Works matching IS 09492984 AND DT 2019 AND VI 23 AND IP 4
Results: 10
Extreme at-the-money skew in a local volatility model.
- Published in:
- Finance & Stochastics, 2019, v. 23, n. 4, p. 827, doi. 10.1007/s00780-019-00406-2
- By:
- Publication type:
- Article
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
Finite-horizon optimal investment with transaction costs: construction of the optimal strategies.
- Published in:
- Finance & Stochastics, 2019, v. 23, n. 4, p. 861, doi. 10.1007/s00780-019-00404-4
- By:
- Publication type:
- Article
Forward transition rates.
- Published in:
- Finance & Stochastics, 2019, v. 23, n. 4, p. 975, doi. 10.1007/s00780-019-00397-0
- By:
- Publication type:
- Article
Risk sharing for capital requirements with multidimensional security markets.
- Published in:
- Finance & Stochastics, 2019, v. 23, n. 4, p. 925, doi. 10.1007/s00780-019-00402-6
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- Publication type:
- Article
Financial risk measures for a network of individual agents holding portfolios of light-tailed objects.
- Published in:
- Finance & Stochastics, 2019, v. 23, n. 4, p. 795, doi. 10.1007/s00780-019-00401-7
- By:
- Publication type:
- Article
An application of fractional differential equations to risk theory.
- Published in:
- Finance & Stochastics, 2019, v. 23, n. 4, p. 1001, doi. 10.1007/s00780-019-00400-8
- By:
- Publication type:
- Article
Dual utilities on risk aggregation under dependence uncertainty.
- Published in:
- Finance & Stochastics, 2019, v. 23, n. 4, p. 1025, doi. 10.1007/s00780-019-00399-y
- By:
- Publication type:
- Article
Prospective strict no-arbitrage and the fundamental theorem of asset pricing under transaction costs.
- Published in:
- Finance & Stochastics, 2019, v. 23, n. 4, p. 1049, doi. 10.1007/s00780-019-00403-5
- By:
- Publication type:
- Article
Multi-dimensional optimal trade execution under stochastic resilience.
- Published in:
- Finance & Stochastics, 2019, v. 23, n. 4, p. 889, doi. 10.1007/s00780-019-00394-3
- By:
- Publication type:
- Article