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risk
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Finance and stochastics
Discussion papers of interdisciplinary research project 373
17
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
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Mathematical finance : an international journal of mathematics, statistics and financial theory
11
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Mathematics Preprint Archive
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Insurance / Mathematics & economics
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SFB 649 Discussion Paper
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Contemporary quantitative finance : essays in honour of Eckhard Platen
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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The infinite-horizon investment-consumption problem for Epstein-Zin stochastic differential utility. I : foundations
Herdegen, Martin
;
Hobson, David G.
;
Jerome, Joseph
- In:
Finance and stochastics
27
(
2023
)
1
,
pp. 127-158
Persistent link: https://www.econbiz.de/10013489501
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2
Nonparametric estimation for i.i.d. paths of a martingale-driven model with application to non-autonomous financial models
Marie, Nicolas
- In:
Finance and stochastics
27
(
2023
)
1
,
pp. 97-126
Persistent link: https://www.econbiz.de/10013489500
Saved in:
3
Consumption-investment optimization with Epstein-Zin utility in incomplete markets
Xing, Hao
- In:
Finance and stochastics
21
(
2017
)
1
,
pp. 227-262
Persistent link: https://www.econbiz.de/10011944363
Saved in:
4
Stochastic mortality models: an infinite-dimensional approach
Tappe, Stefan
;
Weber, Stefan
- In:
Finance and stochastics
18
(
2014
)
1
,
pp. 209-248
Persistent link: https://www.econbiz.de/10010235453
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