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Mathematical Finance
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Pathwise moderate deviations for option pricing
Jacquier, Antoine
;
Spiliopoulos, Konstantinos
- In:
Mathematical Finance
30
(
2019
)
2
,
pp. 426-463
Persistent link: https://www.econbiz.de/10012192405
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Optimal investment, derivative demand, and arbitrage under price impact
Anthropelos, Michail
;
Robertson, Scott
;
Spiliopoulos, …
- In:
Mathematical Finance
31
(
2020
)
1
,
pp. 3-35
Persistent link: https://www.econbiz.de/10012283209
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