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19 - A General Jump-Diffusion Model
- from Part V - Applications in Financial Economics
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- 17 June 2021, pp 206-219
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References
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20 - The Merton Model
- from Part V - Applications in Financial Economics
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- 17 June 2021, pp 220-226
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Part II - Optimal Control in Discrete Time
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- 17 June 2021, pp 87-88
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Contents
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Part I - Point Processes
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22 - Good-Deal Bounds
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- 17 June 2021, pp 240-248
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15 - Filtering with k-Variate Counting-Process Observations
- from Part IV - Non-Linear Filtering Theory
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- 17 June 2021, pp 163-170
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11 - Continuous-Time Dynamic Programming
- from Part III - Optimal Control in Continuous Time
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- 17 June 2021, pp 101-124
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23 - Diversifiable Risk
- from Part V - Applications in Financial Economics
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- 17 June 2021, pp 249-259
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26 - Equilibrium Theory
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- 17 June 2021, pp 284-297
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Frontmatter
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Preface
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21 - Determining a Unique Q
- from Part V - Applications in Financial Economics
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- 17 June 2021, pp 227-239
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12 - Non-Linear Filtering with Wiener Noise
- from Part IV - Non-Linear Filtering Theory
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- 17 June 2021, pp 127-140
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6 - Connections between Stochastic Differential Equations and Partial Integro-Differential Equations
- from Part I - Point Processes
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- 17 June 2021, pp 56-63
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25 - Interest-Rate Theory
- from Part V - Applications in Financial Economics
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- 17 June 2021, pp 265-283
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4 - Counting Processes with Stochastic Intensities
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- 17 June 2021, pp 36-42
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16 - Basic Arbitrage Theory
- from Part V - Applications in Financial Economics
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- 17 June 2021, pp 173-187
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1 - Counting Processes
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- 17 June 2021, pp 3-7
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