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The review of financial studies
Mathematics of operations research
Finance and stochastics
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International journal of theoretical and applied finance
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Distributionally robust inventory control when demand is a martingale
Xin, Linwei
;
Goldberg, David Alan
- In:
Mathematics of operations research
47
(
2022
)
3
,
pp. 2387-2414
Persistent link: https://www.econbiz.de/10013375068
Saved in:
2
Power forward performance in semimartingale markets with stochastic integrated factors
Bo, Lijun
;
Capponi, Agostino
;
Zhou, Chao
- In:
Mathematics of operations research
48
(
2023
)
1
,
pp. 288-312
Persistent link: https://www.econbiz.de/10014312552
Saved in:
3
Forbidden transactions and black markets
Gu, Chenlin
;
Roth, Alvin E.
;
Wu, Qingyun
- In:
Mathematics of operations research
47
(
2022
)
4
,
pp. 3084-3109
Persistent link: https://www.econbiz.de/10014311399
Saved in:
4
Utility maximization with proportional transaction costs under model uncertainty
Deng, Shuoqing
;
Tan, Xiaolu
;
Yu, Xiang
- In:
Mathematics of operations research
45
(
2020
)
4
,
pp. 1210-1236
Persistent link: https://www.econbiz.de/10012319659
Saved in:
5
No-arbitrage and hedging with liquid American options
Bayraktar, Erhan
;
Zhou, Zhou
- In:
Mathematics of operations research
44
(
2019
)
2
,
pp. 468-486
Persistent link: https://www.econbiz.de/10012028629
Saved in:
6
Pointwise arbitrage pricing theory in discrete time
Burzoni, Matteo
;
Frittelli, Marco
;
Hou, Zhaoxu
;
Maggis, …
- In:
Mathematics of operations research
44
(
2019
)
3
,
pp. 1034-1057
Persistent link: https://www.econbiz.de/10012105893
Saved in:
7
Long forward probabilities, recovery, and the term structure of bond risk premiums
Qin, Likuan
;
Linetsky, Vadim
;
Nie, Yutian
- In:
The review of financial studies
31
(
2018
)
12
,
pp. 4863-4883
Persistent link: https://www.econbiz.de/10012005231
Saved in:
8
A recovery that we can trust? : deducing and testing the restrictions of the recovery theorem
Bakshi, Gurdip S.
;
Chabi-Yo, Fousseni
;
Gao, Xiaohui
- In:
The review of financial studies
31
(
2018
)
2
,
pp. 532-555
Persistent link: https://www.econbiz.de/10011925241
Saved in:
9
Fundamental theorem of asset pricing under transaction costs and model uncertainty
Bayraktar, Erhan
;
Zhang, Yuchong
- In:
Mathematics of operations research
41
(
2016
)
3
,
pp. 1039-1054
Persistent link: https://www.econbiz.de/10011520813
Saved in:
10
Entrepreneurial decisions on effort and project with a nonconcave objective function
Bensoussan, Alain
;
Cadenillas, Abel
;
Koo, Hyeng-keun
- In:
Mathematics of operations research
40
(
2015
)
4
,
pp. 902-914
Persistent link: https://www.econbiz.de/10011408979
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