Technical Reports 2009


09:01. S. Ferrando . Adaptive Vector Valued Martingales Applications to Image Compression.

09:02. P. Cartuogno , A. Gonzalez and S. Ferrando. Efficient Hedging using a Dynamic Portfolio of Binary Options .

09:03. M. Escobar , P. Olivares . The Principal Component Stochastic Volatility Model: Estimation and Pricing of Mountain Range Derivatives..

09:04. W. Aiello, A. Bonato, C. Cooper, J. Janssen, and P. Prałat. A Spatial Web Graph Model with Local Influence Regions.

09:05. A. Bonato, N. Hadi, P. Horn, P. Prałat, C. Wang. Models of On-line Social Networks.

09:06. P. Olivares . Estimating FunctionMethods for Stochastic Di¤erential Equations with jumps .

09:07. M. Morales , P. Olivares . On the Expected Discounted Penalty Function for a Risk Model Driven by a
Spectrally Negative L´evy Process.

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