Found: 9
Select item for more details and to access through your institution.
The self-financing equation in limit order book markets.
- Published in:
- Finance & Stochastics, 2019, v. 23, n. 3, p. 729, doi. 10.1007/s00780-019-00398-z
- By:
- Publication type:
- Article
Distributional compatibility for change of measures.
- Published in:
- Finance & Stochastics, 2019, v. 23, n. 3, p. 761, doi. 10.1007/s00780-019-00393-4
- By:
- Publication type:
- Article
An SPDE model for systemic risk with endogenous contagion.
- Published in:
- Finance & Stochastics, 2019, v. 23, n. 3, p. 535, doi. 10.1007/s00780-019-00396-1
- By:
- Publication type:
- Article
Duality for pathwise superhedging in continuous time.
- Published in:
- Finance & Stochastics, 2019, v. 23, n. 3, p. 697, doi. 10.1007/s00780-019-00395-2
- By:
- Publication type:
- Article
Affine forward variance models.
- Published in:
- Finance & Stochastics, 2019, v. 23, n. 3, p. 501, doi. 10.1007/s00780-019-00392-5
- By:
- Publication type:
- Article
A multi-asset investment and consumption problem with transaction costs.
- Published in:
- Finance & Stochastics, 2019, v. 23, n. 3, p. 641, doi. 10.1007/s00780-019-00391-6
- By:
- Publication type:
- Article
Laws of large numbers for Hayashi–Yoshida-type functionals.
- Published in:
- Finance & Stochastics, 2019, v. 23, n. 3, p. 451, doi. 10.1007/s00780-019-00390-7
- By:
- Publication type:
- Article
Robust utility maximisation in markets with transaction costs.
- Published in:
- Finance & Stochastics, 2019, v. 23, n. 3, p. 677, doi. 10.1007/s00780-019-00389-0
- By:
- Publication type:
- Article
Sensitivity analysis of the utility maximisation problem with respect to model perturbations.
- Published in:
- Finance & Stochastics, 2019, v. 23, n. 3, p. 595, doi. 10.1007/s00780-019-00388-1
- By:
- Publication type:
- Article