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Martingale densities for general asset prices
Schweizer, Martin - In: Journal of mathematical economics 21 (1992) 4, pp. 363-378
Persistent link: https://www.econbiz.de/10001132584
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Risk-minimizing hedging strategies under restricted information
Schweizer, Martin - In: Mathematical finance : an international journal of … 4 (1994) 4, pp. 327-342
Persistent link: https://www.econbiz.de/10001185075
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Defaultable options in a Markovian intensity model of credit risk
Bielecki, Tomasz R.; Crépey, Stéphane; Jeanblanc, Monique - In: Mathematical finance : an international journal of … 18 (2008) 4, pp. 493-518
Persistent link: https://www.econbiz.de/10003769008
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Optimal investment decisions when time-horizon is uncertain
Blanchet-Scalliet, Christophette; El Karoui, Nicole; … - In: Journal of mathematical economics 44 (2008) 11, pp. 1100-1113
Persistent link: https://www.econbiz.de/10003783826
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On models of default risk
Elliott, Robert J. R.; Jeanblanc, Monique; Yor, Marc - In: Mathematical finance : an international journal of … 10 (2000) 2, pp. 179-195
Persistent link: https://www.econbiz.de/10002177437
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Robustness of the black and scholes formula
El Karoui, Nicole - In: Mathematical finance : an international journal of … 8 (1998) 2, pp. 93-126
Persistent link: https://www.econbiz.de/10001242959
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Impulse control method and exchange rate
Jeanblanc, Monique - In: Mathematical finance : an international journal of … 3 (1993) 2, pp. 161-177
Persistent link: https://www.econbiz.de/10001333347
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Optimal investment decisions when time-horizon is uncertain
Blanchet-Scalliet, Christophette; El Karoui, Nicole; … - In: Journal of mathematical economics 44 (2008) 11, pp. 1100-1113
Persistent link: https://www.econbiz.de/10008110413
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DEFAULTABLE OPTIONS IN A MARKOVIAN INTENSITY MODEL OF CREDIT RISK
Bielecki, Tomasz R.; Crépey, Stéphane; Jeanblanc, Monique - In: Mathematical finance : an international journal of … 18 (2008) 4, pp. 493-518
Persistent link: https://www.econbiz.de/10008103933
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Simplified mean-variance portfolio optimisation
Fontana, Claudio; Schweizer, Martin - In: Mathematics and financial economics 6 (2012) 2, pp. 125-152
Persistent link: https://www.econbiz.de/10009580935