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~isPartOf:"Annals of finance"
~isPartOf:"Finance and stochastics"
~subject:"Martingal"
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Martingal
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Self-interest
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7
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7
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Larsen, Kasper
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Mania, Michael
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Morlais, MarieAmélie
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Annals of finance
Finance and stochastics
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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ECONIS (ZBW)
7
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1
A note on the existence of the power investor's optimizer
Larsen, Kasper
- In:
Finance and stochastics
15
(
2011
)
1
,
pp. 183-190
Persistent link: https://www.econbiz.de/10008824128
Saved in:
2
Risk-averse asymptotics for reservation prices
Carassus, Laurence
;
Rásonyi, Miklós
- In:
Annals of finance
7
(
2011
)
3
,
pp. 375-387
Persistent link: https://www.econbiz.de/10009248120
Saved in:
3
Exponential utility maximization under partial information
Mania, Michael
;
Santacroce, Marina
- In:
Finance and stochastics
14
(
2010
)
3
,
pp. 419-448
Persistent link: https://www.econbiz.de/10010216491
Saved in:
4
Quadratic BSDEs driven by a continuous martingale and applications to the utility maximization problem
Morlais, MarieAmélie
- In:
Finance and stochastics
13
(
2009
)
1
,
pp. 121-150
Persistent link: https://www.econbiz.de/10003939488
Saved in:
5
On the semimartingale property via bounded logarithmic utility
Larsen, Kasper
;
Žitković, Gordan
- In:
Annals of finance
4
(
2008
)
2
,
pp. 255-268
Persistent link: https://www.econbiz.de/10003645478
Saved in:
6
Minimal Hellinger martingale measures of order q
Choulli, Tahir
;
Stricker, Christophe
;
Li, Jai
- In:
Finance and stochastics
11
(
2007
)
3
,
pp. 399-427
Persistent link: https://www.econbiz.de/10003485815
Saved in:
7
Utility maximization in incomplete markets for unbounded processes
Biagini, Sara
;
Frittelli, Marco
- In:
Finance and stochastics
9
(
2005
)
4
,
pp. 493-517
Persistent link: https://www.econbiz.de/10003123213
Saved in:
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