Quasi-sure essential supremum and applications to finance.
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- Finance & Stochastics, 2025, v. 29, n. 1, p. 219, doi. 10.1007/s00780-024-00553-1
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Works matching IS 09492984 AND DT 2025 AND VI 29 AND IP 1
Results: 7
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Lower semicontinuity of monotone functionals in the mixed topology on Cb.
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- Finance & Stochastics, 2025, v. 29, n. 1, p. 261, doi. 10.1007/s00780-024-00552-2
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- Article
3
Convex ordering for stochastic Volterra equations and their Euler schemes.
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- Finance & Stochastics, 2025, v. 29, n. 1, p. 1, doi. 10.1007/s00780-024-00551-3
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- Article
4
Pricing of contingent claims in large markets.
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- Finance & Stochastics, 2025, v. 29, n. 1, p. 177, doi. 10.1007/s00780-024-00554-0
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- Article
5
Polynomial approximation of discounted moments.
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- Finance & Stochastics, 2025, v. 29, n. 1, p. 63, doi. 10.1007/s00780-024-00550-4
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- Article
6
Importance sampling for option pricing with feedforward neural networks.
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- Finance & Stochastics, 2025, v. 29, n. 1, p. 97, doi. 10.1007/s00780-024-00549-x
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- Article
7
Gaussian agency problems with memory and linear contracts.
- Published in:
- Finance & Stochastics, 2025, v. 29, n. 1, p. 143, doi. 10.1007/s00780-024-00548-y
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- Publication type:
- Article