Works matching IS 09601627 AND DT 2021 AND VI 31 AND IP 2
Results: 7
Intra‐Horizon expected shortfall and risk structure in models with jumps.
- Published in:
- Mathematical Finance, 2021, v. 31, n. 2, p. 772, doi. 10.1111/mafi.12302
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- Publication type:
- Article
Double continuation regions for American options under Poisson exercise opportunities.
- Published in:
- Mathematical Finance, 2021, v. 31, n. 2, p. 722, doi. 10.1111/mafi.12301
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- Article
Generalized statistical arbitrage concepts and related gain strategies.
- Published in:
- Mathematical Finance, 2021, v. 31, n. 2, p. 563, doi. 10.1111/mafi.12300
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- Article
Optimal dynamic risk sharing under the time‐consistent mean‐variance criterion.
- Published in:
- Mathematical Finance, 2021, v. 31, n. 2, p. 649, doi. 10.1111/mafi.12299
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- Article
Forward rank‐dependent performance criteria: Time‐consistent investment under probability distortion.
- Published in:
- Mathematical Finance, 2021, v. 31, n. 2, p. 683, doi. 10.1111/mafi.12298
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- Article
Asset pricing with general transaction costs: Theory and numerics.
- Published in:
- Mathematical Finance, 2021, v. 31, n. 2, p. 595, doi. 10.1111/mafi.12297
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- Publication type:
- Article
Issue Information.
- Published in:
- Mathematical Finance, 2021, v. 31, n. 2, p. 561, doi. 10.1111/mafi.12274
- Publication type:
- Article