1
Published 2011
Birkhäuser
Table of Contents: ... Models -- Hedging with residual risk: a BSDE approach -- Auto-tail dependence coefficients for stationary...

2
Published 1995
Birkhäuser
Table of Contents: ... parameter dependent change of measure, and an application to the lower tail of Gaussian processes...

3
Published 2008
Birkhäuser
Table of Contents: ... on Evolution Systems of Measures for Time-Dependent Stochastic Differential Equations -- Remarks on 3D...