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Search: isPartOf:"Mathematics and Financial Economics"
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Theorie
201
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201
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124
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124
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70
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68
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68
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Jarrow, Robert A.
7
Ferrari, Giorgio
5
Madan, Dilip B.
5
Meyer-Brandis, Thilo
5
Munari, Cosimo-Andrea
5
Schenk-Hoppé, Klaus Reiner
5
Assa, Hirbod
4
Bayraktar, Erhan
4
Criens, David
4
Cvitanić, Jakša
4
Ekeland, Ivar
4
Evstigneev, Igor V.
4
Flåm, Sjur D.
4
Horst, Ulrich
4
Jouini, Elyès
4
Malamud, Semyon
4
Moreno-Bromberg, Santiago
4
Muhle-Karbe, Johannes
4
Rogers, Leonard C. G.
4
Rosazza Gianin, Emanuela
4
Rudloff, Birgit
4
Biagini, Francesca
3
Brignone, Riccardo
3
Capponi, Agostino
3
Carlier, Guillaume
3
Federico, Salvatore
3
Fu, Guanxing
3
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3
Hens, Thorsten
3
Jeon, Junkee
3
Koch Medina, Pablo
3
Larsen, Kasper
3
Lehalle, Charles-Albert
3
Liang, Zongxia
3
Lütkebohmert, Eva
3
Maggis, Marco
3
Park, Hyungbin
3
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3
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3
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International Conference Stochastic Economics and Finance <2011, Bergen, Norwegen>
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Mathematics and financial economics
368
Mathematics and Financial Economics
15
This is a pre-print of an article published in Mathematics and Financial Economics (2011)
1
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370
EconStor
15
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181
Special Issue: robustness, knightian uncertainty, and games in finance
Riedel, Frank
(
ed.
);
Shannon, Chris
(
ed.
);
Werner, Jan
(
ed.
)
-
2018
Persistent link: https://www.econbiz.de/10011963692
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182
Martingale problem under nonlinear expectations
Guo, Xin
;
Pan, Chen
;
Peng, Shige
- In:
Mathematics and financial economics
12
(
2018
)
2
,
pp. 135-164
Persistent link: https://www.econbiz.de/10011963738
Saved in:
183
Optimal rebalancing frequencies for multidimensional portfolios
Ekren, Ibrahim
;
Liu, Ren
;
Muhle-Karbe, Johannes
- In:
Mathematics and financial economics
12
(
2018
)
2
,
pp. 165-191
Persistent link: https://www.econbiz.de/10011963751
Saved in:
184
Chisini means and rational decision making : equivalence of investment criteria
Magni, Carlo Alberto
;
Veronese, Piero
;
Graziani, Rebecca
- In:
Mathematics and financial economics
12
(
2018
)
2
,
pp. 193-217
Persistent link: https://www.econbiz.de/10011963754
Saved in:
185
Disentangling price, risk and model risk : V&R measures
Frittelli, Marco
;
Maggis, Marco
- In:
Mathematics and financial economics
12
(
2018
)
2
,
pp. 219-247
Persistent link: https://www.econbiz.de/10011963851
Saved in:
186
An integral representation of elasticity and sensitivity for stochastic volatility models
Cui, Zhenyu
;
Nguyen, Duy
;
Park, Hyungbin
- In:
Mathematics and financial economics
12
(
2018
)
2
,
pp. 249-274
Persistent link: https://www.econbiz.de/10011963852
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187
Asymptotic asset pricing and bubbles
Roch, Alexandre
- In:
Mathematics and financial economics
12
(
2018
)
2
,
pp. 275-304
Persistent link: https://www.econbiz.de/10011963853
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188
Time consistency for set-valued dynamic risk measures for bounded discrete-time processes
Chen, Yanhong
;
Hu, Yijun
- In:
Mathematics and financial economics
12
(
2018
)
3
,
pp. 305-333
Persistent link: https://www.econbiz.de/10011963856
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189
Mean field game of controls and an application to trade crowding
Cardaliaguet, Pierre
;
Lehalle, Charles-Albert
- In:
Mathematics and financial economics
12
(
2018
)
3
,
pp. 335-363
Persistent link: https://www.econbiz.de/10011963860
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190
A Neyman-Pearson problem with ambiguity and nonlinear pricing
Ghossoub, Mario
- In:
Mathematics and financial economics
12
(
2018
)
3
,
pp. 365-385
Persistent link: https://www.econbiz.de/10011963863
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