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Optimal consumption with reference to past spending maximum
Deng, Shuoqing
;
Li, Xun
;
Pham, Huyên
;
Yu, Xiang
- In:
Finance and stochastics
26
(
2022
)
2
,
pp. 217-266
Persistent link: https://www.econbiz.de/10013197576
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2
Proving regularity of the minimal probability of ruin via a game of stopping and control
Bayraktar, Erhan
;
Young, Virginia R.
- In:
Finance and stochastics
15
(
2011
)
4
,
pp. 785-819
Persistent link: https://www.econbiz.de/10009805453
Saved in:
3
Correspondence between lifetime minimum wealth and utility of consumption
Bayraktar, Erhan
;
Young, Virginia R.
- In:
Finance and stochastics
11
(
2007
)
2
,
pp. 213-236
Persistent link: https://www.econbiz.de/10008222020
Saved in:
4
Strict local martingale deflators and valuing American call-type options
Bayraktar, Erhan
;
Kardaras, Constantinos
;
Xing, Hao
- In:
Finance and stochastics
16
(
2012
)
2
,
pp. 275-292
Persistent link: https://www.econbiz.de/10009839742
Saved in:
5
Strict local martingale deflators and valuing American call-type options
Bayraktar, Erhan
;
Kardaras, Constantinos
;
Xing, Hao
- In:
Finance and stochastics
16
(
2012
)
2
,
pp. 275-291
Persistent link: https://www.econbiz.de/10009544667
Saved in:
6
Proving regularity of the minimal probability of ruin via a game of stopping and control
Bayraktar, Erhan
;
Young, Virginia R.
- In:
Finance and stochastics
15
(
2011
)
4
,
pp. 785-818
Persistent link: https://www.econbiz.de/10009423263
Saved in:
7
Correspondence between lifetime minimum wealth and utility of consumption
Bayraktar, Erhan
;
Young, Virginia R.
- In:
Finance and stochastics
11
(
2007
)
2
,
pp. 213-236
Persistent link: https://www.econbiz.de/10003439759
Saved in:
8
On the quasi-sure superhedging duality with frictions
Bayraktar, Erhan
;
Burzoni, Matteo
- In:
Finance and stochastics
24
(
2020
)
1
,
pp. 249-275
Persistent link: https://www.econbiz.de/10012253347
Saved in:
9
Extended weak convergence and utility maximisation with proportional transaction costs
Bayraktar, Erhan
;
Dolinskyi, Leonid
;
Dolinsky, Yan
- In:
Finance and stochastics
24
(
2020
)
4
,
pp. 1013-1034
Persistent link: https://www.econbiz.de/10012518140
Saved in:
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