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Arbitrage theory in a market of stochastic dimension

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Persistent link: https://www.econbiz.de/10014565276

Market-to-book ratio in stochastic portfolio theory

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What options to trade and when : evidence from seasoned equity offerings

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Institutional investor heterogeneity and market price dynamics : evidence from investment horizon and portfolio concentration

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Open markets

Karatzas, Ioannis; Kim, Donghan - In: Mathematical Finance 31 (2020) 4, pp. 1111-1161

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SYNTHESIS OF HIGHLY CRYSTALLINE OLIVINE-TYPE LiFePO4 NANOPARTICLES BY SOLUTION-BASED REACTIONS

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LiFePO4 nanocrystals were synthesized in various polyol media without any further post-heat treatment. The LiFePO4 samples synthesized using three different polyol media namely, diethylene glycol (DEG), triethylene glycol (TEG), and tetraethylene glycol (TTEG), exhibited plate and rod-shaped...

Persistent link: https://www.econbiz.de/10008799862

Trading strategies generated pathwise by functions of market weights

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Asymptotics for small nonlinear price impact : A PDE approach to the multidimensional case

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Distribution‐constrained optimal stopping

Bayraktar, Erhan; Miller, Christopher W. - In: Mathematical Finance 29 (2018) 1, pp. 368-406

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Equilibrium concepts for time‐inconsistent stopping problems in continuous time

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