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Dynamic coherent acceptability indices and their applications to finance
Bielecki, Tomasz R.; Cialenco, Igor; Zhang, Zhao - In: Mathematical finance : an international journal of … 24 (2014) 3, pp. 411-441
Persistent link: https://www.econbiz.de/10010484294
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Continuous-time-mean-variance portfolio selection with bankruptcy prohibition
Bielecki, Tomasz R.; Jin, Hanqing; Pliska, Stanley R.; … - In: Mathematical finance : an international journal of … 15 (2005) 2, pp. 213-244
Persistent link: https://www.econbiz.de/10002725425
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No-arbitrage pricing for dividend-paying securities in discrete-time markets with transaction costs
Bielecki, Tomasz R.; Cialenco, Igor; Rodriguez, Rodrigo - In: Mathematical finance : an international journal of … 25 (2015) 4, pp. 673-701
Persistent link: https://www.econbiz.de/10011350542