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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 | Martingale Schrödinger bridges and optimal semistatic portfolios |
Nutz, Marcel |
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27 | 1 |
p. 233-254 |
article |
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| 2 | Mean field portfolio games |
Fu, Guanxing |
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27 | 1 |
p. 189-231 |
article |
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| 3 | Nonparametric estimation for i.i.d. paths of a martingale-driven model with application to non-autonomous financial models |
Marie, Nicolas |
|
27 | 1 |
p. 97-126 |
article |
|
| 4 | Optimal execution with stochastic delay |
Cartea, Álvaro |
|
27 | 1 |
p. 1-47 |
article |
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| 5 | Speculative trading, prospect theory and transaction costs |
Tse, Alex S. L. |
|
27 | 1 |
p. 49-96 |
article |
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| 6 | The infinite-horizon investment–consumption problem for Epstein–Zin stochastic differential utility. I: Foundations |
Herdegen, Martin |
|
27 | 1 |
p. 127-158 |
article |
|
| 7 | The infinite-horizon investment–consumption problem for Epstein–Zin stochastic differential utility. II: Existence, uniqueness and verification for ϑ∈(0,1) |
Herdegen, Martin |
|
27 | 1 |
p. 159-188 |
article |
7 results found