Works matching IS 09492984 AND DT 2010 AND VI 14 AND IP 3
Results: 7
Asymptotic distribution of law-invariant risk functionals.
- Published in:
- Finance & Stochastics, 2010, v. 14, n. 3, p. 397, doi. 10.1007/s00780-009-0121-0
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- Article
Exponential utility maximization under partial information.
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- Finance & Stochastics, 2010, v. 14, n. 3, p. 419, doi. 10.1007/s00780-009-0114-z
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- Article
Perturbed Brownian motion and its application to Parisian option pricing.
- Published in:
- Finance & Stochastics, 2010, v. 14, n. 3, p. 473, doi. 10.1007/s00780-009-0113-0
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- Article
Representation of the penalty term of dynamic concave utilities.
- Published in:
- Finance & Stochastics, 2010, v. 14, n. 3, p. 449, doi. 10.1007/s00780-009-0119-7
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- Article
Option hedging for small investors under liquidity costs.
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- Finance & Stochastics, 2010, v. 14, n. 3, p. 317, doi. 10.1007/s00780-009-0116-x
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- Article
On measuring nonlinear risk with scarce observations.
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- Finance & Stochastics, 2010, v. 14, n. 3, p. 375, doi. 10.1007/s00780-009-0107-y
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- Article
Asset allocation and liquidity breakdowns: what if your broker does not answer the phone?
- Published in:
- Finance & Stochastics, 2010, v. 14, n. 3, p. 343, doi. 10.1007/s00780-008-0085-5
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- Article