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~isPartOf:"International journal of theoretical and applied finance"
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International journal of theoretical and applied finance
Finance and Stochastics
15
International Journal of Theoretical and Applied Finance (IJTAF)
10
MPRA Paper
9
Mathematical Methods of Operations Research
9
Computational Statistics
8
Working Papers / HAL
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Insurance: Mathematics and Economics
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Journal of mathematical economics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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1
Resilient price impact of trading and the cost of illiquidity
Roch, Alexandre
;
Soner, Halil Mete
- In:
International journal of theoretical and applied finance
16
(
2013
)
6
,
pp. 1-27
Persistent link: https://www.econbiz.de/10010197179
Saved in:
2
Utility maximization with intermediate consumption under restricted information for jump market models
Ceci, Claudia
- In:
International journal of theoretical and applied finance
15
(
2012
)
6
,
pp. 1-34
Persistent link: https://www.econbiz.de/10009672596
Saved in:
3
Utility based pricing and hedging of jump diffusion processes with a view to applications
Zahn, Jochen Wolfgang
- In:
International journal of theoretical and applied finance
15
(
2012
)
7
,
pp. 1-22
Persistent link: https://www.econbiz.de/10009685882
Saved in:
4
Utility theory front to back-inferring utility from agents' choices
Cox, Alexander M. G.
;
Hobson, David G.
;
Obłój, Jan
- In:
International journal of theoretical and applied finance
17
(
2014
)
3
,
pp. 1-44
Persistent link: https://www.econbiz.de/10010364759
Saved in:
5
Max-min optimization problem for variable annuities pricing
Blanchet-Scalliet, Christophette
;
Chevalier, Etienne
; …
- In:
International journal of theoretical and applied finance
18
(
2015
)
8
,
pp. 1-35
Persistent link: https://www.econbiz.de/10011419373
Saved in:
6
Portfolio optimization in affine models with Markov switching
Escobar, Marcos
;
Neykova, Daniela
;
Zagst, Rudi
- In:
International journal of theoretical and applied finance
18
(
2015
)
5
,
pp. 1-46
Persistent link: https://www.econbiz.de/10011403855
Saved in:
7
Optimal stochastic control problem under model uncertainty with nonentropy penalty
Faidi, Wahid
;
Matoussi, Anis
;
Mnif, Mohamed
- In:
International journal of theoretical and applied finance
20
(
2017
)
3
,
pp. 1-41
Persistent link: https://www.econbiz.de/10011686954
Saved in:
8
On optimal strategies for utility maximizers in the arbitrage pricing model
Rásonyi, Miklós
- In:
International journal of theoretical and applied finance
19
(
2016
)
7
,
pp. 1-12
Persistent link: https://www.econbiz.de/10011568831
Saved in:
9
Portfolio optimization under nonlinear utility
Heyne, Gregor
;
Kupper, Michael
;
Tangpi, Ludovic
- In:
International journal of theoretical and applied finance
19
(
2016
)
5
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011524910
Saved in:
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