The following pages link to Olaf Menkens (Q639361):
Displaying 11 items.
- Pricing and hedging of Asian options: Quasi-explicit solutions via Malliavin calculus (Q639362) (← links)
- Worst-case scenario portfolio optimization: a new stochastic control approach (Q814888) (← links)
- Asian and Australian options: a common perspective (Q1994236) (← links)
- Worst-case-optimal dynamic reinsurance for large claims (Q2391938) (← links)
- Worst-case optimal investment with a random number of crashes (Q2453936) (← links)
- WORST-CASE PORTFOLIO OPTIMIZATION IN A MARKET WITH BUBBLES (Q2800049) (← links)
- Worst-case portfolio optimization with proportional transaction costs (Q2804001) (← links)
- On the Uniqueness of Unbounded Viscosity Solutions Arising in an Optimal Terminal Wealth Problem with Transaction Costs (Q2945617) (← links)
- (Q3515762) (← links)
- CRASH HEDGING STRATEGIES AND WORST-CASE SCENARIO PORTFOLIO OPTIMIZATION (Q5483507) (← links)
- (Q5718847) (← links)
