Works matching IS 09492984 AND DT 2024 AND VI 28 AND IP 1
Results: 7
Faking Brownian motion with continuous Markov martingales.
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- Finance & Stochastics, 2024, v. 28, n. 1, p. 259, doi. 10.1007/s00780-023-00526-w
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- Article
Arbitrage problems with reflected geometric Brownian motion.
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- Finance & Stochastics, 2024, v. 28, n. 1, p. 1, doi. 10.1007/s00780-023-00525-x
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- Article
A càdlàg rough path foundation for robust finance.
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- Finance & Stochastics, 2024, v. 28, n. 1, p. 215, doi. 10.1007/s00780-023-00522-0
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- Article
Optimal investment and consumption for financial markets with jumps under transaction costs.
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- Finance & Stochastics, 2024, v. 28, n. 1, p. 123, doi. 10.1007/s00780-023-00521-1
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- Article
Pricing options on flow forwards by neural networks in a Hilbert space.
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- Finance & Stochastics, 2024, v. 28, n. 1, p. 81, doi. 10.1007/s00780-023-00520-2
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- Article
Investment–consumption–insurance optimisation problem with multiple habit formation and non-exponential discounting.
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- Finance & Stochastics, 2024, v. 28, n. 1, p. 161, doi. 10.1007/s00780-023-00510-4
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- Article
Dispersion-constrained martingale Schrödinger problems and the exact joint S&P 500/VIX smile calibration puzzle.
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- Finance & Stochastics, 2024, v. 28, n. 1, p. 27, doi. 10.1007/s00780-023-00524-y
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- Article