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On superhedging under delta constraints
Sekine, Jun - In: Applied mathematical finance 9 (2002) 2, pp. 103-122
Persistent link: https://www.econbiz.de/10008216170
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Dynamic Minimization of Worst Conditional Expectation of Shortfall
Sekine, Jun - In: Mathematical finance : an international journal of … 14 (2004) 4, pp. 605
Persistent link: https://www.econbiz.de/10008223319
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Long-term optimal portfolios with floor
Sekine, Jun - In: Finance and stochastics 16 (2012) 3, pp. 369-402
Persistent link: https://www.econbiz.de/10009983151
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Solving long term optimal investment problems with Cox-Ingersoll-Ross interest rates
Hata, Hiroaki; Sekine, Jun - In: Advances in mathematical economics 8 (2006), pp. 231-255
Persistent link: https://www.econbiz.de/10009902278