Narrow search
Showing 1 - 10 of 52
Cover Image
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
Cover Image
An enlargement of filtration formula with applications to multiple non-ordered default times
Jeanblanc, Monique; Li, Libo; Song, Shiqi - In: Finance and stochastics 22 (2018) 1, pp. 205-240
Persistent link: https://www.econbiz.de/10011945652
Cover Image
The value of informational arbitrage
Chau, Huy N.; Cosso, Andrea; Fontana, Claudio - In: Finance and stochastics 24 (2020) 2, pp. 277-307
Persistent link: https://www.econbiz.de/10012253351
Cover Image
Incomepleteness of markets driven by a mixed diffusion
Bellamy, N.; Jeanblanc, Monique - In: Finance and stochastics 4 (2000) 2, pp. 209-222
Persistent link: https://www.econbiz.de/10001487034
Cover Image
Dynamic programming and mean-variance hedging
Laurent, Jean Paul; Pham, Huyên - In: Finance and stochastics 3 (1999) 1, pp. 83-110
Persistent link: https://www.econbiz.de/10001367656
Cover Image
Arbitrage and investment opportunities
Jouini, Elyès; Napp, Clotilde - In: Finance and stochastics 5 (2001) 3, pp. 305-325
Persistent link: https://www.econbiz.de/10001599273
Cover Image
Utility maximization in incomplete markets with random endowment
Cvitanić, Jakša; Schachermayer, Walter; Wang, Hui - In: Finance and stochastics 5 (2001) 2, pp. 259-272
Persistent link: https://www.econbiz.de/10001571508
Cover Image
A super-martingale property of the optimal portfolio process
Schachermayer, Walter - In: Finance and stochastics 7 (2003) 4, pp. 433-456
Persistent link: https://www.econbiz.de/10001800676
Cover Image
Convergence of the equilibrium prices in a family of financial models
Jouini, Elyès - In: Finance and stochastics 7 (2003) 4, pp. 491-507
Persistent link: https://www.econbiz.de/10001800684
Cover Image
Risk minimization under transaction costs
Guasoni, Paolo - In: Finance and stochastics 6 (2002) 1, pp. 91-113
Persistent link: https://www.econbiz.de/10001643757