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Benchmarked risk minimization
Du, Ke; Platen, Eckhard - In: Mathematical finance : an international journal of … 26 (2016) 3, pp. 617-637
Persistent link: https://www.econbiz.de/10011583786
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Local risk minimization for defaultable markets
Biagini, Francesca; Cretarola, Alessandra - In: Mathematical finance : an international journal of … 19 (2009) 4, pp. 669-689
Persistent link: https://www.econbiz.de/10003937549
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Multivariate stable futures prices
Cheng, B. N. - In: Mathematical finance : an international journal of … 5 (1995) 2, pp. 133-153
Persistent link: https://www.econbiz.de/10001185054
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Tax basis and nonlinearity in cash stream valuation
Dermody, Jaime C. - In: Mathematical finance : an international journal of … 5 (1995) 2, pp. 97-119
Persistent link: https://www.econbiz.de/10001185059
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A note on the generalized multibeta CAPM
Lee, Cheng F. - In: Mathematical finance : an international journal of … 4 (1994) 1, pp. 67-68
Persistent link: https://www.econbiz.de/10001185101
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Bessel processes, Asian options, and perpetuities
Geman, Hélyette - In: Mathematical finance : an international journal of … 3 (1993) 4, pp. 349-375
Persistent link: https://www.econbiz.de/10001185120
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Long horizons, high risk aversion, and endogenous spreads
Guasoni, Paolo; Muhle-Karbe, Johannes - In: Mathematical finance : an international journal of … 25 (2015) 4, pp. 724-753
Persistent link: https://www.econbiz.de/10011350524
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No-arbitrage pricing for dividend-paying securities in discrete-time markets with transaction costs
Bielecki, Tomasz R.; Cialenco, Igor; Rodriguez, Rodrigo - In: Mathematical finance : an international journal of … 25 (2015) 4, pp. 673-701
Persistent link: https://www.econbiz.de/10011350542
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Arbitrage bounds for prices of weighted variance swaps
Davis, Mark H. A.; Obłój, Jan; Raval, Vimal - In: Mathematical finance : an international journal of … 24 (2014) 4, pp. 821-854
Persistent link: https://www.econbiz.de/10011308161
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No-arbitrage in a numéraire-independent modeling framework
Herdegen, Martin - In: Mathematical finance : an international journal of … 27 (2017) 2, pp. 568-603
Persistent link: https://www.econbiz.de/10011752535