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~isPartOf:"Journal of mathematical finance"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Risks : open access journal"
~subject:"Martingal"
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Martingal
Control theory
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Evstigneev, Igor V.
1
Korn, Ralf
1
Liu, Jingzhen
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Loxton, Ryan C.
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Schürger, Klaus
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Taksar, Michael I.
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Journal of mathematical finance
Mathematical finance : an international journal of mathematics, statistics and financial theory
Risks : open access journal
Applied mathematical finance
2
Annals of finance
1
Bonn Econ Discussion Papers / BGSE
1
Finance and stochastics
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Journal of policy analysis and management : the journal of the Association for Public Policy Analysis and Management
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ECONIS (ZBW)
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Optimal investment and proportional reinsurance with risk constraint
Liu, Jingzhen
;
Yiu, Ka Fai Cedric
;
Loxton, Ryan C.
; …
- In:
Journal of mathematical finance
3
(
2013
)
4
,
pp. 437-447
Persistent link: https://www.econbiz.de/10010240806
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2
Value preserving strategies and a general framework for local approaches to optimal portfolios
Korn, Ralf
- In:
Mathematical finance : an international journal of …
10
(
2000
)
2
,
pp. 227-241
Persistent link: https://www.econbiz.de/10002177631
Saved in:
3
On the fundamental theorem of asset pricing : random constraints and bang-bang no-arbitrage criteria
Evstigneev, Igor V.
;
Schürger, Klaus
;
Taksar, Michael I.
- In:
Mathematical finance : an international journal of …
14
(
2004
)
2
,
pp. 201-221
Persistent link: https://www.econbiz.de/10002032691
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