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Dynamic mean-variance problem with frictions
Bensoussan, Alain
;
Ma, Guiyuan
;
Siu, Chi Chung
;
Yam, …
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Finance and stochastics
26
(
2022
)
2
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pp. 267-300
Persistent link: https://www.econbiz.de/10013197583
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Arbitrage-free pricing of multi-person game claims in discrete time
Guo, Ivan
;
Rutkowski, Marek
- In:
Finance and stochastics
21
(
2017
)
1
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pp. 111-155
Persistent link: https://www.econbiz.de/10011944066
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