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Kabanov, Yuri
11
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8
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6
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6
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6
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5
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5
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5
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Campi, Luciano
4
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Finance and stochastics
434
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OLC EcoSci
434
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1
Time-consistent mean-variance portfolio selection in discrete and continuous time
Czichowsky, Christoph
- In:
Finance and stochastics
17
(
2013
)
2
,
pp. 227-271
Persistent link: https://www.econbiz.de/10010091554
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2
Market selection with learning and catching up with the Joneses
Muraviev, Roman
- In:
Finance and stochastics
17
(
2013
)
2
,
pp. 273-304
Persistent link: https://www.econbiz.de/10010091555
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3
Discretely sampled variance and volatility swaps versus their continuous approximations
Jarrow, Robert
;
Kchia, Younes
;
Larsson, Martin
; …
- In:
Finance and stochastics
17
(
2013
)
2
,
pp. 305-324
Persistent link: https://www.econbiz.de/10010091556
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4
The dual optimizer for the growth-optimal portfolio under transaction costs
Gerhold, S.
;
Muhle-Karbe, J.
;
Schachermayer, W.
- In:
Finance and stochastics
17
(
2013
)
2
,
pp. 325-354
Persistent link: https://www.econbiz.de/10010091557
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5
Exercise boundary of the American put near maturity in an exponential Lévy model
Lamberton, Damien
;
Mikou, Mohammed Adam
- In:
Finance and stochastics
17
(
2013
)
2
,
pp. 355-394
Persistent link: https://www.econbiz.de/10010091558
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6
Bounds for the sum of dependent risks and worst Value-at-Risk with monotone marginal densities
Wang, Ruodu
;
Peng, Liang
;
Yang, Jingping
- In:
Finance and stochastics
17
(
2013
)
2
,
pp. 395-417
Persistent link: https://www.econbiz.de/10010091559
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7
Optimal consumption and investment for markets with random coefficients
Berdjane, Belkacem
;
Pergamenshchikov, Serguei
- In:
Finance and stochastics
17
(
2013
)
2
,
pp. 419-446
Persistent link: https://www.econbiz.de/10010091560
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8
Duality and convergence for binomial markets with friction
Dolinsky, Yan
;
Soner, Halil Mete
- In:
Finance and stochastics
17
(
2013
)
3
,
pp. 447-475
Persistent link: https://www.econbiz.de/10010131734
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9
Model-independent bounds for option prices—a mass transport approach
Beiglböck, Mathias
;
Henry-Labordère, Pierre
;
Penkner, …
- In:
Finance and stochastics
17
(
2013
)
3
,
pp. 477-501
Persistent link: https://www.econbiz.de/10010131735
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10
Quantitative error estimates for a least-squares Monte Carlo algorithm for American option pricing
Zanger, Daniel Z.
- In:
Finance and stochastics
17
(
2013
)
3
,
pp. 503-534
Persistent link: https://www.econbiz.de/10010131736
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