The following pages link to (Q3866874):
Displaying 15 items.
- Input-to-state stability of linear stochastic functional differential equations (Q294897) (← links)
- On the hedging of options on exploding exchange rates (Q471173) (← links)
- Defaultable game options in a hazard process model (Q1039923) (← links)
- Completeness of securities market models -- an operator point of view (Q1305426) (← links)
- A complete explicit solution to the log-optimal portfolio problem. (Q1413691) (← links)
- Arbitrage and utility maximization in market models with an insider (Q1670397) (← links)
- Remarks on the stochastic integral (Q1745665) (← links)
- Optimal portfolios for logarithmic utility. (Q1877521) (← links)
- On admissible strategies in robust utility maximization (Q1938976) (← links)
- On utility maximization under convex portfolio constraints (Q1948700) (← links)
- Utility maximization in a multidimensional semimartingale model with nonlinear wealth dynamics (Q2230762) (← links)
- The fundamental theorem of asset pricing, the hedging problem and maximal claims in financial markets with short sales prohibitions (Q2443185) (← links)
- Semimartingale price systems in models with transaction costs beyond efficient friction (Q2675819) (← links)
- Weak and strong solutions of stochastic differential equations (Q3873264) (← links)
- THE EFFECT OF TRADING FUTURES ON SHORT SALE CONSTRAINTS (Q5247423) (← links)
