7th General AMaMeF and Swissquote Conference, Lausanne, Switzerland (2015) Title of the talk: On mean-variance hedging under partial observations
Publications
Articles
2005
N. Jacob, V. Knopova. "Fractional derivatives and fractional powers as tools in understand-
ing Wentzel boundary value problems for pseudo-differential operators generating Markov
processes. ". Frac. Calc. Appl. Anal. 8 (2) , pp. 91 - 112, - 2005
N. Jacob, V. Knopova. " Fractional derivatives and fractional powers as tools in understand-
ing Wentzel boundary value problems for pseudo-differential operators generating Markov
processes. ". Frac. Calc. Appl. Anal. 8 (2) , pp. 91 - 112, - 2005
N. Jacob, V. Knopova. " Fractional derivatives and fractional powers as tools in understand-
ing Wentzel boundary value problems for pseudo-differential operators generating Markov
processes. ". Frac. Calc. Appl. Anal. 8 (2) , pp. 91 - 112, - 2005
2004
V. Knopova. "Semigroups generated by certain pseudo-differential operators in the half-
space R^{n+1}_{0+}.". Coll. Math. 101 (4) , pp. 221 - 235, - 2004
V. Knopova. "Semigroups generated by certain pseudo-differential operators in the half-
space R^{n+1}_{0+}.". Coll. Math. 101 (4) , pp. 221 - 235, - 2004
V. Knopova. "On some operators with complex-valued continuous negative definite sym-
bol which are generators of L p -sub-Markovian semigroups. ". Frac. Calc. Appl. Anal. 7 (2), pp. 149 - 167, - 2004
V. Knopova. " On a generator of an L p -sub-Markovian semigroup in R^{n+1}_{0+}.". Ran. Oper.
Stoch. Eq. 12 (2) , pp. 185 - 192, - 2004
V. Knopova. "On some operators with complex-valued continuous negative definite sym-
bol which are generators of L p -sub-Markovian semigroups. ". Frac. Calc. Appl. Anal. 7 (2), pp. 149 - 167, - 2004
V. Knopova. " On a generator of an L p -sub-Markovian semigroup in R^{n+1}_{0+}.". Ran. Oper.
Stoch. Eq. 12 (2) , pp. 185 - 192, - 2004