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~isPartOf:"Mathematics and financial economics"
~subject:"Estimation theory"
~subject:"Kapitalmarkttheorie"
~subject:"Martingal"
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92
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1
Robust utility maximization with nonlinear continuous semimartingales
Criens, David
;
Niemann, Lars
- In:
Mathematics and financial economics
17
(
2023
)
3
,
pp. 499-536
Persistent link: https://www.econbiz.de/10014381096
Saved in:
2
Utility maximization in a multidimensional semimartingale model with nonlinear wealth dynamics
Junca, Mauricio
;
Serrano, Rafael
- In:
Mathematics and financial economics
15
(
2021
)
4
,
pp. 775-809
Persistent link: https://www.econbiz.de/10012616858
Saved in:
3
No arbitrage in continuous financial markets
Criens, David
- In:
Mathematics and financial economics
14
(
2020
)
3
,
pp. 461-506
Persistent link: https://www.econbiz.de/10012240304
Saved in:
4
No-arbitrage commodity option pricing with market manipulation
Aïd, René
;
Callegaro, Giorgia
;
Campi, Luciano
- In:
Mathematics and financial economics
14
(
2020
)
3
,
pp. 577-603
Persistent link: https://www.econbiz.de/10012240320
Saved in:
5
Properly discounted asset prices are semimartingales
Bálint, Dániel
;
Schweizer, Martin
- In:
Mathematics and financial economics
14
(
2020
)
4
,
pp. 661-674
Persistent link: https://www.econbiz.de/10012321854
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6
Mean-reverting additive energy forward curves in a Heath-Jarrow-Morton framework
Benth, Fred Espen
;
Piccirilli, Marco
;
Vargiolu, Tiziano
- In:
Mathematics and financial economics
13
(
2019
)
4
,
pp. 543-577
Persistent link: https://www.econbiz.de/10012055877
Saved in:
7
Martingale problem under nonlinear expectations
Guo, Xin
;
Pan, Chen
;
Peng, Shige
- In:
Mathematics and financial economics
12
(
2018
)
2
,
pp. 135-164
Persistent link: https://www.econbiz.de/10011963738
Saved in:
8
Arbitrage and utility maximization in market models with an insider
Chau, Huy N.
;
Runggaldier, Wolfgang J.
;
Tankov, Peter
- In:
Mathematics and financial economics
12
(
2018
)
4
,
pp. 589-614
Persistent link: https://www.econbiz.de/10011963883
Saved in:
9
The lifetime of a financial bubble
Obayashi, Yoshiki
;
Protter, Philip E.
;
Yang, Shihao
- In:
Mathematics and financial economics
11
(
2017
)
1
,
pp. 45-62
Persistent link: https://www.econbiz.de/10011900514
Saved in:
10
Arbitrage without borrowing or short selling?
Lukkarinen, Jani
;
Pakkanen, Mikko S.
- In:
Mathematics and financial economics
11
(
2017
)
3
,
pp. 263-274
Persistent link: https://www.econbiz.de/10011900556
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