Works matching IS 09492984 AND DT 2014 AND VI 18 AND IP 4
Results: 8
Portfolio optimization under convex incentive schemes.
- Published in:
- Finance & Stochastics, 2014, v. 18, n. 4, p. 873, doi. 10.1007/s00780-014-0236-9
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- Publication type:
- Article
Asian options and meromorphic Lévy processes.
- Published in:
- Finance & Stochastics, 2014, v. 18, n. 4, p. 825, doi. 10.1007/s00780-014-0237-8
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- Article
Superreplication under model uncertainty in discrete time.
- Published in:
- Finance & Stochastics, 2014, v. 18, n. 4, p. 791, doi. 10.1007/s00780-014-0238-7
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- Article
Pricing vulnerable claims in a Lévy-driven model.
- Published in:
- Finance & Stochastics, 2014, v. 18, n. 4, p. 755, doi. 10.1007/s00780-014-0239-6
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- Publication type:
- Article
Optimal investment and contingent claim valuation in illiquid markets.
- Published in:
- Finance & Stochastics, 2014, v. 18, n. 4, p. 733, doi. 10.1007/s00780-014-0240-0
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- Article
FTAP in finite discrete time with transaction costs by utility maximization.
- Published in:
- Finance & Stochastics, 2014, v. 18, n. 4, p. 805, doi. 10.1007/s00780-014-0241-z
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- Publication type:
- Article
Asymptotic arbitrage with small transaction costs.
- Published in:
- Finance & Stochastics, 2014, v. 18, n. 4, p. 917, doi. 10.1007/s00780-014-0242-y
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- Article
Bottleneck options.
- Published in:
- Finance & Stochastics, 2014, v. 18, n. 4, p. 845, doi. 10.1007/s00780-013-0222-7
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- Publication type:
- Article