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Bond market completeness and attainable contingent claims
Taflin, Erik - In: Finance and stochastics 9 (2005) 3, pp. 429-452
Persistent link: https://www.econbiz.de/10002946763
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Utility maximization on the real line under proportional transaction costs
Bouchard, Bruno - In: Finance and stochastics 6 (2002) 4, pp. 495-516
Persistent link: https://www.econbiz.de/10001702785
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No-arbitrage in discrete-time markets with proportional transaction costs and general information structure
Bouchard, Bruno - In: Finance and stochastics 10 (2006) 2, pp. 276-297
Persistent link: https://www.econbiz.de/10003334925
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Bond market completeness and attainable contingent claims
Taflin, Erik - In: Finance and stochastics 9 (2005) 3, pp. 429
Persistent link: https://www.econbiz.de/10008214291
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In which financial markets do mutual fund theorems hold true?
Schachermayer, Walter; Sîrbu, Mihai; Taflin, Erik - In: Finance and stochastics 13 (2009) 1, pp. 49-77
Persistent link: https://www.econbiz.de/10003939474
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On the Malliavin approach to Monte Carlo approximation of conditional expectations
Bouchard, Bruno; Ekeland, Ivar; Touzi, Nizar - In: Finance and stochastics 8 (2004) 1, pp. 45-72
Persistent link: https://www.econbiz.de/10008215023
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Utility maximization on the real line under proportional transaction costs
Bouchard, Bruno - In: Finance and stochastics 6 (2002) 4, pp. 495-516
Persistent link: https://www.econbiz.de/10008216164
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No-arbitrage in Discrete-time Markets with Proportional Transaction Costs and General Information structure
Bouchard, Bruno - In: Finance and stochastics 10 (2006) 2, pp. 276-297
Persistent link: https://www.econbiz.de/10008222667
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Wealth-path dependent utility maximization in incomplete markets
Bouchard, Bruno; Pham, Huyên - In: Finance and stochastics 8 (2004) 4, pp. 579
Persistent link: https://www.econbiz.de/10008223279
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Generalized stochastic target problems for pricing and partial hedging under loss constraints—application in optimal book liquidation
Bouchard, Bruno; Dang, Ngoc-Minh - In: Finance and stochastics 17 (2012) 1, pp. 31-72
Persistent link: https://www.econbiz.de/10010057619