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
- By:
- Publication type:
- Article
Works matching IS 09601627 AND DT 2021 AND VI 31 AND IP 2
Results: 7
1
2
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
- By:
- Publication type:
- Article
3
Generalized statistical arbitrage concepts and related gain strategies.
- Published in:
- Mathematical Finance, 2021, v. 31, n. 2, p. 563, doi. 10.1111/mafi.12300
- By:
- Publication type:
- Article
4
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
- By:
- Publication type:
- Article
5
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
- By:
- Publication type:
- Article
6
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
- By:
- Publication type:
- Article
7
Issue Information.
- Published in:
- Mathematical Finance, 2021, v. 31, n. 2, p. 561, doi. 10.1111/mafi.12274
- Publication type:
- Article