Finance and Stochastics

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Journal description

Title Titel
Finance and Stochastics
 
e-ISSN
1432-1122
 
ISSN
0949-2984
 
Publisher Herausgeber
SPRINGER HEIDELBERG
 
Publisher's Address Herausgeber Adresse
TIERGARTENSTRASSE 17, HEIDELBERG, GERMANY, D-69121
 
Listed in SCI Aufgelistet im SCI
 
Peer reviewed Begutachtet
 
 

Publications Publikationen

Results 1-20 of 23 (Search time: 0.004 seconds).

PreviewAuthor(s)TitleTypeIssue Date
1Cuchiero, Christa ; Teichmann, Josef A convergence result for the Emery topology and a variant of the proof of the fundamental theorem of asset pricingArtikel Article2015
2Gerhold, Stefan ; Schmock, Uwe ; Warnung, Richard A Generalization of the Panjer Recursion and Numerically Stable Risk AggregationArtikel Article2010
3Grandits, Peter ; Temnov, Grigory A global consistency result for the two-dimensional Pareto distribution in the presence of mis-specified inflationArtikel Article2010
4Campi, Luciano ; Schachermayer, Walter A Super-Replication Theorem in Kabanov's Model of Transaction CostsArtikel Article2006
5Backhoff-Veraguas, Julio ; Bartl, Daniel ; Beiglböck, Mathias ; Eder, Manu Adapted Wasserstein distances and stability in mathematical financeArtikel Article 2020
6Grandits, Peter An optimal consumption problem in finite time with a constraint on the ruin probabilityArtikel Article2015
7Benth, Fred Espen ; Krühner, Paul Approximation of forward curve models in commodity markets with arbitrage-free finite dimensional modelsArtikel Article 2018
8Cherny, Alexander S. ; Grigoriev, Pavel G. Dilatation monotone risk measures are law invariantArtikel Article2007
9Gerhold, Stefan ; Krühner, Paul Dynamic trading under integer constraintsArtikel Article 2018
10Källblad, Sigrid ; Obłój, Jan ; Zariphopoulou, Thaleia Dynamically consistent investment under model uncertainty: the robust forward criteriaArtikel Article 2018
11Schachermayer, Walter ; Sîrbu, Mihai ; Taflin, Erik In which Financial Markets do Mutual Fund Theorems hold true?Artikel Article2009
12Kallsen, Jan ; Krühner, Paul On a Heath-Jarrow-Morton approach for stock optionsArtikel Article2015
13Eberlein, Ernst ; Papapantoleon, Antonis ; Shiryaev, Albert N. On the duality principle in option pricing: semimartingale settingArtikel Article2008
14Acciaio, Beatrice Optimal risk sharing with non-monotone monetary functionalsArtikel Article2007
15Beiglböck, Mathias ; Cox, Alexander M. G. ; Huesmann, Martin ; Perkowski, Nicolas ; Prömel, David J. Pathwise Super-Hedging via Vovk's Outer MeasureArtikel Article 2017
16Cuchiero, Christa ; Keller-Ressel, Martin ; Teichmann, Josef Polynomial processes and their applications to mathematical FinanceArtikel Article2012
297Acciaio, Beatrice ; Föllmer, Hans ; Penner, Irina Risk assessment for uncertain cash flows: model ambiguity, discounting ambiguity, and the role of bubblesArtikel Article2012
298Kaellblad Sigrid - 2017 - Risk- and ambiguity-averse portfolio optimization with...pdf.jpgKällblad, Sigrid Risk- and ambiguity-averse portfolio optimization with quasiconcave utility functionalsArticle Artikel 2017
299Czichowsky, Christoph ; Peyre, Rémi ; Schachermayer, Walter ; Yang, Junjian Shadow prices, fractional Brownian motion, and portfolio optimisation under transaction costsArtikel Article 2018
300Gerhold, S. ; Muhle-Karbe, J. ; Schachermayer, W. The dual optimizer for the growth-optimal portfolio under transaction costsArtikel Article2013