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~isPartOf:"Journal of economic theory"
~person:"Delbaen, Freddy"
~person:"Zariphopoulou-Souganidis, Thaleia"
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Delbaen, Freddy
Zariphopoulou-Souganidis, Thaleia
Kabanov, Jurij M.
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Finance and stochastics
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Contemporary quantitative finance : essays in honour of Eckhard Platen
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ECONIS (ZBW)
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Dynamically consistent investment under model uncertainty : the robust forward criteria
Källblad, Sigrid
;
Obłój, Jan
; …
- In:
Finance and stochastics
22
(
2018
)
4
,
pp. 879-918
Persistent link: https://www.econbiz.de/10011946570
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2
Representation of the penalty term of dynamic concave utilities
Delbaen, Freddy
;
Peng, Shige
;
Rosazza Gianin, Emanuela
- In:
Finance and stochastics
14
(
2010
)
3
,
pp. 449-472
Persistent link: https://www.econbiz.de/10010216492
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3
On the law of one price
Courtault, Jean-Michael
;
Delbaen, Freddy
;
Kabanov, Jurij M.
- In:
Finance and stochastics
8
(
2004
)
4
,
pp. 525-530
Persistent link: https://www.econbiz.de/10002261465
Saved in:
4
An example of indifference prices under exponential preferences
Musiela, Marek
;
Zariphopoulou-Souganidis, Thaleia
- In:
Finance and stochastics
8
(
2004
)
2
,
pp. 229-239
Persistent link: https://www.econbiz.de/10002012576
Saved in:
5
A solution approach to valuation with unhedgeable risks
Zariphopoulou-Souganidis, Thaleia
- In:
Finance and stochastics
5
(
2001
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10001553048
Saved in:
6
Optimal consumption and portfolio choice with borrowing constraints
Vila, Jean-Luc
- In:
Journal of economic theory
77
(
1997
)
2
,
pp. 402-431
Persistent link: https://www.econbiz.de/10001233282
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