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Semimartingale price systems in models with transaction costs beyond efficient friction
Kühn, Christoph; Molitor, Alexander - In: Finance and stochastics 26 (2022) 4, pp. 927-982
Persistent link: https://www.econbiz.de/10013440257
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Optimal execution with stochastic delay
Cartea, Álvaro; Sánchez-Betancourt, Leandro - In: Finance and stochastics 27 (2023) 1, pp. 1-47
Persistent link: https://www.econbiz.de/10013489491
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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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Faking Brownian motion with continuous Markov martingales
Beiglböck, Mathias; Lowther, George; Pammer, Gudmund; … - In: Finance and stochastics 28 (2024) 1, pp. 259-284
Persistent link: https://www.econbiz.de/10014447742