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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
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2
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
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3
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
Saved in:
4
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/10008215837
Saved in:
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