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Theorie
Theory
38
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Lepinette, Emmanuel
24
Carassus, Laurence
14
Jouini, Elyès
5
Rásonyi, Miklós
5
Aboura, Sofiane
4
Darses, Sebastien
3
Ostafe, Lavinia
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Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Série des documents de travail / Centre de Recherche en Économie et Statistique
4
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ECONIS (ZBW)
38
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1
No free lunch for markets with multiple numéraires
Carassus, Laurence
- In:
Journal of mathematical economics
104
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014231303
Saved in:
2
Modified Leland's strategy for a constant transaction costs rate
Lepinette, Emmanuel
- In:
Mathematical finance : an international journal of …
22
(
2012
)
4
,
pp. 741-752
Persistent link: https://www.econbiz.de/10009614937
Saved in:
3
Random optimization on random sets
Lepinette, Emmanuel
- In:
Mathematical methods of operations research : ZOR
91
(
2020
)
1
,
pp. 159-173
Persistent link: https://www.econbiz.de/10012229497
Saved in:
4
Risk-averse asymptotics for reservation prices
Carassus, Laurence
;
Rásonyi, Miklós
- In:
Annals of finance
7
(
2011
)
3
,
pp. 375-387
Persistent link: https://www.econbiz.de/10009248120
Saved in:
5
Non-concave utility maximisation on the positive real axis in discrete time
Carassus, Laurence
;
Rásonyi, Miklós
;
Rodrigues, Andrea M.
- In:
Mathematics and financial economics
9
(
2015
)
4
,
pp. 325-349
Persistent link: https://www.econbiz.de/10011378104
Saved in:
6
On optimal investment for a behavioral investor in multiperiod incomplete market models
Carassus, Laurence
;
Rásonyi, Miklós
- In:
Mathematical finance : an international journal of …
25
(
2015
)
1
,
pp. 115-153
Persistent link: https://www.econbiz.de/10011347239
Saved in:
7
Maximization of nonconcave utility functions in discrete-time financial market models
Carassus, Laurence
;
Rásonyi, Miklós
- In:
Mathematics of operations research
41
(
2016
)
1
,
pp. 146-173
Persistent link: https://www.econbiz.de/10011448349
Saved in:
8
Optimal credit allocation under regime uncertainty with sensitivity analysis
Bernis, Guillaume
;
Carassus, Laurence
;
Docq, Grégoire
; …
- In:
International journal of theoretical and applied finance
18
(
2015
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011403164
Saved in:
9
A discrete stochasic model for investment with an application to the transaction costs case
Carassus, Laurence
;
Jouini, Elyès
- In:
Journal of mathematical economics
33
(
2000
)
1
,
pp. 57-80
Persistent link: https://www.econbiz.de/10001471633
Saved in:
10
Investment and arbitrage opportunities with short sales constraints
Carassus, Laurence
- In:
Mathematical finance : an international journal of …
8
(
1998
)
3
,
pp. 169-178
Persistent link: https://www.econbiz.de/10001245924
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