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Journal description
All volumes of the corresponding journal
All issues of the corresponding volume
All articles of the corresponding issues
9 results found
| no | title | author | magazine | year | volume | issue | page(s) | type |
| 1 | Affine forward variance models |
Gatheral, Jim |
2019 |
23 | 3 |
p. 501-533 |
article |
|
| 2 | A multi-asset investment and consumption problem with transaction costs |
Hobson, David |
2019 |
23 | 3 |
p. 641-676 |
article |
|
| 3 | An SPDE model for systemic risk with endogenous contagion |
Hambly, Ben |
2019 |
23 | 3 |
p. 535-594 |
article |
|
| 4 | Distributional compatibility for change of measures |
Shen, Jie |
2019 |
23 | 3 |
p. 761-794 |
article |
|
| 5 | Duality for pathwise superhedging in continuous time |
Bartl, Daniel |
2019 |
23 | 3 |
p. 697-728 |
article |
|
| 6 | Laws of large numbers for Hayashi–Yoshida-type functionals |
Martin, Ole |
2019 |
23 | 3 |
p. 451-500 |
article |
|
| 7 | Robust utility maximisation in markets with transaction costs |
Chau, Huy N. |
2019 |
23 | 3 |
p. 677-696 |
article |
|
| 8 | Sensitivity analysis of the utility maximisation problem with respect to model perturbations |
Mostovyi, Oleksii |
2019 |
23 | 3 |
p. 595-640 |
article |
|
| 9 | The self-financing equation in limit order book markets |
Carmona, René |
2019 |
23 | 3 |
p. 729-759 |
article |
9 results found