A Leland model for delta hedging in central risk books.
- Published in:
- Mathematical Finance, 2023, v. 33, n. 3, p. 504, doi. 10.1111/mafi.12395
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- Publication type:
- Article
Works matching IS 09601627 AND DT 2023 AND VI 33 AND IP 3
Results: 12
1
2
Equilibrium investment with random risk aversion.
- Published in:
- Mathematical Finance, 2023, v. 33, n. 3, p. 946, doi. 10.1111/mafi.12394
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- Publication type:
- Article
3
Weak equilibria for time‐inconsistent control: With applications to investment‐withdrawal decisions.
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- Mathematical Finance, 2023, v. 33, n. 3, p. 891, doi. 10.1111/mafi.12391
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- Publication type:
- Article
4
Trading with the crowd.
- Published in:
- Mathematical Finance, 2023, v. 33, n. 3, p. 548, doi. 10.1111/mafi.12390
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- Publication type:
- Article
5
Analytical solvability and exact simulation in models with affine stochastic volatility and Lévy jumps.
- Published in:
- Mathematical Finance, 2023, v. 33, n. 3, p. 842, doi. 10.1111/mafi.12387
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- Publication type:
- Article
6
Credit risk pricing in a consumption‐based equilibrium framework with incomplete accounting information.
- Published in:
- Mathematical Finance, 2023, v. 33, n. 3, p. 666, doi. 10.1111/mafi.12386
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- Publication type:
- Article
7
Equilibria of time‐inconsistent stopping for one‐dimensional diffusion processes.
- Published in:
- Mathematical Finance, 2023, v. 33, n. 3, p. 797, doi. 10.1111/mafi.12385
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- Publication type:
- Article
8
Noncausal affine processes with applications to derivative pricing.
- Published in:
- Mathematical Finance, 2023, v. 33, n. 3, p. 766, doi. 10.1111/mafi.12384
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- Publication type:
- Article
9
Recent advances in reinforcement learning in finance.
- Published in:
- 2023
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- Publication type:
- Literature Review
10
Markov decision processes under model uncertainty.
- Published in:
- Mathematical Finance, 2023, v. 33, n. 3, p. 618, doi. 10.1111/mafi.12381
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- Publication type:
- Article
11
Model‐free portfolio theory: A rough path approach.
- Published in:
- Mathematical Finance, 2023, v. 33, n. 3, p. 709, doi. 10.1111/mafi.12376
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- Publication type:
- Article
12
Issue Information.
- Published in:
- Mathematical Finance, 2023, v. 33, n. 3, p. 435, doi. 10.1111/mafi.12352
- Publication type:
- Article