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Journal description
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10 results found
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title
author
magazine
year
volume
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1
An application of fractional differential equations to risk theory
Constantinescu, Corina D.
2019
23
4
p. 1001-1024
article
2
Call for papers for a special issue of Finance and Stochastics on “Vector- and set-valued methods in stochastic finance and related areas”
2019
23
4
p. 1079-1080
article
3
Dual utilities on risk aggregation under dependence uncertainty
Wang, Ruodu
2019
23
4
p. 1025-1048
article
4
Extreme at-the-money skew in a local volatility model
Pigato, Paolo
2019
23
4
p. 827-859
article
5
Financial risk measures for a network of individual agents holding portfolios of light-tailed objects
Klüppelberg, Claudia
2019
23
4
p. 795-826
article
6
Finite-horizon optimal investment with transaction costs: construction of the optimal strategies
Belak, Christoph
2019
23
4
p. 861-888
article
7
Forward transition rates
Buchardt, Kristian
2019
23
4
p. 975-999
article
8
Multi-dimensional optimal trade execution under stochastic resilience
Horst, Ulrich
2019
23
4
p. 889-923
article
9
Prospective strict no-arbitrage and the fundamental theorem of asset pricing under transaction costs
Kühn, Christoph
2019
23
4
p. 1049-1077
article
10
Risk sharing for capital requirements with multidimensional security markets
Liebrich, Felix-Benedikt
2019
23
4
p. 925-973
article
10 results found
Koninklijke Bibliotheek -
National Library of the Netherlands