A framework of state-dependent utility optimisation with general benchmarks.
- Published in:
- Finance & Stochastics, 2025, v. 29, n. 2, p. 469, doi. 10.1007/s00780-025-00561-9
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- Publication type:
- Article
Works matching IS 09492984 AND DT 2025 AND VI 29 AND IP 2
Results: 7
1
2
Fast and slow optimal trading with exogenous information.
- Published in:
- Finance & Stochastics, 2025, v. 29, n. 2, p. 553, doi. 10.1007/s00780-025-00560-w
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- Publication type:
- Article
3
Optimal bubble riding: a mean field game with varying entry times.
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- Finance & Stochastics, 2025, v. 29, n. 2, p. 343, doi. 10.1007/s00780-025-00559-3
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- Publication type:
- Article
4
Strategies with minimal norm are optimal for expected utility maximisation under high model ambiguity.
- Published in:
- Finance & Stochastics, 2025, v. 29, n. 2, p. 519, doi. 10.1007/s00780-025-00558-4
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- Publication type:
- Article
5
Universal approximation theorems for continuous functions of càdlàg paths and Lévy-type signature models.
- Published in:
- Finance & Stochastics, 2025, v. 29, n. 2, p. 289, doi. 10.1007/s00780-025-00557-5
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- Publication type:
- Article
6
Efficient evaluation of expectations of functions of a Lévy process and its extremum.
- Published in:
- Finance & Stochastics, 2025, v. 29, n. 2, p. 443, doi. 10.1007/s00780-025-00556-6
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- Publication type:
- Article
7
Risk-constrained portfolio choice under rank-dependent utility.
- Published in:
- Finance & Stochastics, 2025, v. 29, n. 2, p. 399, doi. 10.1007/s00780-024-00555-z
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- Publication type:
- Article