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Introduction to a theory of value coherent with the no-arbitrage principle
Frittelli, Marco - In: Finance and stochastics 4 (2000) 3, pp. 275-297
Persistent link: https://www.econbiz.de/10001487067
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The supermartingale property of the optimal wealth process for general semimartingales
Biagini, Sara; Frittelli, Marco - In: Finance and stochastics 11 (2007) 2, pp. 253-266
Persistent link: https://www.econbiz.de/10003439762
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Universal arbitrage aggregator in discrete-time markets under uncertainty
Burzoni, Matteo; Frittelli, Marco; Maggis, Marco - In: Finance and stochastics 20 (2016) 1, pp. 1-50
Persistent link: https://www.econbiz.de/10011459932
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Utility maximization in incomplete markets for unbounded processes
Biagini, Sara; Frittelli, Marco - In: Finance and stochastics 9 (2005) 4, pp. 493-517
Persistent link: https://www.econbiz.de/10003123213
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On fairness of systemic risk measures
Biagini, Francesca; Fouque, Jean-Pierre; Frittelli, Marco; … - In: Finance and stochastics 24 (2020) 2, pp. 513-564
Persistent link: https://www.econbiz.de/10012253395
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Utility maximization in incomplete markets for unbounded processes
Biagini, Sara; Frittelli, Marco - In: Finance and stochastics 9 (2005) 4, pp. 493-518
Persistent link: https://www.econbiz.de/10008214152
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Introduction to a theory of value coherent with the no-arbitrage principle
Frittelli, Marco - In: Finance and stochastics 4 (2000) 3, pp. 275-298
Persistent link: https://www.econbiz.de/10008217578
Cover Image
The supermartingale property of the optimal wealth process for general semimartingales
Biagini, Sara; Frittelli, Marco - In: Finance and stochastics 11 (2007) 2, pp. 253-266
Persistent link: https://www.econbiz.de/10008222018
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Entropy martingale optimal transport and nonlinear pricing-hedging duality
Doldi, Alessandro; Frittelli, Marco - In: Finance and stochastics 27 (2023) 2, pp. 255-304
Persistent link: https://www.econbiz.de/10014253636