8

Optimal Investment in a Dual Risk Model

Year:
2015
Language:
english
File:
PDF, 927 KB
english, 2015
11

Optimal portfolio execution under time-varying liquidity constraints

Year:
2017
Language:
english
File:
PDF, 2.50 MB
english, 2017
12

Asymptotic Analysis for Optimal Dividends in a Dual Risk Model

Year:
2016
Language:
english
File:
PDF, 325 KB
english, 2016
14

Model-independent superhedging under portfolio constraints

Year:
2016
Language:
english
File:
PDF, 1.41 MB
english, 2016