Arbitrage for simple strategies
Agnieszka Rygiel, Łukasz Stettner
págs. 379-412
The martingale method of shortfall risk minimization in a discrete time market
Marek Andrzej Kociński
págs. 413-424
Target achieving portfolio under model misspecification: quadratic optimization framework
Dariusz Zawisza
págs. 425-443
Asymptotics of utility from terminal wealth for partially observed portfolios
Łukasz Stettner
págs. 445-461
Applications of time-delayed backward stochastic differential equations to pricing, hedging and portfolio management in insurance and finance
Lukasz Delong
págs. 463-488
Integral representations of risk functions for basket derivatives
Michał Barski
págs. 489-514
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