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A unified framework for robust modelling of financial markets in discrete time
Obłój, Jan; Wiesel, Johannes - In: Finance and stochastics 25 (2021) 3, pp. 427-468
Persistent link: https://www.econbiz.de/10012585981
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Liquidity management with decreasing returns to scale and secured credit line
Pierre, Erwan; Villeneuve, Stéphane; Warin, Xavier - In: Finance and stochastics 20 (2016) 4, pp. 809-854
Persistent link: https://www.econbiz.de/10011569835
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Hedging with physical or cash settlement under transient multiplicative price impact
Becherer, Dirk; Bilarev, Todor - In: Finance and stochastics 28 (2024) 2, pp. 285-328
Persistent link: https://www.econbiz.de/10015130302
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Optimal dividends under a drawdown constraint and a curious square-root rule
Albrecher, Hansjörg; Azcue, Pablo; Muler, Nora - In: Finance and stochastics 27 (2023) 2, pp. 341-400
Persistent link: https://www.econbiz.de/10014253644