Search Results - "KIMBALL, LUCIA"

ON THE NUMERICAL ASPECTS OF OPTIMAL OPTION HEDGING WITH TRANSACTION COSTS.

Authors: JOSEPHY, NORMAN KIMBALL, LUCIA STEBLOVSKAYA, VICTORIA

Source: International Journal of Theoretical & Applied Finance. Feb2017, Vol. 20 Issue 1, p-1. 22p.

Optimal hedging in an extended binomial market under transaction costs.

Authors: Josephy, Norman Kimball, Lucia Steblovskaya, Victoria

Source: Quantitative Finance. May2016, Vol. 16 Issue 5, p763-776. 14p. 6 Charts, 2 Graphs.

Optimal Hedging and Pricing of Equity-LinkedLife Insurance Contracts in a Discrete-Time Incomplete Market.

Authors: Josephy, Norman Kimball, Lucia Steblovskaya, Victoria

Source: Journal of Probability & Statistics. 2011, p1-23. 23p. 4 Charts, 4 Graphs.

An Implementation of the Stochastic OPF Problem.

Authors: Kimball, Lucia M. Clements, Kevin A. Davis, Paul W.

Source: Electric Power Components & Systems. Dec2003, Vol. 31 Issue 12, p1193. 12p.

Subjects: Algorithms, Electric power systems