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Finance and stochastics
Mathematical finance : an international journal of mathematics, statistics and financial theory
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Robust utility maximisation with intractable claims
Li, Yunhong
;
Xu, Zuo Quan
;
Zhou, Xun Yu
- In:
Finance and stochastics
27
(
2023
)
4
,
pp. 985-1015
Persistent link: https://www.econbiz.de/10014426411
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2
Dual utilities on risk aggregation under dependence uncertainty
Wang, Ruodu
;
Xu, Zuo Quan
;
Zhou, Xun Yu
- In:
Finance and stochastics
23
(
2019
)
4
,
pp. 1025-1048
Persistent link: https://www.econbiz.de/10012114687
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3
Evolution of the Arrow-Pratt measure of risk-tolerance for predictable forward utility processes
Strub, Moris S.
;
Zhou, Xun Yu
- In:
Finance and stochastics
25
(
2021
)
2
,
pp. 331-358
Persistent link: https://www.econbiz.de/10012499731
Saved in:
4
Correction note for ‘The large-maturity smile for the Heston model’
Bernard, Carole
;
Cui, Zhenyu
;
Forde, Martin
;
Jacquier, …
- In:
Finance and stochastics
17
(
2012
)
1
,
pp. 223-224
Persistent link: https://www.econbiz.de/10010057625
Saved in:
5
Risk bounds for factor models
Bernard, Carole
;
Rüschendorf, Ludger
;
Vanduffel, Steven
; …
- In:
Finance and stochastics
21
(
2017
)
3
,
pp. 631-659
Persistent link: https://www.econbiz.de/10011944414
Saved in:
6
Cost-efficient payoffs under model ambiguity
Bernard, Carole
;
Junike, Gero
;
Lux, Thibaut
;
Vanduffel, …
- In:
Finance and stochastics
28
(
2024
)
4
,
pp. 965-997
Persistent link: https://www.econbiz.de/10015130486
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