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Basket CDS pricing with interacting intensities
Zheng, Harry; Jiang, Lishang - In: Finance and stochastics 13 (2009) 3, pp. 445
Persistent link: https://www.econbiz.de/10008274834
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Minimal sufficient conditions for a primal optimizer in nonsmooth utility maximization
Westray, Nicholas; Zheng, Harry - In: Finance and stochastics 15 (2011) 3, pp. 501-513
Persistent link: https://www.econbiz.de/10009262460
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Speculative trading, prospect theory and transaction costs
Tse, Alex S. L.; Zheng, Harry - In: Finance and stochastics 27 (2023) 1, pp. 49-96
Persistent link: https://www.econbiz.de/10013489496
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Basket CDS pricing with interacting intensities
Zheng, Harry; Jiang, Lishang - In: Finance and stochastics 13 (2009) 3, pp. 445-469
Persistent link: https://www.econbiz.de/10003899327
Cover Image
Minimal sufficient conditions for a primal optimizer in nonsmooth utility maximization
Westray, Nicholas; Zheng, Harry - In: Finance and stochastics 15 (2011) 3, pp. 501-512
Persistent link: https://www.econbiz.de/10009303144