Works matching IS 09492984 AND DT 2020 AND VI 24 AND IP 2
Results: 8
Partial liquidation under reference-dependent preferences.
- Published in:
- Finance & Stochastics, 2020, v. 24, n. 2, p. 335, doi. 10.1007/s00780-020-00421-8
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- Article
Consumption in incomplete markets.
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- Finance & Stochastics, 2020, v. 24, n. 2, p. 383, doi. 10.1007/s00780-020-00420-9
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- Article
Regime switching affine processes with applications to finance.
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- Finance & Stochastics, 2020, v. 24, n. 2, p. 309, doi. 10.1007/s00780-020-00419-2
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- Article
The value of informational arbitrage.
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- Finance & Stochastics, 2020, v. 24, n. 2, p. 277, doi. 10.1007/s00780-020-00418-3
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- Article
On fairness of systemic risk measures.
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- Finance & Stochastics, 2020, v. 24, n. 2, p. 513, doi. 10.1007/s00780-020-00417-4
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- Article
Term structure modelling for multiple curves with stochastic discontinuities.
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- Finance & Stochastics, 2020, v. 24, n. 2, p. 465, doi. 10.1007/s00780-020-00416-5
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- Article
An incomplete equilibrium with a stochastic annuity.
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- Finance & Stochastics, 2020, v. 24, n. 2, p. 359, doi. 10.1007/s00780-020-00415-6
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- Article
Trading strategies generated pathwise by functions of market weights.
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- Finance & Stochastics, 2020, v. 24, n. 2, p. 423, doi. 10.1007/s00780-019-00414-2
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- Article