Works matching IS 09492984 AND DT 2023 AND VI 27 AND IP 3
Results: 6
Fundamental theorem of asset pricing with acceptable risk in markets with frictions.
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- Finance & Stochastics, 2023, v. 27, n. 3, p. 831, doi. 10.1007/s00780-023-00509-x
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- Article
Optimal execution with multiplicative price impact and incomplete information on the return.
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- Finance & Stochastics, 2023, v. 27, n. 3, p. 713, doi. 10.1007/s00780-023-00508-y
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- Article
Rogue traders.
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- Finance & Stochastics, 2023, v. 27, n. 3, p. 539, doi. 10.1007/s00780-023-00507-z
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- Article
Continuous-time incentives in hierarchies.
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- Finance & Stochastics, 2023, v. 27, n. 3, p. 605, doi. 10.1007/s00780-023-00506-0
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- Article
A general approach for Parisian stopping times under Markov processes.
- Published in:
- Finance & Stochastics, 2023, v. 27, n. 3, p. 769, doi. 10.1007/s00780-023-00505-1
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- Article
Contagious McKean–Vlasov systems with heterogeneous impact and exposure.
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- Finance & Stochastics, 2023, v. 27, n. 3, p. 663, doi. 10.1007/s00780-023-00504-2
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- Article