Found: 8
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No-arbitrage under a class of honest times.
- Published in:
- Finance & Stochastics, 2018, v. 22, n. 1, p. 127, doi. 10.1007/s00780-017-0345-3
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- Publication type:
- Article
Optimal liquidation under stochastic liquidity.
- Published in:
- Finance & Stochastics, 2018, v. 22, n. 1, p. 39, doi. 10.1007/s00780-017-0346-2
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- Publication type:
- Article
Financial equilibrium with asymmetric information and random horizon.
- Published in:
- Finance & Stochastics, 2018, v. 22, n. 1, p. 97, doi. 10.1007/s00780-017-0348-0
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- Article
Replicating portfolio approach to capital calculation.
- Published in:
- Finance & Stochastics, 2018, v. 22, n. 1, p. 181, doi. 10.1007/s00780-017-0347-1
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- Publication type:
- Article
An enlargement of filtration formula with applications to multiple non-ordered default times.
- Published in:
- Finance & Stochastics, 2018, v. 22, n. 1, p. 205, doi. 10.1007/s00780-017-0349-z
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- Publication type:
- Article
Shadow prices, fractional Brownian motion, and portfolio optimisation under transaction costs.
- Published in:
- Finance & Stochastics, 2018, v. 22, n. 1, p. 161, doi. 10.1007/s00780-017-0351-5
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- Publication type:
- Article
Time-consistent stopping under decreasing impatience.
- Published in:
- Finance & Stochastics, 2018, v. 22, n. 1, p. 69, doi. 10.1007/s00780-017-0350-6
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- Publication type:
- Article
Dynamic programming approach to principal-agent problems.
- Published in:
- Finance & Stochastics, 2018, v. 22, n. 1, p. 1, doi. 10.1007/s00780-017-0344-4
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- Publication type:
- Article