The following pages link to Finance and Stochastics (Q135345):
Displaying 13 items.
- Facelifting in utility maximization (Q261918) (← links)
- Weakly time consistent concave valuations and their dual representations (Q261920) (← links)
- Robust pricing and hedging under trading restrictions and the emergence of local martingale models (Q309166) (← links)
- A Feynman-Kac-type formula for Lévy processes with discontinuous killing rates (Q331363) (← links)
- Robust hedging with proportional transaction costs (Q468414) (← links)
- On time-inconsistent stochastic control in continuous time (Q522052) (← links)
- Change of numeraire in the two-marginals martingale transport problem (Q522059) (← links)
- Complete markets with discontinuous security price (Q1297922) (← links)
- Convex measures of risk and trading constraints (Q1424692) (← links)
- Numerical solution of jump-diffusion LIBOR market models (Q1424699) (← links)
- On the free boundary of an annuity purchase (Q1711720) (← links)
- Trading strategies generated by Lyapunov functions (Q2364535) (← links)
- Equilibrium in risk-sharing games (Q2364537) (← links)
