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Volume 18; Issue 3
Main
Finance and Stochastics
Volume 18; Issue 3
Finance and Stochastics
Volume 18; Issue 3
1
A theory of Markovian time-inconsistent stochastic control in discrete time
T. Björk
,
A. Murgoci
Journal:
Finance and Stochastics
Year:
2014
Language:
english
File:
PDF, 1.23 MB
Your tags:
english, 2014
2
An optimal execution problem with market impact
Kato, Takashi
Journal:
Finance and Stochastics
Year:
2014
Language:
english
File:
PDF, 1.24 MB
Your tags:
english, 2014
3
On arbitrages arising with honest times
Fontana, Claudio
,
Jeanblanc, Monique
,
Song, Shiqi
Journal:
Finance and Stochastics
Year:
2014
Language:
english
File:
PDF, 967 KB
Your tags:
english, 2014
4
Fundamental theorems of asset pricing for piecewise semimartingales of stochastic dimension
Strong, Winslow
Journal:
Finance and Stochastics
Year:
2014
Language:
english
File:
PDF, 925 KB
Your tags:
english, 2014
5
Confidence sets in nonparametric calibration of exponential Lévy models
Söhl, Jakob
Journal:
Finance and Stochastics
Year:
2014
Language:
english
File:
PDF, 1.05 MB
Your tags:
english, 2014
6
Pricing a contingent claim liability with transaction costs using asymptotic analysis for optimal investment
Bichuch, Maxim
Journal:
Finance and Stochastics
Year:
2014
Language:
english
File:
PDF, 1.26 MB
Your tags:
english, 2014
7
Pseudo linear pricing rule for utility indifference valuation
Henderson, Vicky
,
Liang, Gechun
Journal:
Finance and Stochastics
Year:
2014
Language:
english
File:
PDF, 780 KB
Your tags:
english, 2014
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