Delong, Łukasz No-good-deal, local mean-variance and ambiguity risk pricing and hedging for an insurance payment process. (English) Zbl 1277.91060 Astin Bull. 42, No. 1, 203-232 (2012). MSC: 91B25 91B30 60G55 91G20 PDFBibTeX XMLCite \textit{Ł. Delong}, ASTIN Bull. 42, No. 1, 203--232 (2012; Zbl 1277.91060) Full Text: DOI
Delong, Łukasz; Imkeller, Peter On Malliavin’s differentiability of BSDEs with time delayed generators driven by Brownian motions and Poisson random measures. (English) Zbl 1200.60041 Stochastic Processes Appl. 120, No. 9, 1748-1775 (2010). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60H07 60H30 60G51 60G57 60H10 PDFBibTeX XMLCite \textit{Ł. Delong} and \textit{P. Imkeller}, Stochastic Processes Appl. 120, No. 9, 1748--1775 (2010; Zbl 1200.60041) Full Text: DOI arXiv