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1
Multivariate risks and depth-trimmed regions
Cascos, Ignacio
;
Molchanov, Ilya
- In:
Finance and stochastics
11
(
2007
)
3
,
pp. 373-397
Persistent link: https://www.econbiz.de/10003485812
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A large deviations approach to optimal long term investment
Pham, Huyên
- In:
Finance and stochastics
7
(
2003
)
2
,
pp. 169-195
Persistent link: https://www.econbiz.de/10001762732
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3
On ruin probabilities with investments in a risky asset with a regime-switching price
Kabanov, Jurij M.
;
Pergamenščikov, Sergej M.
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 877-897
Persistent link: https://www.econbiz.de/10013440255
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4
Bachelier and his times : a conversation with Bernard Bru
Taqqu, Murad S.
- In:
Finance and stochastics
5
(
2001
)
1
,
pp. 3-32
Persistent link: https://www.econbiz.de/10001553037
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5
The self-financing equation in limit order book markets
Carmona, René
;
Webster, Kevin
- In:
Finance and stochastics
23
(
2019
)
3
,
pp. 729-759
Persistent link: https://www.econbiz.de/10012023769
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6
Valuation of default-sensitive claims under imperfect information
Coculescu, Delia
;
Geman, Hélyette
;
Jeanblanc, Monique
- In:
Finance and stochastics
12
(
2008
)
2
,
pp. 195-218
Persistent link: https://www.econbiz.de/10003716260
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7
Dividing gains between a client and her agent
Xia, Jiamming
- In:
Finance and stochastics
7
(
2003
)
2
,
pp. 219-230
Persistent link: https://www.econbiz.de/10001762749
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8
Optimal investment in derivative securities
Carr, Peter
;
Jin, Xing
;
Madan, Dilip B.
- In:
Finance and stochastics
5
(
2001
)
1
,
pp. 33-59
Persistent link: https://www.econbiz.de/10001553046
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9
On the relationship of the dynamic programming approach and the contingent claim approach to asset valuation
Knudsen, Thomas S.
;
Meister, Bernhard
;
Zervos, Mihail
- In:
Finance and stochastics
3
(
1999
)
4
,
pp. 433-449
Persistent link: https://www.econbiz.de/10001412177
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10
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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