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1
Transaction costs, trading volume, and the liquidity premium
Gerhold, Stefan
;
Guasoni, Paolo
;
Muhle-Karbe, Johannes
; …
- In:
Finance and stochastics
18
(
2014
)
1
,
pp. 1-37
Persistent link: https://www.econbiz.de/10010235459
Saved in:
2
The dual optimizer for the growth-optimal portfolio under transaction costs
Gerhold, Stefan
;
Muhle-Karbe, Johannes
;
Schachermayer, …
- In:
Finance and stochastics
17
(
2013
)
2
,
pp. 325-354
Persistent link: https://www.econbiz.de/10009730811
Saved in:
3
Asymmetric information in fads models
Guasoni, Paolo
- In:
Finance and stochastics
10
(
2006
)
2
,
pp. 159-177
Persistent link: https://www.econbiz.de/10003334913
Saved in:
4
Risk minimization under transaction costs
Guasoni, Paolo
- In:
Finance and stochastics
6
(
2002
)
1
,
pp. 91-113
Persistent link: https://www.econbiz.de/10001643757
Saved in:
5
A generalization of Panjer's recursion and numerically stable risk aggregation
Gerhold, Stefan
;
Schmock, Uwe
;
Warnung, Richard
- In:
Finance and stochastics
14
(
2010
)
1
,
pp. 81-128
Persistent link: https://www.econbiz.de/10003924803
Saved in:
6
Dynamic trading under integer constraints
Gerhold, Stefan
;
Krühner, Paul
- In:
Finance and stochastics
22
(
2018
)
4
,
pp. 919-957
Persistent link: https://www.econbiz.de/10011946587
Saved in:
7
A generalization of Panjer’s recursion and numerically stable risk aggregation
Gerhold, Stefan
;
Schmock, Uwe
;
Warnung, Richard
- In:
Finance and stochastics
14
(
2009
)
1
,
pp. 81-129
Persistent link: https://www.econbiz.de/10008445239
Saved in:
8
A super-martingale property of the optimal portfolio process
Schachermayer, Walter
- In:
Finance and stochastics
7
(
2003
)
4
,
pp. 433-456
Persistent link: https://www.econbiz.de/10001800676
Saved in:
9
Optimal importance sampling with explicit formulas in continuous time
Guasoni, Paolo
;
Robertson, Scott
- In:
Finance and stochastics
12
(
2008
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10003592542
Saved in:
10
Fragility of arbitrage and bubbles in local martingale diffusion models
Guasoni, Paolo
;
Rásonyi, Miklós
- In:
Finance and stochastics
19
(
2015
)
2
,
pp. 215-231
Persistent link: https://www.econbiz.de/10011417713
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