Works matching IS 09492984 AND DT 2019 AND VI 23 AND IP 2
Results: 6
Call for papers for a special issue of Finance and Stochastics on "Vector- and set-valued methods in stochastic finance and related areas".
- Published in:
- 2019
- Publication type:
- Announcement
Some no-arbitrage rules under short-sales constraints, and applications to converging asset prices.
- Published in:
- Finance & Stochastics, 2019, v. 23, n. 2, p. 397, doi. 10.1007/s00780-019-00386-3
- By:
- Publication type:
- Article
Robust bounds for the American put.
- Published in:
- Finance & Stochastics, 2019, v. 23, n. 2, p. 359, doi. 10.1007/s00780-019-00385-4
- By:
- Publication type:
- Article
Estimating the Hurst parameter from short term volatility swaps: a Malliavin calculus approach.
- Published in:
- Finance & Stochastics, 2019, v. 23, n. 2, p. 423, doi. 10.1007/s00780-019-00384-5
- By:
- Publication type:
- Article
Consumption, investment and healthcare with aging.
- Published in:
- Finance & Stochastics, 2019, v. 23, n. 2, p. 313, doi. 10.1007/s00780-019-00383-6
- By:
- Publication type:
- Article
Incorporating signals into optimal trading.
- Published in:
- Finance & Stochastics, 2019, v. 23, n. 2, p. 275, doi. 10.1007/s00780-019-00382-7
- By:
- Publication type:
- Article