Works matching IS 09492984 AND DT 2015 AND VI 19 AND IP 1
Results: 7
Optimal investment and price dependence in a semi-static market.
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- Finance & Stochastics, 2015, v. 19, n. 1, p. 161, doi. 10.1007/s00780-014-0245-8
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- Article
Portfolio optimization with insider's initial information and counterparty risk.
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- Finance & Stochastics, 2015, v. 19, n. 1, p. 109, doi. 10.1007/s00780-014-0246-7
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- Article
Multi-portfolio time consistency for set-valued convex and coherent risk measures.
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- Finance & Stochastics, 2015, v. 19, n. 1, p. 67, doi. 10.1007/s00780-014-0247-6
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- Article
Necessary and sufficient conditions in the problem of optimal investment with intermediate consumption.
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- Finance & Stochastics, 2015, v. 19, n. 1, p. 135, doi. 10.1007/s00780-014-0248-5
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- Article
Robust price bounds for the forward starting straddle.
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- Finance & Stochastics, 2015, v. 19, n. 1, p. 189, doi. 10.1007/s00780-014-0249-4
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- Article
Existence of an endogenously complete equilibrium driven by a diffusion.
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- Finance & Stochastics, 2015, v. 19, n. 1, p. 1, doi. 10.1007/s00780-014-0250-y
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- Article
Risk measures for processes and BSDEs.
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- Finance & Stochastics, 2015, v. 19, n. 1, p. 23, doi. 10.1007/s00780-014-0243-x
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- Article