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A monetary value for initial information in portfolio optimization
Amendinger, Jürgen
;
Becherer, Dirk
;
Schweizer, Martin
- In:
Finance and stochastics
7
(
2003
)
1
,
pp. 29-46
Persistent link: https://www.econbiz.de/10008215837
Saved in:
2
A monetary value for initial information in portfolio optimization
Amendinger, Jürgen
;
Becherer, Dirk
;
Schweizer, Martin
- In:
Finance and stochastics
7
(
2003
)
1
,
pp. 29-46
Persistent link: https://www.econbiz.de/10001724639
Saved in:
3
The numeraire portfolio for unbounded semimartingales
Becherer, Dirk
- In:
Finance and stochastics
5
(
2001
)
3
,
pp. 327-341
Persistent link: https://www.econbiz.de/10001599277
Saved in:
4
The numeraire portfolio for unbounded semimartingales
Becherer, Dirk
- In:
Finance and stochastics
5
(
2001
)
3
,
pp. 327-342
Persistent link: https://www.econbiz.de/10008216996
Saved in:
5
Optimal liquidation under stochastic liquidity
Becherer, Dirk
;
Bilarev, Todor
;
Frentrup, Peter
- In:
Finance and stochastics
22
(
2018
)
1
,
pp. 39-68
Persistent link: https://www.econbiz.de/10011945624
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6
Hedging with physical or cash settlement under transient multiplicative price impact
Becherer, Dirk
;
Bilarev, Todor
- In:
Finance and stochastics
28
(
2024
)
2
,
pp. 285-328
Persistent link: https://www.econbiz.de/10015130302
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7
Editorial: special issue in memory of Tomas Björk
Schweizer, Martin
- In:
Finance and stochastics
27
(
2023
)
4
,
pp. 863-865
Persistent link: https://www.econbiz.de/10014426392
Saved in:
8
Editorial: 25th anniversary of Finance and Stochastics
Schweizer, Martin
- In:
Finance and stochastics
26
(
2022
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10012796461
Saved in:
9
Mean-variance hedging for continuous processes : new proofs and examples
Pham, Huyên
- In:
Finance and stochastics
2
(
1998
)
2
,
pp. 173-198
Persistent link: https://www.econbiz.de/10001235406
Saved in:
10
Mean-variance hedging for continuous processes: New proofs and examples
Pham, Huyên
;
Rheinländer, Thorsten
;
Schweizer, Martin
- In:
Finance and stochastics
2
(
1998
)
2
,
pp. 173-198
Persistent link: https://www.econbiz.de/10008218815
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