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Mathematical Finance
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
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Liquidity in competitive dealer markets
Bank, Peter
;
Ekren, Ibrahim
;
Muhle-Karbe, Johannes
- In:
Mathematical Finance
31
(
2021
)
3
,
pp. 827-856
Persistent link: https://www.econbiz.de/10012538284
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Hedging and Portfolio Optimization in Financial Markets with a Large Trader
Bank, Peter
;
Baum, Dietmar
- In:
Mathematical Finance
14
(
2004
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10005139698
Saved in:
3
Dynamically consistent alpha‐maxmin expected utility
Beissner, Patrick
;
Lin, Qian
;
Riedel, Frank
- In:
Mathematical Finance
30
(
2019
)
3
,
pp. 1073-1102
Persistent link: https://www.econbiz.de/10012192409
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