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Optimal Consumption Choice under Uncertainty with Intertemporal Substitution
Bank, P.; Riedel, F. - Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005742969
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Existence and Structure of Stochastic Equilibria with Intertemporal Substitution
Bank, P.; Riedel, F. - Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005795069
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Pricing and Hedging of Forwards, Futures and Swaps by Change of Numeraire
Bank, P. - Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005796179
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A Stochastic Representation Theorem with Applications to Optimization and Obstacle Problems
Bank, P.; Karoui, N. El - Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005796186
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Non-Time Additive Utility Optimization - the Case of Certainty
Riedel, F.; Bank, P. - Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005796257
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Hedging and Portfolio Optimization in Illiquid Financial Markets
Bank, P.; Baum, D. - Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005838275
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No Free Lunch for Large Investors
Bank, P. - Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005838276