Works matching IS 09492984 AND DT 2016 AND VI 20 AND IP 2
Results: 8
Optimal portfolio liquidation in target zone models and catalytic superprocesses.
- Published in:
- Finance & Stochastics, 2016, v. 20, n. 2, p. 495, doi. 10.1007/s00780-015-0280-0
- By:
- Publication type:
- Article
Adapting extreme value statistics to financial time series: dealing with bias and serial dependence.
- Published in:
- Finance & Stochastics, 2016, v. 20, n. 2, p. 321, doi. 10.1007/s00780-015-0287-6
- By:
- Publication type:
- Article
Adaptive basket liquidation.
- Published in:
- Finance & Stochastics, 2016, v. 20, n. 2, p. 455, doi. 10.1007/s00780-016-0290-6
- By:
- Publication type:
- Article
Stability of utility maximization in nonequivalent markets.
- Published in:
- Finance & Stochastics, 2016, v. 20, n. 2, p. 511, doi. 10.1007/s00780-016-0289-z
- By:
- Publication type:
- Article
A general HJM framework for multiple yield curve modelling.
- Published in:
- Finance & Stochastics, 2016, v. 20, n. 2, p. 267, doi. 10.1007/s00780-016-0291-5
- By:
- Publication type:
- Article
Risk measures with the CxLS property.
- Published in:
- Finance & Stochastics, 2016, v. 20, n. 2, p. 433, doi. 10.1007/s00780-015-0279-6
- By:
- Publication type:
- Article
Asymptotic replication with modified volatility under small transaction costs.
- Published in:
- Finance & Stochastics, 2016, v. 20, n. 2, p. 381, doi. 10.1007/s00780-016-0294-2
- By:
- Publication type:
- Article
In the insurance business risky investments are dangerous: the case of negative risk sums.
- Published in:
- Finance & Stochastics, 2016, v. 20, n. 2, p. 355, doi. 10.1007/s00780-016-0292-4
- By:
- Publication type:
- Article