Narrow search
Showing 1 - 8 of 8
Cover Image
An analytical study of participating policies with minimum rate guarantee and surrender option
Chiarolla, Maria B.; De Angelis, Tiziano; Stabile, Gabriele - In: Finance and stochastics 26 (2022) 2, pp. 173-216
Persistent link: https://www.econbiz.de/10013197521
Cover Image
Optimal reduction of public debt under partial observation of the economic growth
Callegaro, Giorgia; Ceci, Claudia; Ferrari, Giorgio - In: Finance and stochastics 24 (2020) 4, pp. 1083-1132
Persistent link: https://www.econbiz.de/10012518165
Cover Image
Optimal execution with multiplicative price impact and incomplete information on the return
Dammann, Felix; Ferrari, Giorgio - In: Finance and stochastics 27 (2023) 3, pp. 713-768
Persistent link: https://www.econbiz.de/10014328989
Cover Image
Existence and structure of stochastic equilibria with intertemporal substitution
Bank, Peter; Riedel, Frank - In: Finance and stochastics 5 (2001) 4, pp. 487-509
Persistent link: https://www.econbiz.de/10001614604
Cover Image
On irreversible investment
Riedel, Frank; Su, Xia - In: Finance and stochastics 15 (2011) 4, pp. 607-634
Persistent link: https://www.econbiz.de/10009805446
Cover Image
Existence and structure of stochastic equilibria with intertemporal substitution
Bank, Peter; Riedel, Frank - In: Finance and stochastics 5 (2001) 4, pp. 487-510
Persistent link: https://www.econbiz.de/10008216791
Cover Image
On irreversible investment
Riedel, Frank; Su, Xia - In: Finance and stochastics 15 (2011) 4, pp. 607-633
Persistent link: https://www.econbiz.de/10009423296
Cover Image
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