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A Hilbert space proof of the fundamental theorem of asset pricing in finite discrete time
Schachermayer, Walter
- In:
Insurance / Mathematics & economics
11
(
1992
)
4
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pp. 249-257
Persistent link: https://www.econbiz.de/10001138775
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Optimizing expected utility of dividend payments for a Brownian risk process and a peculiar nonlinear ODE
Hubalek, Friedrich
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Schachermayer, Walter
- In:
Insurance / Mathematics & economics
34
(
2004
)
2
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pp. 193-226
Persistent link: https://www.econbiz.de/10006882822
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