Narrow search
Showing 1 - 3 of 3
Cover Image
Liquidity provision with adverse selection and inventory costs
Herdegen, Martin; Muhle-Karbe, Johannes; Stebegg, Florian - In: Mathematics of operations research 48 (2023) 3, pp. 1286-1315
Persistent link: https://www.econbiz.de/10014329263
Cover Image
Local Risk-Minimization Under Transaction Costs
Lamberton, Damien; Pham, Huyên; Schweizer, Martin - In: Mathematics of operations research 23 (1998) 3, pp. 585-612
Persistent link: https://www.econbiz.de/10006419788
Cover Image
Variance-optimal Hedging in Discrete Time
Schweizer, Martin - In: Mathematics of operations research 20 (1995) 1, pp. 1-32
Persistent link: https://www.econbiz.de/10006420778