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Dynamic conic finance : pricing and hedging in market models with transaction costs via dynamic coherent acceptability indices
Bielecki, Tomasz R., (2013)
Bubbles and multiple-factor asset pricing models
Jarrow, Robert A., (2016)
Is hard Brexit detrimental to EU integration? : theory and evidence
Mikolajun, Irena, (2018)
Equivalent martingale measures and Lévy processes
Barbachan, José Santiago Fajardo, (2006)
Optimal consumption and investment with hyperbolic Lévy motion
Barbachan, José Santiago Fajardo, (2000)
Equilibrium in stochastic economies with incomplete financial markets
Barbachan, José Santiago Fajardo, (2002)