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Functional convergence of Snell envelopes : application to American options approximations
Mulinacci, Sabrina - In: Finance and stochastics 2 (1998) 3, pp. 311-327
Persistent link: https://www.econbiz.de/10001243268
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On the use of measure-valued strategies in bond markets
Donno, Marzia De; Pratelli, Maurizio - In: Finance and stochastics 8 (2004) 1, pp. 87-110
Persistent link: https://www.econbiz.de/10008215021
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Functional convergence of Snell envelopes: Applications to American options approximations
Mulinacci, Sabrina; Pratelli, Maurizio - In: Finance and stochastics 2 (1998) 3, pp. 311
Persistent link: https://www.econbiz.de/10008218809
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On the use of measure-valued strategies in bond markets
De Donno, Marzia; Pratelli, Maurizio - In: Finance and stochastics 8 (2004) 1, pp. 87-109
Persistent link: https://www.econbiz.de/10001910737
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Risk minimization under transaction costs
Guasoni, Paolo - In: Finance and stochastics 6 (2002) 1, pp. 91-113
Persistent link: https://www.econbiz.de/10001643757
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Asymmetric information in fads models
Guasoni, Paolo - In: Finance and stochastics 10 (2006) 2, pp. 159-177
Persistent link: https://www.econbiz.de/10003334913
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Shifting martingale measures and the birth of a bubble as a submartingale
Biagini, Francesca; Föllmer, Hans; Nedelcu, Sorin - In: Finance and stochastics 18 (2014) 2, pp. 297-326
Persistent link: https://www.econbiz.de/10010340747
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On fairness of systemic risk measures
Biagini, Francesca; Fouque, Jean-Pierre; Frittelli, Marco; … - In: Finance and stochastics 24 (2020) 2, pp. 513-564
Persistent link: https://www.econbiz.de/10012253395
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Optional projection under equivalent local martingale measures
Biagini, Francesca; Mazzon, Andrea; Perkkiö, Ari-Pekka - In: Finance and stochastics 27 (2023) 2, pp. 435-465
Persistent link: https://www.econbiz.de/10014253651
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Risk minimization under transaction costs
Guasoni, Paolo - In: Finance and stochastics 6 (2002) 1, pp. 91-114
Persistent link: https://www.econbiz.de/10008216497