Works matching IS 09492984 AND DT 2023 AND VI 27 AND IP 2
Results: 7
Optional projection under equivalent local martingale measures.
- Published in:
- Finance & Stochastics, 2023, v. 27, n. 2, p. 435, doi. 10.1007/s00780-023-00503-3
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- Article
A continuous-time model of self-protection.
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- Finance & Stochastics, 2023, v. 27, n. 2, p. 503, doi. 10.1007/s00780-023-00502-4
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- Article
Market-to-book ratio in stochastic portfolio theory.
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- Finance & Stochastics, 2023, v. 27, n. 2, p. 401, doi. 10.1007/s00780-023-00501-5
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- Article
Optimal dividends under a drawdown constraint and a curious square-root rule.
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- Finance & Stochastics, 2023, v. 27, n. 2, p. 341, doi. 10.1007/s00780-023-00500-6
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- Article
Price impact in Nash equilibria.
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- Finance & Stochastics, 2023, v. 27, n. 2, p. 305, doi. 10.1007/s00780-023-00499-w
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- Article
Entropy martingale optimal transport and nonlinear pricing–hedging duality.
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- Finance & Stochastics, 2023, v. 27, n. 2, p. 255, doi. 10.1007/s00780-023-00498-x
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- Article
Optimal insurance under maxmin expected utility.
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- Finance & Stochastics, 2023, v. 27, n. 2, p. 467, doi. 10.1007/s00780-023-00497-y
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- Article