Expected median of a shifted Brownian motion: Theory and calculations.
- Published in:
- Mathematical Finance, 2022, v. 32, n. 1, p. 3, doi. 10.1111/mafi.12343
- Publication type:
- Article
Works matching IS 09601627 AND DT 2022 AND VI 32 AND IP 1
Results: 12
1
2
Calibration of local‐stochastic volatility models by optimal transport.
- Published in:
- Mathematical Finance, 2022, v. 32, n. 1, p. 46, doi. 10.1111/mafi.12335
- By:
- Publication type:
- Article
3
The Laplace transform of the integrated Volterra Wishart process.
- Published in:
- Mathematical Finance, 2022, v. 32, n. 1, p. 309, doi. 10.1111/mafi.12334
- Publication type:
- Article
4
Mean‐ρ$\rho$ portfolio selection and ρ$\rho$‐arbitrage for coherent risk measures.
- Published in:
- Mathematical Finance, 2022, v. 32, n. 1, p. 226, doi. 10.1111/mafi.12333
- By:
- Publication type:
- Article
5
On buybacks, dilutions, dividends, and the pricing of stock‐based claims.
- Published in:
- Mathematical Finance, 2022, v. 32, n. 1, p. 273, doi. 10.1111/mafi.12332
- By:
- Publication type:
- Article
6
Robust asymptotic growth in stochastic portfolio theory under long‐only constraints.
- Published in:
- Mathematical Finance, 2022, v. 32, n. 1, p. 114, doi. 10.1111/mafi.12331
- By:
- Publication type:
- Article
7
Utility‐based pricing and hedging of contingent claims in Almgren‐Chriss model with temporary price impact.
- Published in:
- Mathematical Finance, 2022, v. 32, n. 1, p. 172, doi. 10.1111/mafi.12330
- By:
- Publication type:
- Article
8
Protecting pegged currency markets from speculative investors.
- Published in:
- Mathematical Finance, 2022, v. 32, n. 1, p. 405, doi. 10.1111/mafi.12324
- By:
- Publication type:
- Article
9
Ordering and inequalities for mixtures on risk aggregation.
- Published in:
- Mathematical Finance, 2022, v. 32, n. 1, p. 421, doi. 10.1111/mafi.12323
- By:
- Publication type:
- Article
10
Portfolio diversification and model uncertainty: A robust dynamic mean‐variance approach.
- Published in:
- Mathematical Finance, 2022, v. 32, n. 1, p. 349, doi. 10.1111/mafi.12320
- By:
- Publication type:
- Article
11
Issue Information.
- Published in:
- Mathematical Finance, 2022, v. 32, n. 1, p. 1, doi. 10.1111/mafi.12316
- Publication type:
- Article
12
A simple microstructural explanation of the concavity of price impact.
- Published in:
- Mathematical Finance, 2022, v. 32, n. 1, p. 78, doi. 10.1111/mafi.12314
- Publication type:
- Article