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Pricing and hedging European options with discrete-time coherent risk
Cherny, Alexander S. - In: Finance and stochastics 11 (2007) 4, pp. 537-569
Persistent link: https://www.econbiz.de/10003645530
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Asymmetric information in fads models
Guasoni, Paolo - In: Finance and stochastics 10 (2006) 2, pp. 159-177
Persistent link: https://www.econbiz.de/10003334913
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Minimal Hellinger martingale measures of order q
Choulli, Tahir; Stricker, Christophe; Li, Jai - In: Finance and stochastics 11 (2007) 3, pp. 399-427
Persistent link: https://www.econbiz.de/10003485815
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Pricing credit derivatives under incomplete information : a nonlinear-filtering approach
Frey, Rüdiger; Runggaldier, Wolfgang J. - In: Finance and stochastics 14 (2010) 4, pp. 495-526
Persistent link: https://www.econbiz.de/10008823701
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Asset price bubbles from heterogeneous beliefs about mean reversion rates
Chen, Xi; Kohn, Robert V. - In: Finance and stochastics 15 (2011) 2, pp. 221-241
Persistent link: https://www.econbiz.de/10009159110
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Liquidity risk, price impacts and the replication problem
Roch, Alexandre F. - In: Finance and stochastics 15 (2011) 3, pp. 399-419
Persistent link: https://www.econbiz.de/10009303238
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Taylor approximation of incomplete Radner equilibrium models
Choi, Jin Hyuk; Larsen, Kasper - In: Finance and stochastics 19 (2015) 3, pp. 653-679
Persistent link: https://www.econbiz.de/10011418332
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A convergence result for the Emery topology and a variant of the proof of the fundamental theorem of asset pricing
Cuchiero, Christa; Teichmann, Josef - In: Finance and stochastics 19 (2015) 4, pp. 743-761
Persistent link: https://www.econbiz.de/10011420460
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Equilibrium model with default and dynamic insider information
Campi, Luciano; Çetin, Umut; Danifova, Albina - In: Finance and stochastics 17 (2013) 3, pp. 565-585
Persistent link: https://www.econbiz.de/10009756021
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The fundamental theorem of asset pricing under transaction costs
Guasoni, Paolo; Lépinette, Emmanuel; Rásonyi, Miklós - In: Finance and stochastics 16 (2012) 4, pp. 741-777
Persistent link: https://www.econbiz.de/10009623533