Works matching IS 09492984 AND DT 2014 AND VI 18 AND IP 3
Results: 7
An optimal execution problem with market impact.
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- Finance & Stochastics, 2014, v. 18, n. 3, p. 695, doi. 10.1007/s00780-014-0232-0
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- Article
On arbitrages arising with honest times.
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- Finance & Stochastics, 2014, v. 18, n. 3, p. 515, doi. 10.1007/s00780-014-0231-1
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- Article
Confidence sets in nonparametric calibration of exponential Lévy models.
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- Finance & Stochastics, 2014, v. 18, n. 3, p. 617, doi. 10.1007/s00780-014-0228-9
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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
Fundamental theorems of asset pricing for piecewise semimartingales of stochastic dimension.
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- Finance & Stochastics, 2014, v. 18, n. 3, p. 487, doi. 10.1007/s00780-014-0230-2
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- Article
Pseudo linear pricing rule for utility indifference valuation.
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- Finance & Stochastics, 2014, v. 18, n. 3, p. 593, doi. 10.1007/s00780-014-0235-x
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- Article
A theory of Markovian time-inconsistent stochastic control in discrete time.
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- Finance & Stochastics, 2014, v. 18, n. 3, p. 545, doi. 10.1007/s00780-014-0234-y
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- Article