Consistent investment of sophisticated rank‐dependent utility agents in continuous time.
- Published in:
- Mathematical Finance, 2021, v. 31, n. 3, p. 1056, doi. 10.1111/mafi.12315
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- Publication type:
- Article
Works matching IS 09601627 AND DT 2021 AND VI 31 AND IP 3
Results: 9
1
2
Optimal stopping under model ambiguity: A time‐consistent equilibrium approach.
- Published in:
- Mathematical Finance, 2021, v. 31, n. 3, p. 979, doi. 10.1111/mafi.12312
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- Publication type:
- Article
3
Penalty method for portfolio selection with capital gains tax.
- Published in:
- Mathematical Finance, 2021, v. 31, n. 3, p. 1013, doi. 10.1111/mafi.12309
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- Publication type:
- Article
4
Risk‐neutral pricing techniques and examples.
- Published in:
- Mathematical Finance, 2021, v. 31, n. 3, p. 857, doi. 10.1111/mafi.12307
- By:
- Publication type:
- Article
5
The Alpha‐Heston stochastic volatility model.
- Published in:
- Mathematical Finance, 2021, v. 31, n. 3, p. 943, doi. 10.1111/mafi.12306
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- Publication type:
- Article
6
Liquidity in competitive dealer markets.
- Published in:
- Mathematical Finance, 2021, v. 31, n. 3, p. 827, doi. 10.1111/mafi.12305
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- Publication type:
- Article
7
Simulating risk measures via asymptotic expansions for relative errors.
- Published in:
- Mathematical Finance, 2021, v. 31, n. 3, p. 907, doi. 10.1111/mafi.12304
- By:
- Publication type:
- Article
8
Relative arbitrage: Sharp time horizons and motion by curvature.
- Published in:
- Mathematical Finance, 2021, v. 31, n. 3, p. 885, doi. 10.1111/mafi.12303
- By:
- Publication type:
- Article
9
Issue Information.
- Published in:
- Mathematical Finance, 2021, v. 31, n. 3, p. 825, doi. 10.1111/mafi.12275
- Publication type:
- Article