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~person:"Jeanblanc, Monique"
~person:"Obłój, Jan"
~person:"Schied, Alexander"
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Jeanblanc, Monique
Obłój, Jan
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Optimal investments for risk- and ambiguity-averse preferences : a duality approach
Schied, Alexander
- In:
Finance and stochastics
11
(
2007
)
1
,
pp. 107-129
Persistent link: https://www.econbiz.de/10003410640
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2
Risk aversion and the dynamics of optimal liquidation strategies in illiquid markets
Schied, Alexander
;
Schöneborn, Torsten
- In:
Finance and stochastics
13
(
2009
)
2
,
pp. 181-204
Persistent link: https://www.econbiz.de/10003939504
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3
Optimal portfolio liquidation in target zone models and catalytic superprocesses
Neuman, Eyal
;
Schied, Alexander
- In:
Finance and stochastics
20
(
2016
)
2
,
pp. 495-509
Persistent link: https://www.econbiz.de/10011471483
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4
Convex measures of risk and trading constraints
Föllmer, Hans
;
Schied, Alexander
- In:
Finance and stochastics
6
(
2002
)
4
,
pp. 429-447
Persistent link: https://www.econbiz.de/10001702779
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5
Hazard rate for credit risk and hedging defaultable contingent claims
Blanchet-Scalliet, Christophette
;
Jeanblanc, Monique
- In:
Finance and stochastics
8
(
2004
)
1
,
pp. 145-159
Persistent link: https://www.econbiz.de/10001910889
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6
Optimization of consumption with labor income
El Karoui, Nicole
- In:
Finance and stochastics
2
(
1998
)
4
,
pp. 409-440
Persistent link: https://www.econbiz.de/10001247133
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7
A unified framework for robust modelling of financial markets in discrete time
Obłój, Jan
;
Wiesel, Johannes
- In:
Finance and stochastics
25
(
2021
)
3
,
pp. 427-468
Persistent link: https://www.econbiz.de/10012585981
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8
Portfolio optimisation under non-linear drawdown constraints in a semimartingale financial model
Cherny, Vladimir
;
Obłój, Jan
- In:
Finance and stochastics
17
(
2013
)
4
,
pp. 771-800
Persistent link: https://www.econbiz.de/10010190877
Saved in:
9
No-arbitrage up to random horizon for quasi-left-continuous models
Aksamit, Anna
;
Choulli, Tahir
;
Deng, Jun
;
Jeanblanc, Monique
- In:
Finance and stochastics
21
(
2017
)
4
,
pp. 1103-1139
Persistent link: https://www.econbiz.de/10011944480
Saved in:
10
No-arbitrage under a class of honest times
Aksamit, Anna
;
Choulli, Tahir
;
Deng, Jun
;
Jeanblanc, Monique
- In:
Finance and stochastics
22
(
2018
)
1
,
pp. 127-159
Persistent link: https://www.econbiz.de/10011945638
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