|
Journal description
All volumes of the corresponding journal
All issues of the corresponding volume
All articles of the corresponding issues
6 results found
| no | title | author | magazine | year | volume | issue | page(s) | type |
| 1 | Arbitrage and utility maximization in market models with an insider |
Chau, Huy N. |
2018 |
12 | 4 |
p. 589-614 |
article |
|
| 2 | A scaled version of the double-mean-reverting model for VIX derivatives |
Huh, Jeonggyu |
2018 |
12 | 4 |
p. 495-515 |
article |
|
| 3 | Dynamic asset allocation with event risk, transaction costs and predictable returns |
Simonato, Jean-Guy |
2018 |
12 | 4 |
p. 561-587 |
article |
|
| 4 | Existence of a Radner equilibrium in a model with transaction costs |
Weston, Kim |
2018 |
12 | 4 |
p. 517-539 |
article |
|
| 5 | Riskiness in gambles that belong to the same location-scale family and with well-defined means and variances |
Chamorro, Arritokieta |
2018 |
12 | 4 |
p. 475-493 |
article |
|
| 6 | Sensitivity analysis for marked Hawkes processes: application to CLO pricing |
Bernis, Guillaume |
2018 |
12 | 4 |
p. 541-559 |
article |
6 results found