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~isPartOf:"Journal of mathematical finance"
~subject:"Optionspreistheorie"
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P.V. Shevchenko and X. Luo (2016). A unified pricing of variable annuity guarantees under the optimal stochastic control framework. Risks 4(3), 22:1-22:31, doi:10.3390/risks4030022
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Super-diffusive noise source in asset dynamics
Hongler, Max-Olivier
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Journal of mathematical finance
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2013
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pp. 53-58
Persistent link: https://www.econbiz.de/10010240227
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Supplementary file for "Sup-inf/inf-sup problem on choice of a probability measure by FBSDE approach"
Saito, Taiga
;
Takahashi, Akihiko
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2021
Persistent link: https://www.econbiz.de/10012616241
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Multi-agent robust optimal investment problem in incomplete market
Kizaki, Keisuke
;
Saito, Taiga
;
Takahashi, Akihiko
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2023
Persistent link: https://www.econbiz.de/10014438131
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