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Partial liquidation under reference-dependent preferences
Henderson, Vicky; Muscat, Jonathan - In: Finance and stochastics 24 (2020) 2, pp. 335-357
Persistent link: https://www.econbiz.de/10012253356
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Risk measures based on behavioural economics theory
Mao, Tiantian; Cai, Jun - In: Finance and stochastics 22 (2018) 2, pp. 367-393
Persistent link: https://www.econbiz.de/10011945793
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Speculative trading, prospect theory and transaction costs
Tse, Alex S. L.; Zheng, Harry - In: Finance and stochastics 27 (2023) 1, pp. 49-96
Persistent link: https://www.econbiz.de/10013489496
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An optimal consumption problem in finite time with a constraint on the ruin probability
Grandits, Peter - In: Finance and stochastics 19 (2015) 4, pp. 791-847
Persistent link: https://www.econbiz.de/10011421027
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Continuous-time trading and the emergence of probability
Vovk, Vladimir - In: Finance and stochastics 16 (2012) 4, pp. 561-609
Persistent link: https://www.econbiz.de/10009623542
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In the insurance business risky investments are dangerous : the case of negative risk sums
Kabanov, Jurij M.; Pergamenshchikov, Serguei - In: Finance and stochastics 20 (2016) 2, pp. 355-379
Persistent link: https://www.econbiz.de/10011471125
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Default times, no-arbitrage conditions and changes of probability measures
Coculescu, Delia; Jeanblanc, Monique; Nikeghbali, Ashkan - In: Finance and stochastics 16 (2012) 3, pp. 513-535
Persistent link: https://www.econbiz.de/10009562293
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Applications of Malliavin calculus to Monte-Carlo methods in finance, [Teil] II
Fournié, Éric (contributor) - In: Finance and stochastics 5 (2001) 2, pp. 201-236
Persistent link: https://www.econbiz.de/10001571492
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A class of risk neutral densities with heavy tails
Hartvig, Niels Væver; Ledet Jensen, Jens; Pedersen, Jan - In: Finance and stochastics 5 (2001) 1, pp. 115-128
Persistent link: https://www.econbiz.de/10001553060
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Towards a general theory of bond markets
Björk, Tomas (contributor) - In: Finance and stochastics 1 (1997) 2, pp. 141-174
Persistent link: https://www.econbiz.de/10001217942