Works matching IS 09492984 AND DT 2018 AND VI 22 AND IP 4
Results: 7
Stochastic evolution equations in Banach spaces and applications to the Heath-Jarrow-Morton-Musiela equations.
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- Finance & Stochastics, 2018, v. 22, n. 4, p. 959, doi. 10.1007/s00780-018-0374-6
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- Article
Second order approximations for limit order books.
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- Finance & Stochastics, 2018, v. 22, n. 4, p. 827, doi. 10.1007/s00780-018-0373-7
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- Article
Convex duality in optimal investment and contingent claim valuation in illiquid markets.
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- Finance & Stochastics, 2018, v. 22, n. 4, p. 733, doi. 10.1007/s00780-018-0372-8
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- Article
Sensitivity analysis of long-term cash flows.
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- Finance & Stochastics, 2018, v. 22, n. 4, p. 773, doi. 10.1007/s00780-018-0370-x
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- Article
Dynamic trading under integer constraints.
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- Finance & Stochastics, 2018, v. 22, n. 4, p. 919, doi. 10.1007/s00780-018-0369-3
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- Article
Dynamically consistent investment under model uncertainty: the robust forward criteria.
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- Finance & Stochastics, 2018, v. 22, n. 4, p. 879, doi. 10.1007/s00780-018-0368-4
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- Article
Weak time-derivatives and no-arbitrage pricing.
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- Finance & Stochastics, 2018, v. 22, n. 4, p. 1007, doi. 10.1007/s00780-018-0371-9
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- Article