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Universal strategies for diffusion markets and possibility of asymptotic arbitrage
Dokuchaev, N.G.; Savkin, Andrey V. - In: Insurance / Mathematics & economics 34 (2004) 3, pp. 409-420
Persistent link: https://www.econbiz.de/10006881929
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A bounded risk strategy for a market with non-observable parameters
Dokuchaev, Nikolai G.; Savkin, Andrey V. - In: Insurance / Mathematics & economics 30 (2002) 2, pp. 243-254
Persistent link: https://www.econbiz.de/10006896008
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The pricing of options in a financial market model with transaction costs and uncertain volatility
Dokuchaevi, Nikolai G.; Savkin, Andrey V. - In: Journal of multinational financial management 8 (1998) 2, pp. 353
Persistent link: https://www.econbiz.de/10007125328