Narrow search
Showing 1 - 3 of 3
Cover Image
No marginal arbitrage of the second kind for high production regimes in discrete time production-investment models with proportional transaction costs
Bouchard, Bruno; Huu, Adrien Nguyen - In: Mathematical finance : an international journal of … 23 (2013) 2, pp. 366-386
Persistent link: https://www.econbiz.de/10009722532
Cover Image
Generalized stochastic target problems for pricing and partial hedging under loss constraints : application in optimal book liquidation
Bouchard, Bruno; Dang, Ngoc-minh - In: Finance and stochastics 17 (2013) 1, pp. 31-72
Persistent link: https://www.econbiz.de/10009682291
Cover Image
Wealth-path dependent utility maximization in incomplete markets
Bouchard, Bruno; Pham, Huyên - In: Finance and stochastics 8 (2004) 4, pp. 579-603
Persistent link: https://www.econbiz.de/10002261514