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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:
2
Transaction costs, trading volume, and the liquidity premium
Gerhold, Stefan
;
Guasoni, Paolo
;
Muhle-Karbe, Johannes
; …
- In:
Finance and stochastics
18
(
2014
)
1
,
pp. 1-37
Persistent link: https://www.econbiz.de/10010235459
Saved in:
3
On the existence of shadow prices
Benedetti, Giuseppe
;
Campi, Luciano
;
Kallsen, Jan
; …
- In:
Finance and stochastics
17
(
2013
)
4
,
pp. 801-818
Persistent link: https://www.econbiz.de/10010190874
Saved in:
4
Asymptotic and exact pricing of options on variance
Keller-Ressel, Martin
;
Muhle-Karbe, Johannes
- In:
Finance and stochastics
17
(
2013
)
1
,
pp. 107-133
Persistent link: https://www.econbiz.de/10009682289
Saved in:
5
The dual optimizer for the growth-optimal portfolio under transaction costs
Gerhold, Stefan
;
Muhle-Karbe, Johannes
;
Schachermayer, …
- In:
Finance and stochastics
17
(
2013
)
2
,
pp. 325-354
Persistent link: https://www.econbiz.de/10009730811
Saved in:
6
Asymptotics for fixed transaction costs
Altarovici, Albert Michael
;
Muhle-Karbe, Johannes
; …
- In:
Finance and stochastics
19
(
2015
)
2
,
pp. 363-414
Persistent link: https://www.econbiz.de/10011418150
Saved in:
7
Hedging with small uncertainty aversion
Herrmann, Sebastian
;
Muhle-Karbe, Johannes
;
Seifried, …
- In:
Finance and stochastics
21
(
2017
)
1
,
pp. 1-64
Persistent link: https://www.econbiz.de/10011944064
Saved in:
8
Model uncertainty, recalibration, and the emergence of delta-vega hedging
Herrmann, Sebastian
;
Muhle-Karbe, Johannes
- In:
Finance and stochastics
21
(
2017
)
4
,
pp. 873-930
Persistent link: https://www.econbiz.de/10011944452
Saved in:
9
A risk-neutral equilibrium leading to uncertain volatility pricing
Muhle-Karbe, Johannes
;
Nutz, Marcel
- In:
Finance and stochastics
22
(
2018
)
2
,
pp. 281-295
Persistent link: https://www.econbiz.de/10011945712
Saved in:
10
Stability of Radner equilibria with respect to small frictions
Herdegen, Martin
;
Muhle-Karbe, Johannes
- In:
Finance and stochastics
22
(
2018
)
2
,
pp. 443-502
Persistent link: https://www.econbiz.de/10011945802
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