Financial finance - MaRDI portal

Cites Work

Title not available (Why is that?)
Title not available (Why is that?)
Optimum consumption and portfolio rules in a continuous-time model
Bid and ask prices as non-linear continuous time G-expectations based on distortions
Two price economies in continuous time
Mathematics of financial markets.
Portfolio choice with jumps: a closed-form solution
Optimal consumption and portfolio policies when asset prices follow a diffusion process
Martingales and arbitrage in multiperiod securities markets
Arbitrage and equilibrium in economies with infinitely many commodities
Martingales and stochastic integrals in the theory of continuous trading
Mean-variance hedging in continuous time
The fundamental theorem of asset pricing for unbounded stochastic processes
Continuous-time mean-variance portfolio selection: a stochastic LQ framework
Wasserstein and total variation distance between marginals of Lévy processes
Stochastic calculus for finance. I: The binomial asset pricing model.
Implied price processes anchored in statistical realizations
High dimensional Markovian trading of a single stock
On dynamic spectral risk measures, a limit theorem and optimal portfolio allocation
Bilateral gamma distributions and processes in financial mathematics
Théorie de l'addition des variables aléatoires.
Nonlinear equity valuation using conic finance and its regulatory implications
Change of Time and Change of Measure
Optimal Portfolio and Consumption Decisions for a “Small Investor” on a Finite Horizon
MEASURING AND MONITORING THE EFFICIENCY OF MARKETS
The Variance Gamma Process and Option Pricing
Nonlinear Valuation and Non-Gaussian Risks in Finance
OPTION IMPLIED VIX, SKEW AND KURTOSIS TERM STRUCTURES
OPTIMAL RISK SHARING FOR LAW INVARIANT MONETARY UTILITY FUNCTIONS
Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes
Stochastic finance. An introduction in discrete time

This page was built for publication: Financial finance

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6644194)