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On the existence of shadow prices
Benedetti, Giuseppe; Campi, Luciano; Kallsen, Jan; … - In: Finance and stochastics 17 (2013) 4, pp. 801-818
Persistent link: https://www.econbiz.de/10010183831
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On the existence of shadow prices
Benedetti, Giuseppe; Campi, Luciano; Kallsen, Jan; … - In: Finance and stochastics 17 (2013) 4, pp. 801-818
Persistent link: https://www.econbiz.de/10010190874
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Derivative pricing based on local utility maximization
Kallsen, Jan - In: Finance and stochastics 6 (2002) 1, pp. 115-140
Persistent link: https://www.econbiz.de/10001643758
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Insider trading in an equilibrium model with default: a passage from reduced-form to structural modelling
Campi, Luciano; Çetin, Umut - In: Finance and stochastics 11 (2007) 4, pp. 591-602
Persistent link: https://www.econbiz.de/10008221666
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Equilibrium model with default and dynamic insider information
Campi, Luciano; Çetin, Umut; Danilova, Albina - In: Finance and stochastics 17 (2013) 3, pp. 565-585
Persistent link: https://www.econbiz.de/10010131738
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Multivariate utility maximization with proportional transaction costs
Campi, Luciano; Owen, Mark P. - In: Finance and stochastics 15 (2011) 3, pp. 461-500
Persistent link: https://www.econbiz.de/10009262461
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Multivariate utility maximization with proportional transaction costs
Campi, Luciano; Owen, Mark P. - In: Finance and stochastics 15 (2011) 3, pp. 461-499
Persistent link: https://www.econbiz.de/10009303226
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Equilibrium model with default and dynamic insider information
Campi, Luciano; Çetin, Umut; Danifova, Albina - In: Finance and stochastics 17 (2013) 3, pp. 565-585
Persistent link: https://www.econbiz.de/10009756021
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A super-replication theorem in Kabanov's model of transaction costs
Campi, Luciano; Schachermayer, Walter - In: Finance and stochastics 10 (2006) 4, pp. 579-596
Persistent link: https://www.econbiz.de/10003405654
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Insider trading in an equilibrium model with default : a passage from reduced-form to structural modelling
Campi, Luciano; Çetin, Umut - In: Finance and stochastics 11 (2007) 4, pp. 591-602
Persistent link: https://www.econbiz.de/10003645546