Narrow search
Showing 1 - 10 of 13
Cover Image
Credit default swap calibration and derivatives pricing with the SSRD stochastic intensity model
Brigo, Damiano; Alfonsi, Aurélien - In: Finance and stochastics 9 (2005) 1, pp. 29-42
Persistent link: https://www.econbiz.de/10008222977
Cover Image
Credit default swap calibration and derivatives pricing with the SSRD stochastic intensity model
Brigo, Damiano; Alfonsi, Aurélien - In: Finance and stochastics 9 (2005) 1, pp. 29-42
Persistent link: https://www.econbiz.de/10002497060
Cover Image
Dynamic optimal execution in a mixed-market-impact Hawkes price model
Alfonsi, Aurélien; Blanc, Pierre - In: Finance and stochastics 20 (2016) 1, pp. 183-218
Persistent link: https://www.econbiz.de/10011460309
Cover Image
Optimal investments for risk- and ambiguity-averse preferences : a duality approach
Schied, Alexander - In: Finance and stochastics 11 (2007) 1, pp. 107-129
Persistent link: https://www.econbiz.de/10003410640
Cover Image
Risk aversion and the dynamics of optimal liquidation strategies in illiquid markets
Schied, Alexander; Schöneborn, Torsten - In: Finance and stochastics 13 (2009) 2, pp. 181-204
Persistent link: https://www.econbiz.de/10008211981
Cover Image
Convex measures of risk and trading constraints
Föllmer, Hans; Schied, Alexander - In: Finance and stochastics 6 (2002) 4, pp. 429-448
Persistent link: https://www.econbiz.de/10008216167
Cover Image
Optimal investments for risk- and ambiguity-averse preferences: a duality approach
Schied, Alexander - In: Finance and stochastics 11 (2007) 1, pp. 107-130
Persistent link: https://www.econbiz.de/10008222116
Cover Image
Drift dependence of optimal trade execution strategies under transient price impact
Lorenz, Christopher; Schied, Alexander - In: Finance and stochastics 17 (2013) 4, pp. 743-770
Persistent link: https://www.econbiz.de/10010183829
Cover Image
Drift dependence of optimal trade execution strategies under transient price impact
Lorenz, Christopher; Schied, Alexander - In: Finance and stochastics 17 (2013) 4, pp. 743-770
Persistent link: https://www.econbiz.de/10010190880
Cover Image
Comparative and qualitative robustness for law-invariant risk measures
Krätschmer, Volker; Schied, Alexander; Zähle, Henryk - In: Finance and stochastics 18 (2014) 2, pp. 271-295
Persistent link: https://www.econbiz.de/10010340784