In memoriam: Mark H. A. Davis and his contributions to mathematical finance.
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- Mathematical Finance, 2021, v. 31, n. 4, p. 1099, doi. 10.1111/mafi.12338
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- Article
Works matching IS 09601627 AND DT 2021 AND VI 31 AND IP 4
Results: 15
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Distributionally robust portfolio maximization and marginal utility pricing in one period financial markets.
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- Mathematical Finance, 2021, v. 31, n. 4, p. 1454, doi. 10.1111/mafi.12337
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- Article
3
Young, timid, and risk takers.
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- Mathematical Finance, 2021, v. 31, n. 4, p. 1332, doi. 10.1111/mafi.12329
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4
Weak transport for non‐convex costs and model‐independence in a fixed‐income market.
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- Mathematical Finance, 2021, v. 31, n. 4, p. 1423, doi. 10.1111/mafi.12328
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- Article
5
Robust replication of volatility and hybrid derivatives on jump diffusions.
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- Mathematical Finance, 2021, v. 31, n. 4, p. 1394, doi. 10.1111/mafi.12327
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- Article
6
Convergence of optimal expected utility for a sequence of binomial models.
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- Mathematical Finance, 2021, v. 31, n. 4, p. 1315, doi. 10.1111/mafi.12326
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7
Interbank lending with benchmark rates: Pareto optima for a class of singular control games.
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- Mathematical Finance, 2021, v. 31, n. 4, p. 1357, doi. 10.1111/mafi.12325
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- Article
8
Duality for optimal consumption with randomly terminating income.
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- Mathematical Finance, 2021, v. 31, n. 4, p. 1275, doi. 10.1111/mafi.12322
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9
Perturbation analysis of sub/super hedging problems.
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- Mathematical Finance, 2021, v. 31, n. 4, p. 1240, doi. 10.1111/mafi.12321
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10
Bayes risk, elicitability, and the Expected Shortfall.
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- Mathematical Finance, 2021, v. 31, n. 4, p. 1190, doi. 10.1111/mafi.12313
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- Article
11
An elementary approach to the Merton problem.
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- Mathematical Finance, 2021, v. 31, n. 4, p. 1218, doi. 10.1111/mafi.12311
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- Article
12
Risk‐sensitive benchmarked asset management with expert forecasts.
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- Mathematical Finance, 2021, v. 31, n. 4, p. 1162, doi. 10.1111/mafi.12310
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- Article
13
Option pricing models without probability: a rough paths approach.
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- Mathematical Finance, 2021, v. 31, n. 4, p. 1494, doi. 10.1111/mafi.12308
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- Article
14
Open markets.
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- Mathematical Finance, 2021, v. 31, n. 4, p. 1111, doi. 10.1111/mafi.12294
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- Article
15
Issue Information.
- Published in:
- Mathematical Finance, 2021, v. 31, n. 4, p. 1097, doi. 10.1111/mafi.12276
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- Article