Narrow search
Showing 1 - 10 of 262
Cover Image
On the closedness of sums of convex cones in L O and the robust no-arbitrage property
Kabanov, Jurij M.; Rásonyi, Miklós; Stricker, Christophe - In: Finance and stochastics 7 (2003) 3, pp. 403-411
Persistent link: https://www.econbiz.de/10001772721
Cover Image
The Russian option : finite horizon
Peskir, Goran - In: Finance and stochastics 9 (2005) 2, pp. 251-267
Persistent link: https://www.econbiz.de/10002747193
Cover Image
Pricing by hedging and no-arbitrage beyond semimartingales
Bender, Christian; Sottinen, Tommi; Valkeila, Esko - In: Finance and stochastics 12 (2008) 4, pp. 441-468
Persistent link: https://www.econbiz.de/10003899260
Cover Image
Arbitrage-free market models for option prices : the multi-strike case
Schweizer, Martin; Wissel, Johannes - In: Finance and stochastics 12 (2008) 4, pp. 469-505
Persistent link: https://www.econbiz.de/10003899262
Cover Image
FTAP in finite discrete time with transaction costs by utility maximization
Sass, Jörn; Smaga, Martin - In: Finance and stochastics 18 (2014) 4, pp. 805-823
Persistent link: https://www.econbiz.de/10010416234
Cover Image
A counter-example to an option pricing formula under transaction costs
Roux, Alet; Zastawniak, Tomasz - In: Finance and stochastics 10 (2006) 4, pp. 575-578
Persistent link: https://www.econbiz.de/10003405651
Cover Image
Weak time-derivatives and no-arbitrage pricing
Marinacci, Massimo; Severino, Federico - In: Finance and stochastics 22 (2018) 4, pp. 1007-1036
Persistent link: https://www.econbiz.de/10011946595
Cover Image
A unified framework for robust modelling of financial markets in discrete time
Obłój, Jan; Wiesel, Johannes - In: Finance and stochastics 25 (2021) 3, pp. 427-468
Persistent link: https://www.econbiz.de/10012585981
Cover Image
Arbitrage-free pricing of multi-person game claims in discrete time
Guo, Ivan; Rutkowski, Marek - In: Finance and stochastics 21 (2017) 1, pp. 111-155
Persistent link: https://www.econbiz.de/10011944066
Cover Image
No-arbitrage under a class of honest times
Aksamit, Anna; Choulli, Tahir; Deng, Jun; Jeanblanc, Monique - In: Finance and stochastics 22 (2018) 1, pp. 127-159
Persistent link: https://www.econbiz.de/10011945638