uniqueness of a solution and stability of McKean-Vlasov stochastic differential equations
Published 2020Get full text Get full textMaster's thesis -
5
Itô’s formula for finite variation Lévy processes
Published 2023Get full text Get full textMaster's thesis -
6
Chaotic decompositions of the Lévy-Itô space
Published 2024Get full text Get full textMaster's thesis