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Finance and stochastics
MPRA Paper
51
Quantitative finance
47
International journal of theoretical and applied finance
45
Physica A: Statistical Mechanics and its Applications
41
International Journal of Theoretical and Applied Finance (IJTAF)
39
Finance and Stochastics
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A model for a large investor trading at market indifference prices : I: single-period case
Bank, Peter
;
Kramkov, Dmitry
- In:
Finance and stochastics
19
(
2015
)
2
,
pp. 449-472
Persistent link: https://www.econbiz.de/10011418186
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2
Almost-sure hedging with permanent price impact
Bouchard, Bruno
;
Loeper, Grégoire
;
Zou, Yiyi
- In:
Finance and stochastics
20
(
2016
)
3
,
pp. 741-771
Persistent link: https://www.econbiz.de/10011531441
Saved in:
3
Fast and slow optimal trading with exogenous information
Cont, Rama
;
Micheli, Alessandro
;
Neuman, Eyal
- In:
Finance and stochastics
29
(
2025
)
2
,
pp. 553-607
Persistent link: https://www.econbiz.de/10015394810
Saved in:
4
Dynamic mean-variance problem with frictions
Bensoussan, Alain
;
Ma, Guiyuan
;
Siu, Chi Chung
;
Yam, …
- In:
Finance and stochastics
26
(
2022
)
2
,
pp. 267-300
Persistent link: https://www.econbiz.de/10013197583
Saved in:
5
Price impact in Nash equilibria
Chen, Xiao
;
Choi, Jin Hyuk
;
Larsen, Kasper
;
Seppi, Duane J.
- In:
Finance and stochastics
27
(
2023
)
2
,
pp. 305-340
Persistent link: https://www.econbiz.de/10014253641
Saved in:
6
A stochastic control perspective on term structure models with roll-over risk
Fontana, Claudio
;
Pavarana, Simone
;
Runggaldier, Wolfgang J.
- In:
Finance and stochastics
27
(
2023
)
4
,
pp. 903-932
Persistent link: https://www.econbiz.de/10014426396
Saved in:
7
When do creditors with heterogeneous beliefs agree to run?
Krishenik, Andrey
;
Minca, Andreea
;
Wissel, Johannes Stefan
- In:
Finance and stochastics
19
(
2015
)
2
,
pp. 233-259
Persistent link: https://www.econbiz.de/10011417833
Saved in:
8
Pricing a contingent claim liability with transaction costs using asymptotic analysis for optimal investment
Bichuch, Maxim
- In:
Finance and stochastics
18
(
2014
)
3
,
pp. 651-694
Persistent link: https://www.econbiz.de/10010395976
Saved in:
9
Forward equations for option prices in semimartingale models
Bentata, Amel
;
Cont, Rama
- In:
Finance and stochastics
19
(
2015
)
3
,
pp. 617-651
Persistent link: https://www.econbiz.de/10011418317
Saved in:
10
A Feynman-Kac-type formula for Lévy processes with discontinuous killing rates
Glau, Kathrin
- In:
Finance and stochastics
20
(
2016
)
4
,
pp. 1021-1059
Persistent link: https://www.econbiz.de/10011570348
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