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Browsing by Author Patron, Maria-Cristina

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PreviewIssue DateTitleAuthor(s)
Dec-1999Certification of Compiler Optimizations using Kleene Algebra with TestsPatron, Maria-Cristina; Kozen, Dexter
22-Jan-2003Discrete Hedging Under Piecewise Linear Risk ManagementColeman, Thomas F.; Li, Yuying; Patron, Maria-Cristina
21-May-2004Hedging guarantees in variable annuities (under both market and interest rate risks)Coleman, Thomas F; Li, Yuying; Patron, Maria-Cristina
12-Apr-2004Robustly Hedging Variable Annuities with Guarantees Under Jump and Volatility RisksColeman, Thomas; Kim, Yohan; Li, Yuying; Patron, Maria-Cristina
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