Works matching IS 09492984 AND DT 2012 AND VI 16 AND IP 4
Results: 7
Horizon dependence of utility optimizers in incomplete models.
- Published in:
- Finance & Stochastics, 2012, v. 16, n. 4, p. 779, doi. 10.1007/s00780-012-0171-6
- By:
- Publication type:
- Article
Market viability via absence of arbitrage of the first kind.
- Published in:
- Finance & Stochastics, 2012, v. 16, n. 4, p. 651, doi. 10.1007/s00780-012-0172-5
- By:
- Publication type:
- Article
Risk assessment for uncertain cash flows: model ambiguity, discounting ambiguity, and the role of bubbles.
- Published in:
- Finance & Stochastics, 2012, v. 16, n. 4, p. 669, doi. 10.1007/s00780-012-0176-1
- By:
- Publication type:
- Article
Continuous-time trading and the emergence of probability.
- Published in:
- Finance & Stochastics, 2012, v. 16, n. 4, p. 561, doi. 10.1007/s00780-012-0180-5
- By:
- Publication type:
- Article
The fundamental theorem of asset pricing under transaction costs.
- Published in:
- Finance & Stochastics, 2012, v. 16, n. 4, p. 741, doi. 10.1007/s00780-012-0185-0
- By:
- Publication type:
- Article
Model-independent hedging strategies for variance swaps.
- Published in:
- Finance & Stochastics, 2012, v. 16, n. 4, p. 611, doi. 10.1007/s00780-012-0190-3
- 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