Three Essays on Exponential Hedging with Variable Exit Times (Q4561930): Difference between revisions

@@ Property / cites work @@
+MINIMAL ENTROPY–HELLINGER MARTINGALE MEASURE IN INCOMPLETE MARKETS
+Normal rank
@@ Property / cites work @@
+MORE ON MINIMAL ENTROPY–HELLINGER MARTINGALE MEASURE
+Normal rank
@@ Property / cites work @@
+Minimal Hellinger martingale measures of order \(q\)
+Normal rank
@@ Property / cites work @@
+Exponential Hedging and Entropic Penalties
@@ Property / cites work: Exponential Hedging and Entropic Penalties / rank @@
+Normal rank
@@ Property / cites work @@
+The mathematics of arbitrage
@@ Property / cites work: The mathematics of arbitrage / rank @@
+Normal rank
@@ Property / cites work @@
+Q3915688
@@ Property / cites work: Q3915688 / rank @@
+Normal rank
@@ Property / cites work @@
+OPTIMAL TIMING FOR AN INDIVISIBLE ASSET SALE
@@ Property / cites work: OPTIMAL TIMING FOR AN INDIVISIBLE ASSET SALE / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Investment and Consumption Strategies Under Risk, an Uncertain Lifetime, and Insurance
+Normal rank
@@ Property / cites work @@
+Valuing the option to invest in an incomplete market
+Normal rank
@@ Property / cites work @@
+Horizon-unbiased utility functions
@@ Property / cites work: Horizon-unbiased utility functions / rank @@
+Normal rank
@@ Property / cites work @@
+Calcul stochastique et problèmes de martingales
@@ Property / cites work: Calcul stochastique et problèmes de martingales / rank @@
+Normal rank
@@ Property / cites work @@
+Q3774629
@@ Property / cites work: Q3774629 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4251567
@@ Property / cites work: Q4251567 / rank @@
+Normal rank
@@ Property / cites work @@
+On the optimal portfolio for the exponential utility maximization: remarks to the six-author paper
+Normal rank
@@ Property / cites work @@
+Martingale approach to stochastic control with discretionary stopping
+Normal rank
@@ Property / cites work @@
+Horizon dependence of utility optimizers in incomplete models
+Normal rank
@@ Property / cites work @@
+Sur l'int�grabilit� uniforme des martingales exponentielles
+Normal rank
@@ Property / cites work @@
+Q4153409
@@ Property / cites work: Q4153409 / rank @@
+Normal rank
@@ Property / cites work @@
+Th�orie des processus stochastiques g�n�raux applications aux surmartingales
+Normal rank
@@ Property / cites work @@
+Portfolio choice under dynamic investment performance criteria
+Normal rank
@@ Property / cites work @@
+Q3613974
@@ Property / cites work: Q3613974 / rank @@
+Normal rank
@@ Property / cites work @@
+Convex Analysis
@@ Property / cites work: Convex Analysis / rank @@
+Normal rank
@@ Property / cites work @@
+Maturity-Independent Risk Measures
@@ Property / cites work: Maturity-Independent Risk Measures / rank @@
+Normal rank
@@ Property / cites work @@
+A dual characterization of self-generation and exponential forward performances
+Normal rank