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Dynamic programming and mean-variance hedging
Laurent, Jean Paul; Pham, Huyên - In: Finance and stochastics 3 (1999) 1, pp. 83-110
Persistent link: https://www.econbiz.de/10001367656
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Imperfect asset substitution in a two-country model
Artis, Michael J. - In: Economic modelling 8 (1991) 1, pp. 34-44
Persistent link: https://www.econbiz.de/10001137914
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Consumption and portfolio policies with incomplete markets and short-sale constraints in the finite-dimensional case : some remarks
Girotto, Bruno - In: Mathematical finance : an international journal of … 4 (1994) 1, pp. 69-73
Persistent link: https://www.econbiz.de/10001185099
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Optimal consumption and portfolio selection with incomplete markets and upper and lower bound constraints
Shirakawa, Hiroshi - In: Mathematical finance : an international journal of … 4 (1994) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10001185117
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Corporate investment, dividend decisions, differential taxation and the no-arbitrage condition
Ardalan, Kavous - In: Journal of economics and finance 22 (1998) 1, pp. 49-58
Persistent link: https://www.econbiz.de/10001249948
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Hedging exotic derivatives through stochastic optimization
Hénaff, Patrick - In: Journal of economic dynamics & control 22 (1998) 8, pp. 1453-1466
Persistent link: https://www.econbiz.de/10001250752
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Incomplete markets, transaction costs and liquidity effects
Jouini, Elyès - In: The European journal of finance 3 (1997) 4, pp. 325-347
Persistent link: https://www.econbiz.de/10001236107
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Hedging in incomplete markets with HARA utility
Duffie, Darrell (contributor) - In: Journal of economic dynamics & control 21 (1997) 4, pp. 753-782
Persistent link: https://www.econbiz.de/10001221215
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Equilibria in incomplete financial markets with portfolio constraints and transaction costs
De Waegenaere, Anja - 1994
Persistent link: https://www.econbiz.de/10000889938
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Anwendung der Lehre von den unvollkommenen und unvollständigen Versicherungs- und Kapitalmärkten auf die Lebensversicherung
Nickel, Andreas - 1995
Persistent link: https://www.econbiz.de/10000895988