Found: 8
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Portfolio optimization under convex incentive schemes.
- Published in:
- Finance & Stochastics, 2014, v. 18, n. 4, p. 873, doi. 10.1007/s00780-014-0236-9
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- Article
Pricing a contingent claim liability with transaction costs using asymptotic analysis for optimal investment.
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- Finance & Stochastics, 2014, v. 18, n. 3, p. 651, doi. 10.1007/s00780-014-0233-z
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- Article
Optimal investment with correlated stochastic volatility factors.
- Published in:
- Mathematical Finance, 2023, v. 33, n. 2, p. 342, doi. 10.1111/mafi.12371
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- Article
Robust XVA.
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- Mathematical Finance, 2020, v. 30, n. 3, p. 738, doi. 10.1111/mafi.12260
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- Article
Arbitrage-free XVA.
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- Mathematical Finance, 2018, v. 28, n. 2, p. 582, doi. 10.1111/mafi.12146
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- Article
INVESTING WITH LIQUID AND ILLIQUID ASSETS.
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- Mathematical Finance, 2018, v. 28, n. 1, p. 119, doi. 10.1111/mafi.12135
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- Article
SYSTEMIC RISK: THE EFFECT OF MARKET CONFIDENCE.
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- International Journal of Theoretical & Applied Finance, 2020, v. 23, n. 7, p. N.PAG, doi. 10.1142/S0219024920500430
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- Article
Endogenous Inverse Demand Functions.
- Published in:
- Operations Research, 2022, v. 70, n. 5, p. 2702, doi. 10.1287/opre.2022.2325
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- Article