Number of items: 5.
EPSRC
Jacka, Saul D. and Hernández-Hernández, Ma Elena
(2021)
Minimising the expected commute time.
Stochastic Processes and their Applications
.
doi:10.1016/j.spa.2019.04.010
ISSN 0304-4149.
Engineering and Physical Sciences Research Council (EPSRC)
Jacka, Saul D. and Ocejo, Adriana
(2017)
On the regularity of American options with regime-switching uncertainty.
Stochastic Processes and their Applications, 128
(3).
pp. 803-818.
doi:10.1016/j.spa.2017.06.007
ISSN 0304-4149.
Jacka, Saul D. and Berkaoui, Abdelkarem
(2007)
On representing claims for coherent risk measures.
Working Paper.
Coventry:
University of Warwick. Centre for Research in Statistical Methodology.
Working papers, Vol.2007
(No.20).
Institute of Actuaries (Great Britain) (IoA)
Jacka, Saul D. and Berkaoui, Abdelkarem
(2007)
On representing claims for coherent risk measures.
Working Paper.
Coventry:
University of Warwick. Centre for Research in Statistical Methodology.
Working papers, Vol.2007
(No.20).
Javni Sklad Republike Slovenije za Razvoj Kadrov in Štipendije [Slovene Human Resources and Scholarship Fund]
Mijatović, Aleksandar, Vidmar, Matija and Jacka, Saul D.
(2014)
Markov chain approximations for transition densities of Lévy processes.
Electronic Journal of Probability, Volume 19
.
pp. 1-37.
Article number 7.
doi:10.1214/EJP.v19-2208
ISSN 1083-6489.
This list was generated on Wed Apr 24 12:37:50 2024 BST.