4. Mathematics
  5. Probability

Saul Jacka

Mathematics – Probability

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Markov chains conditioned never to wait too long at the origin

Mathematics – Probability
Scientific paper

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Minimizing the time to a decision

Mathematics – Probability
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No-arbitrage and closure results for trading cones with transaction costs

Mathematics – Probability
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On decomposing risk in a financial-intermediate market and reserving

Mathematics – Probability
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On representing claims for coherent risk measures

Mathematics – Probability
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