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Finance and stochastics
SFB 373 Discussion Papers
902
Sonderforschungsbereich 373
828
Mathematical finance : an international journal of mathematics, statistics and financial theory
17
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Stochastic Processes and their Applications
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7
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1
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A monetary value for initial information in portfolio optimization
Amendinger, Jürgen
;
Becherer, Dirk
;
Schweizer, Martin
- In:
Finance and stochastics
7
(
2003
)
1
,
pp. 29-46
Persistent link: https://www.econbiz.de/10008215837
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2
A monetary value for initial information in portfolio optimization
Amendinger, Jürgen
;
Becherer, Dirk
;
Schweizer, Martin
- In:
Finance and stochastics
7
(
2003
)
1
,
pp. 29-46
Persistent link: https://www.econbiz.de/10001724639
Saved in:
3
Editorial: special issue in memory of Tomas Björk
Schweizer, Martin
- In:
Finance and stochastics
27
(
2023
)
4
,
pp. 863-865
Persistent link: https://www.econbiz.de/10014426392
Saved in:
4
Editorial: 25th anniversary of Finance and Stochastics
Schweizer, Martin
- In:
Finance and stochastics
26
(
2022
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10012796461
Saved in:
5
Additional utility of insiders with imperfect dynamical information
Corcuera, José M.
;
Imkeller, Peter
;
Kohatsu-Higa, Arturo
; …
- In:
Finance and stochastics
8
(
2004
)
3
,
pp. 437
Persistent link: https://www.econbiz.de/10008214758
Saved in:
6
Additional utility of insiders with imperfect dynamical information
Corcuera, José M.
;
Imkeller, Peter
;
Kohatsu-Higa, Arturo
; …
- In:
Finance and stochastics
8
(
2004
)
3
,
pp. 437-450
Persistent link: https://www.econbiz.de/10002130328
Saved in:
7
The existence of dominating local martingale measures
Imkeller, Peter
;
Perkowski, Nicolas
- In:
Finance and stochastics
19
(
2015
)
4
,
pp. 685-717
Persistent link: https://www.econbiz.de/10011420345
Saved in:
8
Mean-variance hedging for continuous processes : new proofs and examples
Pham, Huyên
- In:
Finance and stochastics
2
(
1998
)
2
,
pp. 173-198
Persistent link: https://www.econbiz.de/10001235406
Saved in:
9
Mean-variance hedging for continuous processes: New proofs and examples
Pham, Huyên
;
Rheinländer, Thorsten
;
Schweizer, Martin
- In:
Finance and stochastics
2
(
1998
)
2
,
pp. 173-198
Persistent link: https://www.econbiz.de/10008218815
Saved in:
10
Editorial
Schweizer, Martin
- In:
Finance and stochastics
11
(
2007
)
1
,
pp. 1-2
Persistent link: https://www.econbiz.de/10008222121
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