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Optimal consumption and investment with Epstein-Zin recursive utility
Kraft, Holger
;
Seiferling, Thomas
;
Seifried, Frank Thomas
- In:
Finance and stochastics
21
(
2017
)
1
,
pp. 187-226
Persistent link: https://www.econbiz.de/10011944068
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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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3
Utility maximization in incomplete markets for unbounded processes
Biagini, Sara
;
Frittelli, Marco
- In:
Finance and stochastics
9
(
2005
)
4
,
pp. 493-517
Persistent link: https://www.econbiz.de/10003123213
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4
The existence of dominating local martingale measures
Imkeller, Peter
;
Perkowski, Nicolas
- In:
Finance and stochastics
19
(
2015
)
4
,
pp. 685-717
Persistent link: https://www.econbiz.de/10011420345
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5
Universal
arbitrage
aggregator in discrete-time markets under uncertainty
Burzoni, Matteo
;
Frittelli, Marco
;
Maggis, Marco
- In:
Finance and stochastics
20
(
2016
)
1
,
pp. 1-50
Persistent link: https://www.econbiz.de/10011459932
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6
Complete and competitive financial markets in a complex world
Cassese, Gianluca
- In:
Finance and stochastics
25
(
2021
)
4
,
pp. 659-688
Persistent link: https://www.econbiz.de/10012665198
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7
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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8
Asset pricing with dynamically inconsistent agents
Khapko, Mariana
- In:
Finance and stochastics
27
(
2023
)
4
,
pp. 1017-1046
Persistent link: https://www.econbiz.de/10014426412
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9
Non-implementability of Arrow-Debreu equilibria by continuous trading under volatility uncertainty
Beißner, Patrick
;
Riedel, Frank
- In:
Finance and stochastics
22
(
2018
)
3
,
pp. 603-620
Persistent link: https://www.econbiz.de/10011945876
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10
Asset prices in segmented and integrated markets
Guasoni, Paolo
;
Wong, Kwok Chuen
- In:
Finance and stochastics
24
(
2020
)
4
,
pp. 939-980
Persistent link: https://www.econbiz.de/10012518130
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