Narrow search
Showing 1 - 4 of 4
Cover Image
Mean-p portfolio selection and p-arbitrage for coherent risk measures
Herdegen, Martin; Khan, Nazem - In: Mathematical finance : an international journal of … 32 (2022) 1, pp. 226-272
Persistent link: https://www.econbiz.de/10012815955
Cover Image
Super-replication with transaction costs under model uncertainty for continuous processes
Chau, Huy N.; Fukasawa, Masaaki; Rásonyi, Miklós - In: Mathematical finance : an international journal of … 32 (2022) 4, pp. 1066-1085
Persistent link: https://www.econbiz.de/10013463388
Cover Image
A Leland model for delta hedging in central risk books
Muhle-Karbe, Johannes; Wang, Zexin; Webster, Kevin T. - In: Mathematical finance : an international journal of … 33 (2023) 3, pp. 504-547
Persistent link: https://www.econbiz.de/10014329890
Cover Image
Equilibrium investment with random risk aversion
Desmettre, Sascha; Steffensen, Mogens - In: Mathematical finance : an international journal of … 33 (2023) 3, pp. 946-975
Persistent link: https://www.econbiz.de/10014329920