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Cost-efficient contingent claims with market frictions
Ghossoub, Mario - In: Mathematics and financial economics 10 (2016) 1, pp. 87-111
Persistent link: https://www.econbiz.de/10011446032
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A Neyman-Pearson problem with ambiguity and nonlinear pricing
Ghossoub, Mario - In: Mathematics and financial economics 12 (2018) 3, pp. 365-385
Persistent link: https://www.econbiz.de/10011963863
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Static portfolio choice under Cumulative Prospect Theory
Bernard, Carole; Ghossoub, Mario - In: Mathematics and financial economics 2 (2010) 4, pp. 277-306
Persistent link: https://www.econbiz.de/10003949938