Works matching IS 09492984 AND DT 2014 AND VI 18 AND IP 1
Results: 8
A mathematical treatment of bank monitoring incentives.
- Published in:
- Finance & Stochastics, 2014, v. 18, n. 1, p. 39, doi. 10.1007/s00780-013-0202-y
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- Article
Comonotone Pareto optimal allocations for law invariant robust utilities on L.
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- Finance & Stochastics, 2014, v. 18, n. 1, p. 249, doi. 10.1007/s00780-013-0214-7
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- Article
On the hedging of options on exploding exchange rates.
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- Finance & Stochastics, 2014, v. 18, n. 1, p. 115, doi. 10.1007/s00780-013-0218-3
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- Article
Efficient discretization of stochastic integrals.
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- Finance & Stochastics, 2014, v. 18, n. 1, p. 175, doi. 10.1007/s00780-013-0215-6
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- Article
Stochastic mortality models: an infinite-dimensional approach.
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- Finance & Stochastics, 2014, v. 18, n. 1, p. 209, doi. 10.1007/s00780-013-0219-2
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- Article
Abstract, classic, and explicit turnpikes.
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- Finance & Stochastics, 2014, v. 18, n. 1, p. 75, doi. 10.1007/s00780-013-0216-5
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- Article
Transaction costs, trading volume, and the liquidity premium.
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- Finance & Stochastics, 2014, v. 18, n. 1, p. 1, doi. 10.1007/s00780-013-0210-y
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- Article
Beyond cash-additive risk measures: when changing the numéraire fails.
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- Finance & Stochastics, 2014, v. 18, n. 1, p. 145, doi. 10.1007/s00780-013-0220-9
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- Article