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Finance and stochastics
NBER working paper series
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ECONIS (ZBW)
269
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1
A model for a large investor trading at market indifference prices : I: single-period case
Bank, Peter
;
Kramkov, Dmitry
- In:
Finance and stochastics
19
(
2015
)
2
,
pp. 449-472
Persistent link: https://www.econbiz.de/10011418186
Saved in:
2
Asset pricing with dynamically inconsistent agents
Khapko, Mariana
- In:
Finance and stochastics
27
(
2023
)
4
,
pp. 1017-1046
Persistent link: https://www.econbiz.de/10014426412
Saved in:
3
A risk-neutral
equilibrium
leading to uncertain volatility pricing
Muhle-Karbe, Johannes
;
Nutz, Marcel
- In:
Finance and stochastics
22
(
2018
)
2
,
pp. 281-295
Persistent link: https://www.econbiz.de/10011945712
Saved in:
4
Asset prices in segmented and integrated markets
Guasoni, Paolo
;
Wong, Kwok Chuen
- In:
Finance and stochastics
24
(
2020
)
4
,
pp. 939-980
Persistent link: https://www.econbiz.de/10012518130
Saved in:
5
Price impact in Nash equilibria
Chen, Xiao
;
Choi, Jin Hyuk
;
Larsen, Kasper
;
Seppi, Duane J.
- In:
Finance and stochastics
27
(
2023
)
2
,
pp. 305-340
Persistent link: https://www.econbiz.de/10014253641
Saved in:
6
On time-inconsistent stochastic control in continuous time
Björk, Tomas
;
Khapko, Mariana
;
Murgoci, Agatha
- In:
Finance and stochastics
21
(
2017
)
2
,
pp. 331-360
Persistent link: https://www.econbiz.de/10011944378
Saved in:
7
Hedging contingent claims on semimartingales
Jarrow, Robert
;
Madan, Dilip B.
- In:
Finance and stochastics
3
(
1999
)
1
,
pp. 111-134
Persistent link: https://www.econbiz.de/10001367662
Saved in:
8
Convergence of strategies : an approach using Clark-Haussmann's formula
Pedersen, Jan
- In:
Finance and stochastics
3
(
1999
)
3
,
pp. 323-344
Persistent link: https://www.econbiz.de/10001389113
Saved in:
9
The numeraire portfolio for unbounded semimartingales
Becherer, Dirk
- In:
Finance and stochastics
5
(
2001
)
3
,
pp. 327-341
Persistent link: https://www.econbiz.de/10001599277
Saved in:
10
A solution approach to valuation with unhedgeable risks
Zariphopoulou-Souganidis, Thaleia
- In:
Finance and stochastics
5
(
2001
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10001553048
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