Found: 12
Select item for more details and to access through your institution.
Optimal bailout strategies resulting from the drift controlled supercooled Stefan problem.
- Published in:
- Annals of Operations Research, 2024, v. 336, n. 1/2, p. 1315, doi. 10.1007/s10479-023-05293-7
- By:
- Publication type:
- Article
Special issue on machine learning in finance.
- Published in:
- Mathematical Finance, 2024, v. 34, n. 2, p. 259, doi. 10.1111/mafi.12430
- By:
- Publication type:
- Article
Correction to: Optimal bailout strategies resulting from the drift controlled supercooled Stefan problem.
- Published in:
- 2024
- By:
- Publication type:
- Correction Notice
RISK MEASURES UNDER MODEL UNCERTAINTY: A BAYESIAN VIEWPOINT.
- Published in:
- Frontiers of Mathematical Finance, 2023, v. 2, n. 4, p. 438, doi. 10.3934/fmf.2023017
- By:
- Publication type:
- Article
Model‐free portfolio theory: A rough path approach.
- Published in:
- Mathematical Finance, 2023, v. 33, n. 3, p. 709, doi. 10.1111/mafi.12376
- By:
- Publication type:
- Article
Infinite-dimensional polynomial processes.
- Published in:
- Finance & Stochastics, 2021, v. 25, n. 2, p. 383, doi. 10.1007/s00780-021-00450-x
- By:
- Publication type:
- Article
A Generative Adversarial Network Approach to Calibration of Local Stochastic Volatility Models.
- Published in:
- Risks, 2020, v. 8, n. 4, p. 101, doi. 10.3390/risks8040101
- By:
- Publication type:
- Article
Cover's universal portfolio, stochastic portfolio theory, and the numéraire portfolio.
- Published in:
- Mathematical Finance, 2019, v. 29, n. 3, p. 773, doi. 10.1111/mafi.12201
- By:
- Publication type:
- Article
Affine multiple yield curve models.
- Published in:
- Mathematical Finance, 2019, v. 29, n. 2, p. 568, doi. 10.1111/mafi.12183
- By:
- Publication type:
- Article
A general HJM framework for multiple yield curve modelling.
- Published in:
- Finance & Stochastics, 2016, v. 20, n. 2, p. 267, doi. 10.1007/s00780-016-0291-5
- By:
- Publication type:
- Article
A convergence result for the Emery topology and a variant of the proof of the fundamental theorem of asset pricing.
- Published in:
- Finance & Stochastics, 2015, v. 19, n. 4, p. 743, doi. 10.1007/s00780-015-0276-9
- By:
- Publication type:
- Article
Polynomial processes and their applications to mathematical finance.
- Published in:
- Finance & Stochastics, 2012, v. 16, n. 4, p. 711, doi. 10.1007/s00780-012-0188-x
- By:
- Publication type:
- Article