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~isPartOf:"Journal of mathematical finance"
~subject:"Stochastic process"
~type_genre:"Aufsatz in Zeitschrift"
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Stochastic process
Martingal
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Option pricing theory
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Liu, Jingzhen
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Journal of mathematical finance
Finance and stochastics
21
International journal of theoretical and applied finance
11
Applied mathematical finance
8
Journal of econometrics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Insurance / Mathematics & economics
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Asia-Pacific financial markets
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International journal of financial engineering
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International review of financial analysis
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Scandinavian actuarial journal
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Economics letters
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About stochastic calculus in presence of jumps at predictable stopping times
Galtchouk, Leonid
- In:
Journal of mathematical finance
6
(
2016
)
3
,
pp. 443-456
Persistent link: https://www.econbiz.de/10011583560
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2
Optimal portfolio strategy with discounted stochastic cash inflows when the stock price is a semimartingale
Baraedi, Onthusitse
;
Offen, Elias
- In:
Journal of mathematical finance
6
(
2016
)
4
,
pp. 660-684
Persistent link: https://www.econbiz.de/10011656991
Saved in:
3
On asymptotic behaviors of exponential hedging in the basis-risk model
Takino, Kazuhiro
- In:
Journal of mathematical finance
5
(
2015
)
2
,
pp. 212-231
Persistent link: https://www.econbiz.de/10011399011
Saved in:
4
Optimal investment and proportional reinsurance with risk constraint
Liu, Jingzhen
;
Yiu, Ka Fai Cedric
;
Loxton, Ryan C.
; …
- In:
Journal of mathematical finance
3
(
2013
)
4
,
pp. 437-447
Persistent link: https://www.econbiz.de/10010240806
Saved in:
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