Works matching IS 09492984 AND DT 2016 AND VI 20 AND IP 1
Results: 8
Model-independent superhedging under portfolio constraints.
- Published in:
- Finance & Stochastics, 2016, v. 20, n. 1, p. 51, doi. 10.1007/s00780-015-0284-9
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- Article
Weakly time consistent concave valuations and their dual representations.
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- Finance & Stochastics, 2016, v. 20, n. 1, p. 123, doi. 10.1007/s00780-015-0285-8
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- Article
Facelifting in utility maximization.
- Published in:
- Finance & Stochastics, 2016, v. 20, n. 1, p. 99, doi. 10.1007/s00780-015-0274-y
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- Article
Universal arbitrage aggregator in discrete-time markets under uncertainty.
- Published in:
- Finance & Stochastics, 2016, v. 20, n. 1, p. 1, doi. 10.1007/s00780-015-0283-x
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- Article
Consistent price systems under model uncertainty.
- Published in:
- Finance & Stochastics, 2016, v. 20, n. 1, p. 83, doi. 10.1007/s00780-015-0286-7
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- Article
Superreplication when trading at market indifference prices.
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- Finance & Stochastics, 2016, v. 20, n. 1, p. 153, doi. 10.1007/s00780-015-0278-7
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- Article
Short-time expansions for close-to-the-money options under a Lévy jump model with stochastic volatility.
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- Finance & Stochastics, 2016, v. 20, n. 1, p. 219, doi. 10.1007/s00780-015-0281-z
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- Article
Dynamic optimal execution in a mixed-market-impact Hawkes price model.
- Published in:
- Finance & Stochastics, 2016, v. 20, n. 1, p. 183, doi. 10.1007/s00780-015-0282-y
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- Article