Works matching IS 09492984 AND DT 2024 AND VI 28 AND IP 2
Results: 7
Optimal consumption and investment with welfare constraints.
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- Finance & Stochastics, 2024, v. 28, n. 2, p. 391, doi. 10.1007/s00780-024-00529-1
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- Article
A framework for measures of risk under uncertainty.
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- Finance & Stochastics, 2024, v. 28, n. 2, p. 363, doi. 10.1007/s00780-024-00528-2
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- Article
Optimal investment in a large population of competitive and heterogeneous agents.
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- Finance & Stochastics, 2024, v. 28, n. 2, p. 497, doi. 10.1007/s00780-023-00527-9
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- Article
Hedging with physical or cash settlement under transient multiplicative price impact.
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- Finance & Stochastics, 2024, v. 28, n. 2, p. 285, doi. 10.1007/s00780-024-00531-7
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- Article
Quadratic expansions in optimal investment with respect to perturbations of the semimartingale model.
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- Finance & Stochastics, 2024, v. 28, n. 2, p. 553, doi. 10.1007/s00780-024-00532-6
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- Article
Existence of an equilibrium with limited participation.
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- Finance & Stochastics, 2024, v. 28, n. 2, p. 329, doi. 10.1007/s00780-024-00530-8
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- Article
Optimal reinsurance via BSDEs in a partially observable model with jump clusters.
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- Finance & Stochastics, 2024, v. 28, n. 2, p. 453, doi. 10.1007/s00780-023-00523-z
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- Article