Narrow search
Showing 1 - 3 of 3
Cover Image
The numeraire portfolio for unbounded semimartingales
Becherer, Dirk - In: Finance and stochastics 5 (2001) 3, pp. 327-341
Persistent link: https://www.econbiz.de/10001599277
Cover Image
A monetary value for initial information in portfolio optimization
Amendinger, Jürgen; Becherer, Dirk; Schweizer, Martin - In: Finance and stochastics 7 (2003) 1, pp. 29-46
Persistent link: https://www.econbiz.de/10001724639
Cover Image
Optimal liquidation under stochastic liquidity
Becherer, Dirk; Bilarev, Todor; Frentrup, Peter - In: Finance and stochastics 22 (2018) 1, pp. 39-68
Persistent link: https://www.econbiz.de/10011945624