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Facelifting in utility maximization
Larsen, Kasper; Soner, Halil Mete; Žitković, Gordan - In: Finance and stochastics 20 (2016) 1, pp. 99-121
Persistent link: https://www.econbiz.de/10011460007
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Small-time ruin for a financial process modulated by a Harris recurrent Markov chain
Collamore, Jeffrey F.; Höing, Andrea - In: Finance and stochastics 11 (2007) 3, pp. 299-322
Persistent link: https://www.econbiz.de/10003485805
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Polynomial processes and their applications to mathematical finance
Cuchiero, Christa; Keller-Ressel, Martin; Teichmann, Josef - In: Finance and stochastics 16 (2012) 4, pp. 711-740
Persistent link: https://www.econbiz.de/10009623535
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Comments on the life and mathematical lagacy of Wolfgang Doeblin
Bru, Bernard; Yor, Marc - In: Finance and stochastics 6 (2002) 1, pp. 3-47
Persistent link: https://www.econbiz.de/10001643743
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An application of hidden Markov models to asset allocation problems
Elliott, Robert J. - In: Finance and stochastics 1 (1997) 3, pp. 229-238
Persistent link: https://www.econbiz.de/10001224221
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Weighted norm inequalities and hedging in incomplete markets
Delbaen, Freddy (contributor) - In: Finance and stochastics 1 (1997) 3, pp. 181-227
Persistent link: https://www.econbiz.de/10001224224
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Sensitivity estimates for portfolio credit derivatives using Monte Carlo
Chen, Zhiyong; Glasserman, Paul - In: Finance and stochastics 12 (2008) 4, pp. 507-540
Persistent link: https://www.econbiz.de/10003899268
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Quasi-Monte Carlo methods with applications in finance
L'Ecuyer, Pierre - In: Finance and stochastics 13 (2009) 3, pp. 307-349
Persistent link: https://www.econbiz.de/10003899308
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Adjoint-based Monte Carlo calibration of financial market models
Kaebe, C.; Maruhn, J. H.; Sachs, Ekkehard - In: Finance and stochastics 13 (2009) 3, pp. 351-379
Persistent link: https://www.econbiz.de/10003899315
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On irregular functionals of SDEs and the Euler scheme
Avikainen, Rainer - In: Finance and stochastics 13 (2009) 3, pp. 381-401
Persistent link: https://www.econbiz.de/10003899316