| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A financial market with interacting investors: does an equilibrium exist?
|
Frei, Christoph
|
|
2011
|
|
3 |
p. 161-182
|
artikel
|
| 2 |
A financial market with singular drift and no arbitrage
|
Agram, Nacira
|
|
|
|
3 |
p. 477-500
|
artikel
|
| 3 |
A generalized stochastic differential utility driven by G-Brownian motion
|
Lin, Qian
|
|
|
|
3 |
p. 547-576
|
artikel
|
| 4 |
A limit order book model for latency arbitrage
|
Cohen, Samuel N.
|
|
2012
|
|
3 |
p. 211-227
|
artikel
|
| 5 |
A macroscopic portfolio model: from rational agents to bounded rationality
|
Trimborn, Torsten
|
|
2019
|
|
3 |
p. 491-518
|
artikel
|
| 6 |
A multiple-curve HJM model of interbank risk
|
Crépey, Stéphane
|
|
2012
|
|
3 |
p. 155-190
|
artikel
|
| 7 |
An analysis of the Keen model for credit expansion, asset price bubbles and financial fragility
|
Grasselli, M. R.
|
|
2012
|
|
3 |
p. 191-210
|
artikel
|
| 8 |
A Neyman–Pearson problem with ambiguity and nonlinear pricing
|
Ghossoub, Mario
|
|
2017
|
|
3 |
p. 365-385
|
artikel
|
| 9 |
A note on super-hedging for investor–producers
|
Nguyen Huu, Adrien
|
|
2012
|
|
3 |
p. 341-357
|
artikel
|
| 10 |
A note on utility-based pricing
|
Davis, Mark H. A.
|
|
2015
|
|
3 |
p. 215-230
|
artikel
|
| 11 |
A note on utility-based pricing in models with transaction costs
|
Davis, Mark H. A.
|
|
2015
|
|
3 |
p. 231-245
|
artikel
|
| 12 |
Arbitrage and the tax code
|
Gallmeyer, Michael
|
|
2011
|
|
3 |
p. 183-221
|
artikel
|
| 13 |
Arbitrage without borrowing or short selling?
|
Lukkarinen, Jani
|
|
2016
|
|
3 |
p. 263-274
|
artikel
|
| 14 |
A simple model for market booms and crashes
|
Çetin, Umut
|
|
2014
|
|
3 |
p. 291-319
|
artikel
|
| 15 |
A switching microstructure model for stock prices
|
Hainaut, Donatien
|
|
2019
|
|
3 |
p. 459-490
|
artikel
|
| 16 |
Asymptotics for volatility derivatives in multi-factor rough volatility models
|
Lacombe, Chloe
|
|
|
|
3 |
p. 545-577
|
artikel
|
| 17 |
Bid and ask prices as non-linear continuous time G-expectations based on distortions
|
Eberlein, Ernst
|
|
2014
|
|
3 |
p. 265-289
|
artikel
|
| 18 |
Black–Scholes in a CEV random environment
|
Jacquier, Antoine
|
|
2018
|
|
3 |
p. 445-474
|
artikel
|
| 19 |
Bubbles in assets with finite life
|
Berestycki, Henri
|
|
2019
|
|
3 |
p. 429-458
|
artikel
|
| 20 |
Climate change adaptation under heterogeneous beliefs
|
Nutz, Marcel
|
|
|
|
3 |
p. 481-508
|
artikel
|
| 21 |
Connectedness versus diversification: two sides of the same coin
|
Torrente, Maria-Laura
|
|
|
|
3 |
p. 639-655
|
artikel
|
| 22 |
Constrained portfolio-consumption strategies with uncertain parameters and borrowing costs
|
Yang, Zhou
|
|
2018
|
|
3 |
p. 393-427
|
artikel
|
| 23 |
Consumption and portfolio decisions with uncertain lifetimes
|
Chen, Shou
|
|
|
|
3 |
p. 507-545
|
artikel
|
| 24 |
Consumption-investment optimization problem in a Lévy financial model with transaction costs and làdlàg strategies
|
Lepinette, E.
|
|
|
|
3 |
p. 399-431
|
artikel
|
| 25 |
Dilatation monotonicity and convex order
|
Svindland, Gregor
|
|
2013
|
|
3 |
p. 241-247
|
artikel
|
| 26 |
Drawdown: from practice to theory and back again
|
Goldberg, Lisa R.
|
|
2016
|
|
3 |
p. 275-297
|
artikel
|
| 27 |
Dynamic contracts and learning by doing
|
Prat, Julien
|
|
2014
|
|
3 |
p. 169-193
|
artikel
|
| 28 |
Efficiency of the price formation process in presence of high frequency participants: a mean field game analysis
|
Lachapelle, Aimé
|
|
2015
|
|
3 |
p. 223-262
|
artikel
|
| 29 |
Efficient portfolios in financial markets with proportional transaction costs
|
Campi, Luciano
|
|
2013
|
|
3 |
p. 281-304
|
artikel
|
| 30 |
Evolutionary finance and dynamic games
|
Amir, Rabah
|
|
2011
|
|
3 |
p. 161-184
|
artikel
|
| 31 |
Forward price and fitting of electricity Nord Pool market under regime-switching two-factor model
|
Mehrdoust, Farshid
|
|
|
|
3 |
p. 501-543
|
artikel
|
| 32 |
Governmental incentives for green bonds investment
|
Baldacci, Bastien
|
|
|
|
3 |
p. 539-585
|
artikel
|
| 33 |
Household risk aversion and portfolio choices
|
Zhang, Weiwei
|
|
2017
|
|
3 |
p. 369-381
|
artikel
|
| 34 |
How local in time is the no-arbitrage property under capital gains taxes?
|
Kühn, Christoph
|
|
2018
|
|
3 |
p. 329-358
|
artikel
|
| 35 |
Hunting for superstars
|
Meier, Martin
|
|
|
|
3 |
p. 335-371
|
artikel
|
| 36 |
Incorporating order-flow into optimal execution
|
Cartea, Álvaro
|
|
2016
|
|
3 |
p. 339-364
|
artikel
|
| 37 |
Indifference pricing for CRRA utilities
|
Malamud, Semyon
|
|
2013
|
|
3 |
p. 247-280
|
artikel
|
| 38 |
Informational inefficiency in financial markets
|
Brody, Dorje C.
|
|
2012
|
|
3 |
p. 249-259
|
artikel
|
| 39 |
Information and dynamic trading with the Gambler’s fallacy
|
Chen, Si
|
|
|
|
3 |
p. 399-446
|
artikel
|
| 40 |
Insider trading equilibrium in a market with memory
|
Biagini, Francesca
|
|
2012
|
|
3 |
p. 229-247
|
artikel
|
| 41 |
Introduction to the special issue Stochastic Financial Economics, Volume 1
|
Flåm, Sjur Didrik
|
|
2012
|
|
3 |
p. 159-160
|
artikel
|
| 42 |
Jump-diffusion international asset allocation
|
Sung, Jaeyoung
|
|
2015
|
|
3 |
p. 295-319
|
artikel
|
| 43 |
Law-Invariant Functionals that Collapse to the Mean: Beyond Convexity
|
Liebrich, Felix-Benedikt
|
|
|
|
3 |
p. 447-480
|
artikel
|
| 44 |
Local stability analysis of a stochastic evolutionary financial market model with a risk-free asset
|
Evstigneev, Igor V.
|
|
2011
|
|
3 |
p. 185-202
|
artikel
|
| 45 |
Loss aversion with multiple investment goals
|
De Giorgi, Enrico G.
|
|
2011
|
|
3 |
p. 203-227
|
artikel
|
| 46 |
Mean field game of controls and an application to trade crowding
|
Cardaliaguet, Pierre
|
|
2017
|
|
3 |
p. 335-363
|
artikel
|
| 47 |
Minskyan classical growth cycles: stability analysis of a stock-flow consistent macrodynamic model
|
Bastidas, Daniel
|
|
2018
|
|
3 |
p. 359-391
|
artikel
|
| 48 |
Moral hazard with excess returns
|
Blonski, Matthias
|
|
|
|
3 |
p. 537-572
|
artikel
|
| 49 |
Multiple yield curve modelling with CBI processes
|
Fontana, Claudio
|
|
|
|
3 |
p. 579-610
|
artikel
|
| 50 |
No–arbitrage commodity option pricing with market manipulation
|
Aïd, René
|
|
|
|
3 |
p. 577-603
|
artikel
|
| 51 |
No arbitrage in continuous financial markets
|
Criens, David
|
|
|
|
3 |
p. 461-506
|
artikel
|
| 52 |
On efficient portfolio selection using convex risk measures
|
Kountzakis, Christos E.
|
|
2011
|
|
3 |
p. 223-252
|
artikel
|
| 53 |
On the dynamic representation of some time-inconsistent risk measures in a Brownian filtration
|
Backhoff-Veraguas, Julio
|
|
|
|
3 |
p. 433-460
|
artikel
|
| 54 |
Optimal and robust contracts for a risk-constrained principal
|
Rogers, L. C. G.
|
|
2009
|
|
3 |
p. 151-171
|
artikel
|
| 55 |
Optimal consumption and investment strategies with partial and private information in a multi-asset setting
|
Hansen, Simon Lysbjerg
|
|
2012
|
|
3 |
p. 305-340
|
artikel
|
| 56 |
Optimal design of bank regulation under aggregate risk
|
Peivandi, Ahmad
|
|
|
|
3 |
p. 373-427
|
artikel
|
| 57 |
Optimal investment in markets with over and under-reaction to information
|
Callegaro, Giorgia
|
|
2016
|
|
3 |
p. 299-322
|
artikel
|
| 58 |
Optimal posting price of limit orders: learning by trading
|
Laruelle, Sophie
|
|
2013
|
|
3 |
p. 359-403
|
artikel
|
| 59 |
Optimal retirement and portfolio selection with consumption ratcheting
|
Jeon, Junkee
|
|
|
|
3 |
p. 353-397
|
artikel
|
| 60 |
Option spanning beyond $$L_p$$Lp-models
|
Gao, N.
|
|
2017
|
|
3 |
p. 383-391
|
artikel
|
| 61 |
Pay for performance under hierarchical contracting
|
Sung, Jaeyoung
|
|
2014
|
|
3 |
p. 195-213
|
artikel
|
| 62 |
Preface to the special issue Mathematics in Finance
|
Taylor, David R.
|
|
2012
|
|
3 |
p. 153
|
artikel
|
| 63 |
Preface to the special issue Stochastic Financial Economics
|
Flåm, Sjur Didrik
|
|
2012
|
|
3 |
p. 157
|
artikel
|
| 64 |
Radner equilibrium in incomplete Lévy models
|
Larsen, Kasper
|
|
2016
|
|
3 |
p. 321-337
|
artikel
|
| 65 |
Recursiveness of indifference prices and translation-invariant preferences
|
Cheridito, Patrick
|
|
2009
|
|
3 |
p. 173-188
|
artikel
|
| 66 |
Representation results for law invariant time consistent functions
|
Kupper, Michael
|
|
2009
|
|
3 |
p. 189-210
|
artikel
|
| 67 |
Risk-neutral economy and zero price of risk
|
Vasicek, Oldrich Alfons
|
|
2013
|
|
3 |
p. 229-239
|
artikel
|
| 68 |
Robust utility maximization with nonlinear continuous semimartingales
|
Criens, David
|
|
|
|
3 |
p. 499-536
|
artikel
|
| 69 |
Safety-first portfolio selection
|
Chiu, Wan-Yi
|
|
|
|
3 |
p. 657-674
|
artikel
|
| 70 |
Semi-analytical solution for consumption and investment problem under quadratic security market model with inflation risk
|
Batbold, Bolorsuvd
|
|
|
|
3 |
p. 509-537
|
artikel
|
| 71 |
Sensitivity analysis for expected utility maximization in incomplete Brownian market models
|
Backhoff Veraguas, Julio
|
|
2018
|
|
3 |
p. 387-411
|
artikel
|
| 72 |
Stochastic dynamic utilities and intertemporal preferences
|
Maggis, Marco
|
|
|
|
3 |
p. 611-638
|
artikel
|
| 73 |
Strongly consistent multivariate conditional risk measures
|
Hoffmann, Hannes
|
|
2018
|
|
3 |
p. 413-444
|
artikel
|
| 74 |
The effect of market power on risk-sharing
|
Anthropelos, Michail
|
|
2017
|
|
3 |
p. 323-368
|
artikel
|
| 75 |
The geometry of relative arbitrage
|
Pal, Soumik
|
|
2015
|
|
3 |
p. 263-293
|
artikel
|
| 76 |
The implications of tax loss carryforwards on investment policy
|
Roche, Hervé
|
|
|
|
3 |
p. 587-613
|
artikel
|
| 77 |
Time consistency for set-valued dynamic risk measures for bounded discrete-time processes
|
Chen, Yanhong
|
|
2017
|
|
3 |
p. 305-333
|
artikel
|
| 78 |
Traditional and digital currencies in over-the-counter markets
|
Frei, Christoph
|
|
|
|
3 |
p. 457-497
|
artikel
|
| 79 |
Valuation of vulnerable options with stochastic corporate liabilities in a mixed fractional Brownian motion environment
|
Cheng, Panhong
|
|
|
|
3 |
p. 429-455
|
artikel
|
| 80 |
Walrasian foundations for equilibria in segmented markets
|
Rahi, Rohit
|
|
2014
|
|
3 |
p. 249-264
|
artikel
|
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