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                             10 results found
no title author magazine year volume issue page(s) type
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
 
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