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Publications by Mark Rubtsov
Risk Indifference Pricing of Functional Claims of the Yield Surface in the Presence of Partial Information
Communications on Stochastic Analysis
Statistics
Probability
Pricing of Margrabe Options for Large Investors With Application to Asset-Liability Management in Life Insurance
Journal of Mathematical Finance
Related publications
A Maximum Principle Approach to Risk Indifference Pricing With Partial Information
Journal of Applied Mathematics and Stochastic Analysis
Pricing Jump Risk With Utility Indifference
SSRN Electronic Journal
Publication of Partial Presence Information
Production and Indifference Pricing of Transuranium Isotopes
Asset Pricing in the Presence of Social Interaction
SSRN Electronic Journal
Pricing and Hedging Contingent Claims With Regime Switching Risk
Communications in Mathematical Sciences
Mathematics
Applied Mathematics
Dynamic Pricing Strategies in the Presence of Demand Shifts
Manufacturing and Service Operations Management
Management Science
Management
Operations Research
Strategy
Noise Enhanced $M$-Ary Composite Hypothesis-Testing in the Presence of Partial Prior Information
IEEE Transactions on Signal Processing
Electronic Engineering
Signal Processing
Electrical
Dynamic Pricing of Substitutable Products in the Presence of Capacity Flexibility
Manufacturing and Service Operations Management
Management Science
Management
Operations Research
Strategy
