1. The pricing and hedging problems for American options in
incomplete markets.
2. Intermediate solutions for Stackelberg games: applications to
finance and actuarial science.
3. The asset pricing and related hedging problems in an incomplete
information context.
4. Modelization of the intertemporal dependence in Markov processes
through copula functions: applications to credit risk and to the
construction of financial assets model.
5. Generalization of the Marshall-Olkin distribution and copula
function
1. The pricing and hedging problems for American options in
incomplete markets.
2. Intermediate solutions for Stackelberg games: applications to
finance and actuarial science.
3. The asset pricing and related hedging problems in an incomplete
information context.
4. Modelization of the intertemporal dependence in Markov processes
through copula functions: applications to credit risk and to the
construction of financial assets model.
5. Generalization of the Marshall-Olkin distribution and copula
function
