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Convex hedging of non-superreplicable claims in discrete-time market models
Tkalinski, Tomasz J. - In: Mathematical methods of operations research 79 (2014) 2, pp. 239-252
Persistent link: https://www.econbiz.de/10010347953
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Superreplication under model uncertainty in discrete time
Nutz, Marcel - In: Finance and stochastics 18 (2014) 4, pp. 791-803
Persistent link: https://www.econbiz.de/10010416246
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No free lunch for markets with multiple numéraires
Carassus, Laurence - In: Journal of mathematical economics 104 (2023), pp. 1-18
Persistent link: https://www.econbiz.de/10014231303
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Fundamental theorem of asset pricing under fixed and proportional transaction costs
Brown, Martin; Zastawniak, Tomasz - In: Annals of finance 16 (2020) 3, pp. 423-433
Persistent link: https://www.econbiz.de/10012496392
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Fundamental Theorem of Asset Pricing under fixed and proportional costs in multi-asset setting and finite probability space
Zastawniak, Tomasz - In: Decisions in economics and finance : a journal of … 47 (2024) 1, pp. 137-149
Persistent link: https://www.econbiz.de/10015044789
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Analytical valuation of autocallable notes
Guillaume, Tristan - In: International journal of financial engineering 2 (2015) 2, pp. 1-23
Persistent link: https://www.econbiz.de/10011333447
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Dissecting skewness under affine jump-diffusions
Zhen, Fang; Zhang, Jin E. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 24 (2020) 4, pp. 1-19
Persistent link: https://www.econbiz.de/10012299592
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Modulated information flows in financial markets
Hoyle, Edward; Macrina, Andrea; Mengütürk, Levent Ali - In: International journal of theoretical and applied finance 23 (2020) 4, pp. 1-35
Persistent link: https://www.econbiz.de/10012271037