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Interbank lending with benchmark rates : Pareto optima for a class of singular control games
Cont, Rama; Guo, Xin; Xu, Renyuan - In: Mathematical Finance 31 (2021) 4, pp. 1357-1393
Persistent link: https://www.econbiz.de/10012636233
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CONSTANT PROPORTION PORTFOLIO INSURANCE IN THE PRESENCE OF JUMPS IN ASSET PRICES
Cont, Rama; Tankov, Peter - In: Mathematical Finance 19 (2009) 3, pp. 379-401
Persistent link: https://www.econbiz.de/10005023805
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MODEL UNCERTAINTY AND ITS IMPACT ON THE PRICING OF DERIVATIVE INSTRUMENTS
Cont, Rama - In: Mathematical Finance 16 (2006) 3, pp. 519-547
Persistent link: https://www.econbiz.de/10005139665