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A bounded risk strategy for a market with non-observable parameters
Dokuchaev, Nikolai G.; Savkin, Andrey V. - In: Insurance: Mathematics and Economics 30 (2002) 2, pp. 243-254
Persistent link: https://www.econbiz.de/10005380545
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Universal strategies for diffusion markets and possibility of asymptotic arbitrage
Dokuchaev, N. G.; Savkin, Andrey V. - In: Insurance: Mathematics and Economics 34 (2004) 3, pp. 409-419
Persistent link: https://www.econbiz.de/10005380692
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The pricing of options in a financial market model with transaction costs and uncertain volatility
Dokuchaev, Nikolai G.; Savkin, Andrey V. - In: Journal of Multinational Financial Management 8 (1998) 2-3, pp. 353-364
Persistent link: https://www.econbiz.de/10005108705