Works matching IS 09492984 AND DT 2017 AND VI 21 AND IP 1
Results: 8
Continuous-time perpetuities and time reversal of diffusions.
- Published in:
- Finance & Stochastics, 2017, v. 21, n. 1, p. 65, doi. 10.1007/s00780-016-0308-0
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- Article
Hedging with small uncertainty aversion.
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- Finance & Stochastics, 2017, v. 21, n. 1, p. 1, doi. 10.1007/s00780-016-0309-z
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- Article
Model uncertainty and the pricing of American options.
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- Finance & Stochastics, 2017, v. 21, n. 1, p. 285, doi. 10.1007/s00780-016-0314-2
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- Article
Arbitrage-free pricing of multi-person game claims in discrete time.
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- Finance & Stochastics, 2017, v. 21, n. 1, p. 111, doi. 10.1007/s00780-016-0315-1
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- Article
Optimal consumption and investment with Epstein-Zin recursive utility.
- Published in:
- Finance & Stochastics, 2017, v. 21, n. 1, p. 187, doi. 10.1007/s00780-016-0316-0
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- Article
Market completion with derivative securities.
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- Finance & Stochastics, 2017, v. 21, n. 1, p. 263, doi. 10.1007/s00780-016-0317-z
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- Article
Watermark options.
- Published in:
- Finance & Stochastics, 2017, v. 21, n. 1, p. 157, doi. 10.1007/s00780-016-0319-x
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- Article
Consumption-investment optimization with Epstein-Zin utility in incomplete markets.
- Published in:
- Finance & Stochastics, 2017, v. 21, n. 1, p. 227, doi. 10.1007/s00780-016-0297-z
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- Article