Found: 7
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Dynamic mean–variance problem with frictions.
- Published in:
- Finance & Stochastics, 2022, v. 26, n. 2, p. 267, doi. 10.1007/s00780-022-00474-x
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- Publication type:
- Article
A scaling limit for utility indifference prices in the discretised Bachelier model.
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- Finance & Stochastics, 2022, v. 26, n. 2, p. 335, doi. 10.1007/s00780-022-00473-y
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- Article
Scaled insurance cash flows: representation and computation via change of measure techniques.
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- Finance & Stochastics, 2022, v. 26, n. 2, p. 359, doi. 10.1007/s00780-022-00472-z
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- Article
Optimal consumption with reference to past spending maximum.
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- Finance & Stochastics, 2022, v. 26, n. 2, p. 217, doi. 10.1007/s00780-022-00475-w
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- Publication type:
- Article
An analytical study of participating policies with minimum rate guarantee and surrender option.
- Published in:
- Finance & Stochastics, 2022, v. 26, n. 2, p. 173, doi. 10.1007/s00780-022-00471-0
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- Publication type:
- Article
Machine learning with kernels for portfolio valuation and risk management.
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- Finance & Stochastics, 2022, v. 26, n. 2, p. 131, doi. 10.1007/s00780-021-00465-4
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- Publication type:
- Article
A time-inconsistent Dynkin game: from intra-personal to inter-personal equilibria.
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- Finance & Stochastics, 2022, v. 26, n. 2, p. 301, doi. 10.1007/s00780-021-00468-1
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- Article