The following pages link to Finance and Stochastics (Q135345):
Displaying 50 items.
- Adapting extreme value statistics to financial time series: dealing with bias and serial dependence (Q135348) (← links)
- Universal arbitrage aggregator in discrete-time markets under uncertainty (Q261912) (← links)
- Model-independent superhedging under portfolio constraints (Q261914) (← links)
- Consistent price systems under model uncertainty (Q261917) (← links)
- Facelifting in utility maximization (Q261918) (← links)
- Weakly time consistent concave valuations and their dual representations (Q261920) (← links)
- Superreplication when trading at market indifference prices (Q261922) (← links)
- Dynamic optimal execution in a mixed-market-impact Hawkes price model (Q261925) (← links)
- Short-time expansions for close-to-the-money options under a Lévy jump model with stochastic volatility (Q261928) (← links)
- A general HJM framework for multiple yield curve modelling (Q287657) (← links)
- In the insurance business risky investments are dangerous: the case of negative risk sums (Q287663) (← links)
- Asymptotic replication with modified volatility under small transaction costs (Q287666) (← links)
- Risk measures with the CxLS property (Q287670) (← links)
- Adaptive basket liquidation (Q287672) (← links)
- Optimal portfolio liquidation in target zone models and catalytic superprocesses (Q287674) (← links)
- Stability of utility maximization in nonequivalent markets (Q287676) (← links)
- Second order multiscale stochastic volatility asymptotics: stochastic terminal layer analysis and calibration (Q309158) (← links)
- Additive subordination and its applications in finance (Q309162) (← links)
- An explicit martingale version of the one-dimensional Brenier theorem (Q309163) (← links)
- Robust pricing and hedging under trading restrictions and the emergence of local martingale models (Q309166) (← links)
- Consumption-investment problem with transaction costs for Lévy-driven price processes (Q309169) (← links)
- Almost-sure hedging with permanent price impact (Q309172) (← links)
- The joint distribution of Parisian and hitting times of Brownian motion with application to Parisian option pricing (Q309175) (← links)
- Retraction note to: ``The distribution of the maximum of a variance gamma process and path-dependent option pricing'' (Q309177) (← links)
- Editorial: 20th anniversary of Finance and Stochastics (Q331350) (← links)
- Liquidity management with decreasing returns to scale and secured credit line (Q331354) (← links)
- A BSDE approach to fair bilateral pricing under endogenous collateralization (Q331356) (← links)
- Counterparty risk and funding: immersion and beyond (Q331358) (← links)
- Polynomial diffusions and applications in finance (Q331360) (← links)
- Short-term asymptotics for the implied volatility skew under a stochastic volatility model with Lévy jumps (Q331361) (← links)
- A Feynman-Kac-type formula for Lévy processes with discontinuous killing rates (Q331363) (← links)
- Another look at the integral of exponential Brownian motion and the pricing of Asian options (Q331365) (← links)
- No arbitrage of the first kind and local martingale numéraires (Q331366) (← links)
- Duality and convergence for binomial markets with friction (Q354186) (← links)
- Model-independent bounds for option prices -- a mass transport approach (Q354188) (← links)
- Quantitative error estimates for a least-squares Monte Carlo algorithm for American option pricing (Q354190) (← links)
- Robust utility maximization for a diffusion market model with misspecified coefficients (Q354194) (← links)
- Equilibrium model with default and dynamic insider information (Q354195) (← links)
- Dynamic no-good-deal pricing measures and extension theorems for linear operators on \(L^\infty\) (Q354197) (← links)
- A reading guide for last passage times with financial applications in view (Q354200) (← links)
- Mean-variance hedging with oil futures (Q377447) (← links)
- Variation and share-weighted variation swaps on time-changed Lévy processes (Q377448) (← links)
- Multilevel dual approach for pricing American style derivatives (Q377450) (← links)
- Drift dependence of optimal trade execution strategies under transient price impact (Q377452) (← links)
- Portfolio optimisation under non-linear drawdown constraints in a semimartingale financial model (Q377454) (← links)
- On the existence of shadow prices (Q377456) (← links)
- On the game interpretation of a shadow price process in utility maximization problems under transaction costs (Q377457) (← links)
- Outperformance portfolio optimization via the equivalence of pure and randomized hypothesis testing (Q377458) (← links)
- Analytical approximation of the transition density in a local volatility model (Q432231) (← links)
- Fundamental theorems of asset pricing for piecewise semimartingales of stochastic dimension (Q457178) (← links)
