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~person:"Bouchard, Bruno"
~person:"Kardaras, Constantinos"
~person:"Ž̌̌̌̌̌̌̌itković, Gordan"
~subject:"Martingale"
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Martingale
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Bouchard, Bruno
Kardaras, Constantinos
Ž̌̌̌̌̌̌̌itković, Gordan
Platen, Eckhard
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Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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On financial markets where only buy-and-hold trading is possible
Kardaras, Constantinos
;
Platen, Eckhard
-
2008
Persistent link: https://www.econbiz.de/10003856783
Saved in:
2
Multiplicative approximation of wealth processes involving no-short-sale strategies
Kardaras, Constantinos
;
Platen, Eckhard
-
2008
Persistent link: https://www.econbiz.de/10003857179
Saved in:
3
Multiplicative approximation of wealth processes involving no-short-sales strategies via simple trading
Kardaras, Constantinos
;
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
23
(
2013
)
3
,
pp. 579-590
Persistent link: https://www.econbiz.de/10009783346
Saved in:
4
Stability of the utility maximization problem with random endowment in incomplete markets
Kardaras, Constantinos
;
Ž̌̌̌̌̌̌̌itković, Gordan
- In:
Mathematical finance : an international journal of …
21
(
2011
)
2
,
pp. 313-333
Persistent link: https://www.econbiz.de/10008935662
Saved in:
5
A note on the utility based option pricing with proportional transaction costs under large risk aversion
Bouchard, Bruno
-
2000
Persistent link: https://www.econbiz.de/10001548990
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