4. Physics
  5. Mathematical Physics

Matheus R. Grasselli

Physics – Mathematical Physics

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A Monte Carlo method for exponential hedging of contingent claims

Mathematics – Probability
Scientific paper

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A policyholder's utility indifference valuation model for the guaranteed annuity option

Economy – Quantitative Finance – Portfolio Management
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Calibration of Chaotic Models for Interest Rates

Economy – Quantitative Finance – Pricing of Securities
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Dual Connections in Nonparametric Classical Information Geometry

Physics – Mathematical Physics
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Duality, monotonicity and the Wigner-Yanase-Dyson metrics

Physics – Mathematical Physics
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Profile ID: LFWR-SCP-P-82983

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