Exponential utility maximization in small/large financial markets.
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- Modern Stochastics: Theory & Applications, 2025, v. 12, n. 2, p. 225, doi. 10.15559/24-VMSTA270
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- Publication type:
- Article
Works matching IS 23516046 AND DT 2025 AND VI 12 AND IP 2
Results: 7
1
2
Noncentral moderate deviations for time-changed Lévy processes with inverse of stable subordinators.
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- Modern Stochastics: Theory & Applications, 2025, v. 12, n. 2, p. 203, doi. 10.15559/24-VMSTA269
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- Publication type:
- Article
3
Regularity of paths of stochastic measures.
- Published in:
- Modern Stochastics: Theory & Applications, 2025, v. 12, n. 2, p. 189, doi. 10.15559/24-VMSTA268
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- Publication type:
- Article
4
Statistical inference for nth-order mixed fractional Brownian motion with polynomial drift.
- Published in:
- Modern Stochastics: Theory & Applications, 2025, v. 12, n. 2, p. 169, doi. 10.15559/24-VMSTA267
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- Publication type:
- Article
5
Bivariate dependence, stochastic orders and conditional tails of the recurrence times in a renewal process.
- Published in:
- Modern Stochastics: Theory & Applications, 2025, v. 12, n. 2, p. 153, doi. 10.15559/24-VMSTA266
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- Publication type:
- Article
6
Subdiffusive option price model with Inverse Gaussian subordinator.
- Published in:
- Modern Stochastics: Theory & Applications, 2025, v. 12, n. 2, p. 135, doi. 10.15559/24-VMSTA265
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- Publication type:
- Article
7
A note on optimal liquidation with linear price impact.
- Published in:
- Modern Stochastics: Theory & Applications, 2025, v. 12, n. 2, p. 123, doi. 10.15559/24-VMSTA264
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- Publication type:
- Article