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Finance and stochastics
FINRISK Working Paper Series
70
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29
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16
Mathematical finance : an international journal of mathematics, statistics and financial theory
15
Swiss Finance Institute Research Paper
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Finance and Stochastics
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Boston U. School of Management Research Paper
9
Michael J. Brennan Irish Finance Working Paper Series Research Paper
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Mathematics and financial economics
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Mathematical finance : an international journal of mathematics, statistics and financial economics
4
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Transaction costs, trading volume, and the liquidity premium
Gerhold, Stefan
;
Guasoni, Paolo
;
Muhle-Karbe, Johannes
; …
- In:
Finance and stochastics
18
(
2014
)
1
,
pp. 1-37
Persistent link: https://www.econbiz.de/10010235459
Saved in:
2
Risk minimization under transaction costs
Guasoni, Paolo
- In:
Finance and stochastics
6
(
2002
)
1
,
pp. 91-113
Persistent link: https://www.econbiz.de/10001643757
Saved in:
3
Asymmetric information in fads models
Guasoni, Paolo
- In:
Finance and stochastics
10
(
2006
)
2
,
pp. 159-177
Persistent link: https://www.econbiz.de/10003334913
Saved in:
4
Risk minimization under transaction costs
Guasoni, Paolo
- In:
Finance and stochastics
6
(
2002
)
1
,
pp. 91-114
Persistent link: https://www.econbiz.de/10008216497
Saved in:
5
Optimal importance sampling with explicit formulas in continuous time
Guasoni, Paolo
;
Robertson, Scott
- In:
Finance and stochastics
12
(
2008
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10008221431
Saved in:
6
Asymmetric Information in Fads Models
Guasoni, Paolo
- In:
Finance and stochastics
10
(
2006
)
2
,
pp. 159-177
Persistent link: https://www.econbiz.de/10008222672
Saved in:
7
The fundamental theorem of asset pricing under transaction costs
Guasoni, Paolo
;
Lépinette, Emmanuel
;
Rásonyi, Miklós
- In:
Finance and stochastics
16
(
2012
)
4
,
pp. 741-778
Persistent link: https://www.econbiz.de/10010019157
Saved in:
8
Abstract, classic, and explicit turnpikes
Guasoni, Paolo
;
Kardaras, Constantinos
;
Robertson, Scott
; …
- In:
Finance and stochastics
18
(
2014
)
1
,
pp. 75-114
Persistent link: https://www.econbiz.de/10010235457
Saved in:
9
The fundamental theorem of asset pricing under transaction costs
Guasoni, Paolo
;
Lépinette, Emmanuel
;
Rásonyi, Miklós
- In:
Finance and stochastics
16
(
2012
)
4
,
pp. 741-777
Persistent link: https://www.econbiz.de/10009623533
Saved in:
10
Optimal importance sampling with explicit formulas in continuous time
Guasoni, Paolo
;
Robertson, Scott
- In:
Finance and stochastics
12
(
2008
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10003592542
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