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Schachermayer, Walter
13
Guasoni, Paolo
8
Hubalek, Friedrich
3
Muhle-Karbe, Johannes
3
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2
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2
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2
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Mathematical finance : an international journal of mathematics, statistics and financial theory
10
Finance and stochastics
9
Risk : managing risk in the world's financial markets
2
Insurance / Mathematics & economics
1
Journal of financial economics
1
Journal of mathematical economics
1
Mathematical methods of operations research
1
Quantitative finance
1
Scandinavian actuarial journal : Actuarial Society of Finland ; Norwegian Society of Actuaries ; Swedish Society of Actuaries
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OLC EcoSci
ECONIS (ZBW)
198
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EconStor
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1
Derivatives pricing - Rational shapes of local volatility
De Marco, Stefano
;
Friz, Peter
;
Gerhold, Stefan
- In:
Risk : managing risk in the world's financial markets
26
(
2013
)
2
,
pp. 74-79
Persistent link: https://www.econbiz.de/10010084689
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2
A generalization of Panjer’s recursion and numerically stable risk aggregation
Gerhold, Stefan
;
Schmock, Uwe
;
Warnung, Richard
- In:
Finance and stochastics
14
(
2009
)
1
,
pp. 81-129
Persistent link: https://www.econbiz.de/10008445239
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3
Performance maximization of actively managed funds
Guasoni, Paolo
;
Huberman, Gur
;
Wang, Zhenyu
- In:
Journal of financial economics
101
(
2011
)
3
,
pp. 574-596
Persistent link: https://www.econbiz.de/10009178468
Saved in:
4
The fundamental theorem of asset pricing under transaction costs
Guasoni, Paolo
;
Lépinette, Emmanuel
;
Rásonyi, Miklós
- In:
Finance and stochastics
16
(
2012
)
4
,
pp. 741-778
Persistent link: https://www.econbiz.de/10010019157
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5
Risk minimization under transaction costs
Guasoni, Paolo
- In:
Finance and stochastics
6
(
2002
)
1
,
pp. 91-114
Persistent link: https://www.econbiz.de/10008216497
Saved in:
6
Mean-Variance Hedging for Stochastic Volatility Models
Biagini, Francesca
;
Guasoni, Paolo
;
Pratelli, Maurizio
- In:
Mathematical finance : an international journal of …
10
(
2000
)
2
,
pp. 109-124
Persistent link: https://www.econbiz.de/10008217837
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7
Optimal importance sampling with explicit formulas in continuous time
Guasoni, Paolo
;
Robertson, Scott
- In:
Finance and stochastics
12
(
2008
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10008221431
Saved in:
8
NO ARBITRAGE UNDER TRANSACTION COSTS, WITH FRACTIONAL BROWNIAN MOTION AND BEYOND
Guasoni, Paolo
- In:
Mathematical finance : an international journal of …
16
(
2006
)
3
,
pp. 569-582
Persistent link: https://www.econbiz.de/10008222565
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9
Asymmetric Information in Fads Models
Guasoni, Paolo
- In:
Finance and stochastics
10
(
2006
)
2
,
pp. 159-177
Persistent link: https://www.econbiz.de/10008222672
Saved in:
10
RELAXED UTILITY MAXIMIZATION IN COMPLETE MARKETS
Biagini, Sara
;
Guasoni, Paolo
- In:
Mathematical finance : an international journal of …
21
(
2011
)
4
,
pp. 703-723
Persistent link: https://www.econbiz.de/10009258249
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