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Journal description
All volumes of the corresponding journal
All issues of the corresponding volume
All articles of the corresponding issues
7 results found
| no | title | author | magazine | year | volume | issue | page(s) | type |
| 1 | An ergodic BSDE approach to forward entropic risk measures: representation and large-maturity behavior |
Chong, Wing Fung |
2018 |
23 | 1 |
p. 239-273 |
article |
|
| 2 | A paradox in time-consistency in the mean–variance problem? |
Bensoussan, Alain |
2018 |
23 | 1 |
p. 173-207 |
article |
|
| 3 | A two-dimensional control problem arising from dynamic contracting theory |
Décamps, Jean-Paul |
2018 |
23 | 1 |
p. 1-28 |
article |
|
| 4 | Minimax theorems for American options without time-consistency |
Belomestny, Denis |
2018 |
23 | 1 |
p. 209-238 |
article |
|
| 5 | On arbitrarily slow convergence rates for strong numerical approximations of Cox–Ingersoll–Ross processes and squared Bessel processes |
Hefter, Mario |
2018 |
23 | 1 |
p. 139-172 |
article |
|
| 6 | On the free boundary of an annuity purchase |
Angelis, Tiziano De |
2018 |
23 | 1 |
p. 97-137 |
article |
|
| 7 | Utility maximisation in a factor model with constant and proportional transaction costs |
Belak, Christoph |
2018 |
23 | 1 |
p. 29-96 |
article |
7 results found