Narrow search
Showing 1 - 10 of 321
Cover Image
Pricing via utility maximization and entropy
Rouge, Richard; El Karoui, Nicole - In: Mathematical finance : an international journal of … 10 (2000) 2, pp. 259-276
Persistent link: https://www.econbiz.de/10002177670
Cover Image
Optimal continuous-time hedging with Leptokurtic returns
Černý, Aleš - In: Mathematical finance : an international journal of … 17 (2007) 2, pp. 175-203
Persistent link: https://www.econbiz.de/10003543119
Cover Image
A comparison of two quadratic approaches to hedging in incomplete markets
Heath, David C.; Platen, Eckhard; Schweizer, Martin - In: Mathematical finance : an international journal of … 11 (2001) 4, pp. 385-413
Persistent link: https://www.econbiz.de/10001620447
Cover Image
On arbitrage and duality under model uncertainty and portfolio constraints
Bayraktar, Erhan; Zhou, Zhou - In: Mathematical finance : an international journal of … 27 (2017) 4, pp. 988-1012
Persistent link: https://www.econbiz.de/10011765002
Cover Image
The minimal entropy martingale measure and the valuation problem in incomplete markets
Frittelli, Marco - In: Mathematical finance : an international journal of … 10 (2000) 1, pp. 39-52
Persistent link: https://www.econbiz.de/10002177131
Cover Image
Minimal entropy-Hellinger martingale measure in incomplete markets
Choulli, Tahir; Stricker, Christophe - In: Mathematical finance : an international journal of … 15 (2005) 3, pp. 465-490
Persistent link: https://www.econbiz.de/10002983174
Cover Image
Model uncertainty and its impact on the pricing of derivative instruments
Cont, Rama - In: Mathematical finance : an international journal of … 16 (2006) 3, pp. 519-547
Persistent link: https://www.econbiz.de/10003338693
Cover Image
Optimal investment with an unbounded random endowment and utility-based pricing
Owen, Mark P.; Žitković, Gordan - In: Mathematical finance : an international journal of … 19 (2009) 1, pp. 129-159
Persistent link: https://www.econbiz.de/10003818431
Cover Image
On agent's agreement and partial-equilibrium pricing in incomplete markets
Anthropelos, Michail; Žitkovi´c, Gordan - In: Mathematical finance : an international journal of … 20 (2010) 3, pp. 411-446
Persistent link: https://www.econbiz.de/10008667062
Cover Image
On the timing option in a future contract
Biagini, Francesca; Björk, Tomas - In: Mathematical finance : an international journal of … 17 (2007) 2, pp. 267-283
Persistent link: https://www.econbiz.de/10003543130