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121
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22
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7
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From stochastic calculus to mathematical finance : the Shiryaev Festschrift ; [Second Bachelier Colloquium on Stochastic Calculus and Probability, Metabief, France, January 9 - 15, 2005]
1
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71
The martingale maximum principle and the allocation of labour surplus
Davis, Mark H. A.
- In:
Journal of economic dynamics & control
11
(
1987
)
2
,
pp. 241-247
Persistent link: https://www.econbiz.de/10001033261
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72
A note on utility-based pricing in models with transaction costs
Davis, Mark H. A.
;
Yoshikawa, Daisuke
- In:
Mathematics and financial economics
9
(
2015
)
3
,
pp. 231-245
Persistent link: https://www.econbiz.de/10011350249
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73
A note on utility-based pricing
Davis, Mark H. A.
;
Yoshikawa, Daisuke
- In:
Mathematics and financial economics
9
(
2015
)
3
,
pp. 215-230
Persistent link: https://www.econbiz.de/10011350250
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74
Arbitrage bounds for prices of weighted variance swaps
Davis, Mark H. A.
;
Obłój, Jan
;
Raval, Vimal
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 821-854
Persistent link: https://www.econbiz.de/10011308161
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75
Jump-diffusion asset-liabilty management via risk-sensitive control
Davis, Mark H. A.
;
Lleo, Sébastien
- In:
OR spectrum : quantitative approaches in management
37
(
2015
)
3
,
pp. 655-675
Persistent link: https://www.econbiz.de/10011296728
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76
Debiased expert forecasts in continuous-time asset allocation
Davis, Mark H. A.
;
Lleo, Sébastien
- In:
Journal of banking & finance
113
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012226106
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77
A simple procedure for combining expert opinion with statistical estimates to achieve superior portfolio performance
Davis, Mark H. A.
;
Lleo, Sébastien
- In:
The journal of portfolio management : a publication of …
42
(
2016
)
4
,
pp. 49-58
Persistent link: https://www.econbiz.de/10011686088
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78
Metals and energy finance : application of quantitative finance techniques to the evaluation of minerals, coal and petroleum projects
Buchanan, Dennis L.
-
2019
-
Second edition
Persistent link: https://www.econbiz.de/10011892826
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79
Arbitrage-free interpolation of the swap curve
Davis, Mark H. A.
;
Mataix-Pastor, Vicente
- In:
International journal of theoretical and applied finance
12
(
2009
)
7
,
pp. 969-1005
Persistent link: https://www.econbiz.de/10003928772
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80
Taming animal spirits : risk management with behavioural factors
Andruszkiewicz, Grzegorz
;
Davis, Mark H. A.
;
Lleo, …
- In:
Annals of finance
9
(
2013
)
2
,
pp. 145-166
Persistent link: https://www.econbiz.de/10009741199
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