Narrow search
Showing 1 - 10 of 192
Cover Image
Expected exponential utility maximization of insurers with a Linear Gaussian stochastic factor model
Hata, Hiroaki; Yasuda, Kazuhiro - In: Scandinavian actuarial journal (2018) 5, pp. 357-378
Persistent link: https://www.econbiz.de/10011881444
Cover Image
Large-dimensional factor modeling based on high-frequency observations
Pelger, Markus - In: Journal of econometrics 208 (2019) 1, pp. 23-42
Persistent link: https://www.econbiz.de/10012139775
Cover Image
Option pricing and portfolio optimization : modern methods of financial mathematics
Korn, Ralf; Korn, Elke - 2001
Persistent link: https://www.econbiz.de/10011513289
Cover Image
Martingalansätze in der Portfolioselektion
Eggers, Rainer - 2004
Persistent link: https://www.econbiz.de/10002386244
Cover Image
Portfolio selection in continuous time : analytical and numerical methods
Filitti, Constantin Alexandru - 2004
Persistent link: https://www.econbiz.de/10002013030
Cover Image
Financial markets and martingales : observations on science and speculation
Bouleau, Nicolas - 2004
Persistent link: https://www.econbiz.de/10013551507
Cover Image
On the constant elasticity of variance model for the utility maximization problem with multiple risky assets
Zhao, Hui; Rong, Ximin - In: IMA journal of management mathematics 28 (2017) 2, pp. 299-320
Persistent link: https://www.econbiz.de/10011723286
Cover Image
Quantitative finance : its development, mathematical foundations, and current scope
Epps, Thomas W. - 2009
Persistent link: https://www.econbiz.de/10003756274
Cover Image
On the semimartingale property via bounded logarithmic utility
Larsen, Kasper; Žitković, Gordan - In: Annals of finance 4 (2008) 2, pp. 255-268
Persistent link: https://www.econbiz.de/10003645478
Cover Image
The numéraire portfolio in semimartingale financial models
Karatzas, Ioannis; Kardaras, Constantinos - In: Finance and stochastics 11 (2007) 4, pp. 447-493
Persistent link: https://www.econbiz.de/10003645513