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Nonlinear expectations of random sets
Molčanov, Il'ja S.; Mühlemann, Anja - In: Finance and stochastics 25 (2021) 1, pp. 5-41
Persistent link: https://www.econbiz.de/10012433510
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The fundamental theorem of asset pricing under transaction costs
Guasoni, Paolo; Lépinette, Emmanuel; Rásonyi, Miklós - In: Finance and stochastics 16 (2012) 4, pp. 741-778
Persistent link: https://www.econbiz.de/10010019157
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The fundamental theorem of asset pricing under transaction costs
Guasoni, Paolo; Lépinette, Emmanuel; Rásonyi, Miklós - In: Finance and stochastics 16 (2012) 4, pp. 741-777
Persistent link: https://www.econbiz.de/10009623533
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Asymptotic arbitrage with small transaction costs
Klein, Irene; Lépinette, Emmanuel; Perez-Ostafe, Lavinia - In: Finance and stochastics 18 (2014) 4, pp. 917-939
Persistent link: https://www.econbiz.de/10010416822
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Approximate hedging for nonlinear transaction costs on the volume of traded assets
Elie, Romuald; Lépinette, Emmanuel - In: Finance and stochastics 19 (2015) 3, pp. 541-581
Persistent link: https://www.econbiz.de/10011418291
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Consumption-investment problem with transaction costs for Lévy-driven price processes
Vallière, Dimitri De; Kabanov, Jurij M.; Lépinette, … - In: Finance and stochastics 20 (2016) 3, pp. 705-740
Persistent link: https://www.econbiz.de/10011531437
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Multivariate risks and depth-trimmed regions
Cascos, Ignacio; Molchanov, Ilya - In: Finance and stochastics 11 (2007) 3, pp. 373-398
Persistent link: https://www.econbiz.de/10008221758
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Multivariate risks and depth-trimmed regions
Cascos, Ignacio; Molchanov, Ilya - In: Finance and stochastics 11 (2007) 3, pp. 373-397
Persistent link: https://www.econbiz.de/10003485812