Works matching IS 09492984 AND DT 2020 AND VI 24 AND IP 4
Results: 8
Optimal reduction of public debt under partial observation of the economic growth.
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- Finance & Stochastics, 2020, v. 24, n. 4, p. 1083, doi. 10.1007/s00780-020-00438-z
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- Article
Extended weak convergence and utility maximisation with proportional transaction costs.
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- Finance & Stochastics, 2020, v. 24, n. 4, p. 1013, doi. 10.1007/s00780-020-00437-0
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- Article
Construction of a class of forward performance processes in stochastic factor models, and an extension of Widder's theorem.
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- Finance & Stochastics, 2020, v. 24, n. 4, p. 981, doi. 10.1007/s00780-020-00436-1
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- Article
The Leland–Toft optimal capital structure model under Poisson observations.
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- Finance & Stochastics, 2020, v. 24, n. 4, p. 1035, doi. 10.1007/s00780-020-00431-6
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- Article
The Riesz representation theorem and weak<sup>∗</sup> compactness of semimartingales.
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- Finance & Stochastics, 2020, v. 24, n. 4, p. 827, doi. 10.1007/s00780-020-00432-5
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- Article
Optimal insurance with background risk: An analysis of general dependence structures.
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- Finance & Stochastics, 2020, v. 24, n. 4, p. 903, doi. 10.1007/s00780-020-00429-0
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- Article
Filtration shrinkage, the structure of deflators, and failure of market completeness.
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- Finance & Stochastics, 2020, v. 24, n. 4, p. 871, doi. 10.1007/s00780-020-00435-2
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- Article
Asset prices in segmented and integrated markets.
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- Finance & Stochastics, 2020, v. 24, n. 4, p. 939, doi. 10.1007/s00780-020-00433-4
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- Article