Narrow search
Showing 21 - 30 of 70
Cover Image
ARTICLES - Exponential Hedging and Entropic Penalties
Delbaen, Freddy; Grandits, Peter; Rheinländer, Thorsten; … - In: Mathematical finance : an international journal of … 12 (2002) 2, pp. 99-124
Persistent link: https://www.econbiz.de/10008216393
Cover Image
Minimal Hellinger martingale measures of order q
Choulli, Tahir; Stricker, Christophe; Li, Jia - In: Finance and stochastics 11 (2007) 3, pp. 399-428
Persistent link: https://www.econbiz.de/10008221757
Cover Image
No-arbitrage criteria for financial markets with transaction costs and incomplete information
De Vallière, Dimitri; Kabanov, Yuri; Stricker, Christophe - In: Finance and stochastics 11 (2007) 2, pp. 237-252
Persistent link: https://www.econbiz.de/10008222019
Cover Image
On the law of one price
Courtault, Jean-Michel; Delbaen, Freddy; Kabanov, Yuri; … - In: Finance and stochastics 8 (2004) 4, pp. 525-530
Persistent link: https://www.econbiz.de/10008223282
Cover Image
On Componentwise and Vector Stochastic Integration
Chatelain, Michel; Stricker, Christophe - In: Mathematical finance : an international journal of … 4 (1994) 1, pp. 57-66
Persistent link: https://www.econbiz.de/10008223934
Cover Image
Minimal entropy-Hellinger martingale measure in incomplete markets
Choulli, Tahir; Stricker, Christophe - In: Mathematical finance : an international journal of … 15 (2005) 3, pp. 465-490
Persistent link: https://www.econbiz.de/10002983174
Cover Image
Implied savings accounts are unique
Döberlein, Frank; Schweizer, Martin; Stricker, Christophe - In: Finance and stochastics 4 (2000) 4, pp. 431-442
Persistent link: https://www.econbiz.de/10001539196
Cover Image
More on minimal entropy-Hellinger martingale measure
Choulli, Tahir; Stricker, Christophe - In: Mathematical finance : an international journal of … 16 (2006) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10003336776
Cover Image
Minimal Hellinger martingale measures of order q
Choulli, Tahir; Stricker, Christophe; Li, Jai - In: Finance and stochastics 11 (2007) 3, pp. 399-427
Persistent link: https://www.econbiz.de/10003485815
Cover Image
No-arbitrage criteria for financial markets with transaction costs and incomplete information
De Vallière, Dimitry; Kabanov, Yuri; Stricker, Christophe - In: Finance and stochastics 11 (2007) 2, pp. 237-251
Persistent link: https://www.econbiz.de/10003439760