Volume 21; Issue 3

Finance and Stochastics

Volume 21; Issue 3
1

Equilibrium in risk-sharing games

Anthropelos, Michail, Kardaras, Constantinos
Journal:
Finance and Stochastics
Year:
2017
Language:
english
File:
PDF, 1.52 MB
english, 2017
2

Risk bounds for factor models

Bernard, Carole, Rüschendorf, Ludger, Vanduffel, Steven, Wang, Ruodu
Journal:
Finance and Stochastics
Year:
2017
Language:
english
File:
PDF, 954 KB
english, 2017
3

The exact Taylor formula of the implied volatility

Stefano Pagliarani,Andrea Pascucci
Journal:
Finance and Stochastics
Year:
2017
Language:
english
File:
PDF, 1.24 MB
english, 2017
5

Trading strategies generated by Lyapunov functions

Ioannis Karatzas,Johannes Ruf
Journal:
Finance and Stochastics
Year:
2017
Language:
english
File:
PDF, 1014 KB
english, 2017
6

The role of measurability in game-theoretic probability

Vladimir Vovk
Journal:
Finance and Stochastics
Year:
2017
Language:
english
File:
PDF, 821 KB
english, 2017
9

Bounds for VIX futures given S&P 500 smiles

Julien Guyon,Romain Menegaux,Marcel Nutz
Journal:
Finance and Stochastics
Year:
2017
Language:
english
File:
PDF, 2.43 MB
english, 2017