2

Stochastic targets with mixed diffusion processes and viscosity solutions

Year:
2002
Language:
english
File:
PDF, 262 KB
english, 2002
5

Utility maximization on the real line under proportional transaction costs

Year:
2002
Language:
english
File:
PDF, 187 KB
english, 2002
9

Almost-sure hedging with permanent price impact

Year:
2016
Language:
english
File:
PDF, 1.36 MB
english, 2016
10

[Universitext] Fundamentals and Advanced Techniques in Derivatives Hedging ||

Year:
2016
Language:
english
File:
PDF, 2.47 MB
english, 2016
17

Wealth-path dependent utility maximization in incomplete markets

Year:
2004
Language:
english
File:
PDF, 272 KB
english, 2004
22

Weak Dynamic Programming Principle for Viscosity Solutions

Year:
2011
Language:
english
File:
PDF, 235 KB
english, 2011
23

Optimal Control under Stochastic Target Constraints

Year:
2010
Language:
english
File:
PDF, 399 KB
english, 2010
24

Barrier Option Hedging under Constraints: A Viscosity Approach

Year:
2006
Language:
english
File:
PDF, 359 KB
english, 2006
30

Consistent price systems under model uncertainty

Year:
2016
Language:
english
File:
PDF, 1.02 MB
english, 2016
34

Arbitrage and duality in nondominated discrete-time models

Year:
2015
Language:
english
File:
PDF, 361 KB
english, 2015