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Optimal early retirement near the expiration of a pension plan
Chevalier, E. - In: Finance and stochastics 10 (2006) 2, pp. 204-221
Persistent link: https://www.econbiz.de/10003334917
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A variational inequality approach to financial valuation of retirement benefits based on salary
Friedman, Avner; Shen, Weixi - In: Finance and stochastics 6 (2002) 3, pp. 273-302
Persistent link: https://www.econbiz.de/10001680668
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An incomplete equilibrium with a stochastic annuity
Weston, Kim; Žitković, Gordan - In: Finance and stochastics 24 (2020) 2, pp. 359-382
Persistent link: https://www.econbiz.de/10012253358
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Asymptotic arbitrage and numéraire portfolios in large financial markets
Rochlin, Dmitri B. - In: Finance and stochastics 12 (2008) 2, pp. 173-194
Persistent link: https://www.econbiz.de/10003716254
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Long run forward rates and long yields of bonds and options in heterogeneous equilibria
Malamud, Semyon - In: Finance and stochastics 12 (2008) 2, pp. 245-264
Persistent link: https://www.econbiz.de/10003716265
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The numéraire portfolio in semimartingale financial models
Karatzas, Ioannis; Kardaras, Constantinos - In: Finance and stochastics 11 (2007) 4, pp. 447-493
Persistent link: https://www.econbiz.de/10003645513
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Pricing and hedging European options with discrete-time coherent risk
Cherny, Alexander S. - In: Finance and stochastics 11 (2007) 4, pp. 537-569
Persistent link: https://www.econbiz.de/10003645530
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Optimal lifetime consumption and investment under a drawdown constraint
Elie, Romuald; Touzi, Nizar - In: Finance and stochastics 12 (2008) 3, pp. 299-330
Persistent link: https://www.econbiz.de/10003899189
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On q-optimal martingale measures in exponential Lévy models
Bender, Christian; Niethammer, Christina R. - In: Finance and stochastics 12 (2008) 3, pp. 381-410
Persistent link: https://www.econbiz.de/10003899201
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Universal bounds for asset prices in heterogeneous economies
Malamud, Semyon - In: Finance and stochastics 12 (2008) 3, pp. 411-422
Persistent link: https://www.econbiz.de/10003899203