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The opportunity process for optimal consumption and investment with power utility
Nutz, Marcel - In: Mathematics and financial economics 3 (2010) 3/4, pp. 139-159
Persistent link: https://www.econbiz.de/10008659799
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Optimal acquisition of a partially hedgeable house
Cetin, Coskun; Zapatero, Fernando - In: Mathematics and financial economics 9 (2015) 2, pp. 123-147
Persistent link: https://www.econbiz.de/10011349449
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Asymptotic power utility-based pricing and hedging
Kallsen, Jan; Muhle-Karbe, Johannes; Vierthauer, Richard - In: Mathematics and financial economics 8 (2014) 1, pp. 1-28
Persistent link: https://www.econbiz.de/10010235420
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Local risk-minimization under the benchmark approach
Biagini, Francesca; Cretarola, Alessandra; Platen, Eckhard - In: Mathematics and financial economics 8 (2014) 2, pp. 109-134
Persistent link: https://www.econbiz.de/10010341774
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Risk-minimization for life insurance liabilities with basis risk
Biagini, Francesca; Rheinländer, Thorsten; Schreiber, Irene - In: Mathematics and financial economics 10 (2016) 2, pp. 151-178
Persistent link: https://www.econbiz.de/10011485900
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Utility maximization in a multidimensional semimartingale model with nonlinear wealth dynamics
Junca, Mauricio; Serrano, Rafael - In: Mathematics and financial economics 15 (2021) 4, pp. 775-809
Persistent link: https://www.econbiz.de/10012616858
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Properly discounted asset prices are semimartingales
Bálint, Dániel; Schweizer, Martin - In: Mathematics and financial economics 14 (2020) 4, pp. 661-674
Persistent link: https://www.econbiz.de/10012321854
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No arbitrage in continuous financial markets
Criens, David - In: Mathematics and financial economics 14 (2020) 3, pp. 461-506
Persistent link: https://www.econbiz.de/10012240304
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No-arbitrage commodity option pricing with market manipulation
Aïd, René; Callegaro, Giorgia; Campi, Luciano - In: Mathematics and financial economics 14 (2020) 3, pp. 577-603
Persistent link: https://www.econbiz.de/10012240320
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Mean-reverting additive energy forward curves in a Heath-Jarrow-Morton framework
Benth, Fred Espen; Piccirilli, Marco; Vargiolu, Tiziano - In: Mathematics and financial economics 13 (2019) 4, pp. 543-577
Persistent link: https://www.econbiz.de/10012055877