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Viscosity solutions and numerical schemes for investment/consumption models with transaction costs
Tourin, Agnès
;
Zariphopoulou-Souganidis, Thaleia
- In:
Numerical methods in finance
,
(pp. 245-269)
.
2008
Persistent link: https://www.econbiz.de/10003723951
Saved in:
2
Measuring the diversification of a loan portfolio
Tourin, Agnès
- In:
International journal of bonds and derivatives
4
(
2020
)
2
,
pp. 104-113
Persistent link: https://www.econbiz.de/10012505156
Saved in:
3
Optimal bank management under capital and liquidity constraints
Astic, Fabian
;
Tourin, Agnès
- In:
Journal of financial engineering
1
(
2014
)
3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10010508026
Saved in:
4
On the credit risk of secured loans with maximum loan-to-value covenants
Astic, Fabian
;
Tourin, Agnès
- In:
International journal of theoretical and applied finance
17
(
2014
)
8
,
pp. 1-19
Persistent link: https://www.econbiz.de/10010498789
Saved in:
5
Optimal pairs trading with time-varying volatility
Li, Thomas Nanfeng
;
Tourin, Agnès
- In:
International journal of financial engineering
3
(
2016
)
3
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011588167
Saved in:
6
A finite difference scheme for pairs trading with transaction costs
Li, Zequn
;
Tourin, Agnès
- In:
Computational economics
60
(
2022
)
2
,
pp. 601-632
Persistent link: https://www.econbiz.de/10013380794
Saved in:
7
Optimal investment and consumption models with non-linear stock dynamics
Zariphopoulou-Souganidis, Thaleia
- In:
Mathematical methods of operations research
50
(
1999
)
2
,
pp. 271-296
Persistent link: https://www.econbiz.de/10001428783
Saved in:
8
A solution approach to valuation with unhedgeable risks
Zariphopoulou-Souganidis, Thaleia
- In:
Finance and stochastics
5
(
2001
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10001553048
Saved in:
9
International capital structure equilibrium
Hodder, James E.
- In:
The journal of finance : the journal of the American …
45
(
1990
)
5
,
pp. 1495-1516
Persistent link: https://www.econbiz.de/10001103796
Saved in:
10
Valuing flexibility as a complex option
Triantis, Alexander J.
- In:
The journal of finance : the journal of the American …
45
(
1990
)
2
,
pp. 549-565
Persistent link: https://www.econbiz.de/10001089795
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