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1
Dynamic programming and mean-variance
hedging
Laurent, Jean Paul
;
Pham, Huyên
- In:
Finance and stochastics
3
(
1999
)
1
,
pp. 83-110
Persistent link: https://www.econbiz.de/10001367656
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2
An example of indifference prices under exponential preferences
Musiela, Marek
;
Zariphopoulou-Souganidis, Thaleia
- In:
Finance and stochastics
8
(
2004
)
2
,
pp. 229-239
Persistent link: https://www.econbiz.de/10002012576
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3
Model-independent superhedging under portfolio constraints
Fahim, Arash
;
Huang, Yu-Jui
- In:
Finance and stochastics
20
(
2016
)
1
,
pp. 51-81
Persistent link: https://www.econbiz.de/10011459952
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4
Consumption-investment optimization with Epstein-Zin utility in incomplete markets
Xing, Hao
- In:
Finance and stochastics
21
(
2017
)
1
,
pp. 227-262
Persistent link: https://www.econbiz.de/10011944363
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5
A quasi-sure optional decomposition and super-
hedging
result on the Skorokhod space
Bouchard, Bruno
;
Tan, Xiaolu
- In:
Finance and stochastics
25
(
2021
)
3
,
pp. 505-528
Persistent link: https://www.econbiz.de/10012585984
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6
Superreplication under model uncertainty in discrete time
Nutz, Marcel
- In:
Finance and stochastics
18
(
2014
)
4
,
pp. 791-803
Persistent link: https://www.econbiz.de/10010416246
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7
Variation and share-weighted variation swaps on time-changed Lévy processes
Carr, Peter
;
Lee, Roger
- In:
Finance and stochastics
17
(
2013
)
4
,
pp. 685-716
Persistent link: https://www.econbiz.de/10010190886
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8
Incomepleteness of markets driven by a mixed diffusion
Bellamy, N.
;
Jeanblanc, Monique
- In:
Finance and stochastics
4
(
2000
)
2
,
pp. 209-222
Persistent link: https://www.econbiz.de/10001487034
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9
Arbitrage and investment opportunities
Jouini, Elyès
;
Napp, Clotilde
- In:
Finance and stochastics
5
(
2001
)
3
,
pp. 305-325
Persistent link: https://www.econbiz.de/10001599273
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10
Utility maximization in incomplete markets with random endowment
Cvitanić, Jakša
;
Schachermayer, Walter
;
Wang, Hui
- In:
Finance and stochastics
5
(
2001
)
2
,
pp. 259-272
Persistent link: https://www.econbiz.de/10001571508
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