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Options on a traded account : vacation calls, vacation puts and passport options
Shreve, Steven E.; Večeř, Jan - In: Finance and stochastics 4 (2000) 3, pp. 255-274
Persistent link: https://www.econbiz.de/10001487062
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Valuation of exotic options under shortselling constraints
Schmock, Uwe; Shreve, Steven E.; Wystup, Uwe - In: Finance and stochastics 6 (2002) 2, pp. 143-172
Persistent link: https://www.econbiz.de/10001662454
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Asymptotic analysis for optimal investment and consumption with transaction costs
Janeček, Karel; Shreve, Steven E. - In: Finance and stochastics 8 (2004) 2, pp. 181-206
Persistent link: https://www.econbiz.de/10002012481
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Satisfying convex risk limits by trading
Larsen, Kasper; Pirvu, Traian A.; Shreve, Steven E.; … - In: Finance and stochastics 9 (2005) 2, pp. 177-195
Persistent link: https://www.econbiz.de/10002747136
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Satisfying convex risk limits by trading
Larsen, Kasper; Pirvu, Traian A.; Shreve, Steven E.; … - In: Finance and stochastics 9 (2005) 2, pp. 177-196
Persistent link: https://www.econbiz.de/10008214425
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Asymptotic analysis for optimal investment and consumption with transaction costs
Janecek, Karel; Shreve, Steven E. - In: Finance and stochastics 8 (2004) 2, pp. 181-206
Persistent link: https://www.econbiz.de/10008214887
Cover Image
Valuation of exotic options under shortselling constraints
Schmock, Uwe; Shreve, Steven E.; Wystup, Uwe - In: Finance and stochastics 6 (2002) 2, pp. 143-172
Persistent link: https://www.econbiz.de/10008216440
Cover Image
Options on a traded account: Vacation calls, vacation puts and passport options
Shreve, Steven E.; Vecer, Jan - In: Finance and stochastics 4 (2000) 3, pp. 255-274
Persistent link: https://www.econbiz.de/10008217579