The following pages link to Martin Herdegen (Q333898):
Displaying 19 items.
- Minimal conditions for implications of Gronwall-Bellman type (Q333900) (← links)
- Single jump processes and strict local martingales (Q901294) (← links)
- Equilibrium returns with transaction costs (Q1650939) (← links)
- Stability of Radner equilibria with respect to small frictions (Q1709608) (← links)
- Scaling limits of processes with fast nonlinear mean reversion (Q1986011) (← links)
- Sensitivity of optimal consumption streams (Q2000136) (← links)
- Equilibrium asset pricing with transaction costs (Q2022762) (← links)
- The infinite-horizon investment-consumption problem for Epstein-Zin stochastic differential utility. I: Foundations (Q2111245) (← links)
- The infinite-horizon investment-consumption problem for Epstein-Zin stochastic differential utility. II: Existence, uniqueness and verification for \(\vartheta \in (0,1)\) (Q2111246) (← links)
- Trading with small nonlinear price impact (Q2192738) (← links)
- Bubbles in discrete-time models (Q2675818) (← links)
- STRONG BUBBLES AND STRICT LOCAL MARTINGALES (Q2814669) (← links)
- Semi‐efficient valuations and put‐call parity (Q4962463) (← links)
- Strict local martingales and optimal investment in a Black–Scholes model with a bubble (Q5743124) (← links)
- An elementary approach to the Merton problem (Q6054379) (← links)
- Mean‐ portfolio selection and ‐arbitrage for coherent risk measures (Q6054408) (← links)
- Liquidity Provision with Adverse Selection and Inventory Costs (Q6121628) (← links)
- An elementary proof of the dual representation of expected shortfall (Q6146112) (← links)
- No-arbitrage in a numéraire-independent modeling framework (Q6497106) (← links)
