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Jing Li , Lingfei Li , Rafael Mendoza-Arriaga : Additive subordination and its applications in finance. Finance Stochastics 20 (3 ) : 589-634 (2016 )share record
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Andrew Lyasoff : Another look at the integral of exponential Brownian motion and the pricing of Asian options. Finance Stochastics 20 (4 ) : 1061-1096 (2016 )share record
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Eyal Neuman , Alexander Schied : Optimal portfolio liquidation in target zone models and catalytic superprocesses. Finance Stochastics 20 (2 ) : 495-509 (2016 )share record
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Erwan Pierre , Stéphane Villeneuve , Xavier Warin : Liquidity management with decreasing returns to scale and secured credit line. Finance Stochastics 20 (4 ) : 809-854 (2016 )share record
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Berend Roorda , Johannes M. Schumacher : Weakly time consistent concave valuations and their dual representations. Finance Stochastics 20 (1 ) : 123-151 (2016 )share record
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Martin Schweizer , Dieter Sondermann : Editorial: 20th anniversary of Finance and Stochastics. Finance Stochastics 20 (4 ) : 807-808 (2016 )2015 share record
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Fred Espen Benth , Nils Detering : Pricing and hedging Asian-style options on energy. Finance Stochastics 19 (4 ) : 849-889 (2015 )share record
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Agostino Capponi , José E. Figueroa-López , Andrea Pascucci : Dynamic credit investment in partially observed markets. Finance Stochastics 19 (4 ) : 891-939 (2015 )share record
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Tahir Choulli , Jun Deng , Junfeng Ma : How non-arbitrage, viability and numéraire portfolio are related. Finance Stochastics 19 (4 ) : 719-741 (2015 )export record
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journals/fs/ChristiansenN15 share record
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Marcus C. Christiansen , Andreas Niemeyer : On the forward rate concept in multi-state life insurance. Finance Stochastics 19 (2 ) : 295-327 (2015 )share record
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Christa Cuchiero , Josef Teichmann : A convergence result for the Emery topology and a variant of the proof of the fundamental theorem of asset pricing. Finance Stochastics 19 (4 ) : 743-761 (2015 )export record
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journals/fs/EmbrechtsWW15 share record
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Paul Embrechts , Bin Wang , Ruodu Wang : Aggregation-robustness and model uncertainty of regulatory risk measures. Finance Stochastics 19 (4 ) : 763-790 (2015 )share record
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Zachary Feinstein , Birgit Rudloff : Multi-portfolio time consistency for set-valued convex and coherent risk measures. Finance Stochastics 19 (1 ) : 67-107 (2015 )share record
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Paolo Guasoni , Miklós Rásonyi : Fragility of arbitrage and bubbles in local martingale diffusion models. Finance Stochastics 19 (2 ) : 215-231 (2015 )share record
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Paolo Guasoni , Gu Wang : Hedge and mutual funds' fees and the separation of private investments. Finance Stochastics 19 (3 ) : 473-507 (2015 )share record
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Caroline Hillairet , Ying Jiao : Portfolio optimization with insider's initial information and counterparty risk. Finance Stochastics 19 (1 ) : 109-134 (2015 )export record
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journals/fs/KrishenikMW15 share record
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Andrey Krishenik , Andreea Minca , Johannes Wissel : When do creditors with heterogeneous beliefs agree to run? Finance Stochastics 19 (2 ) : 233-259 (2015 )share record
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Lingfei Li , Vadim Linetsky : Discretely monitored first passage problems and barrier options: an eigenfunction expansion approach. Finance Stochastics 19 (4 ) : 941-977 (2015 )share record
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Oleksii Mostovyi : Necessary and sufficient conditions in the problem of optimal investment with intermediate consumption. Finance Stochastics 19 (1 ) : 135-159 (2015 )share record
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Irina Penner , Anthony Reveillac : Risk measures for processes and BSDEs. Finance Stochastics 19 (1 ) : 23-66 (2015 )share record
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Pietro Siorpaes : Optimal investment and price dependence in a semi-static market. Finance Stochastics 19 (1 ) : 161-187 (2015 )share record
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(Withdrawn) The distribution of the maximum of a variance gamma process and path-dependent option pricing. Finance Stochastics 19 (4 ) : 979-993 (2015 )2014 share record
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Francesca Biagini , Hans Föllmer , Sorin Nedelcu : Shifting martingale measures and the birth of a bubble as a submartingale. Finance Stochastics 18 (2 ) : 297-326 (2014 )share record
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Stefan Gerhold , Paolo Guasoni , Johannes Muhle-Karbe , Walter Schachermayer : Transaction costs, trading volume, and the liquidity premium. Finance Stochastics 18 (1 ) : 1-37 (2014 )share record
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Paolo Guasoni , Constantinos Kardaras , Scott Robertson , Hao Xing : Abstract, classic, and explicit turnpikes. Finance Stochastics 18 (1 ) : 75-114 (2014 )share record
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Daniel Hackmann , Alexey Kuznetsov : Asian options and meromorphic Lévy processes. Finance Stochastics 18 (4 ) : 825-844 (2014 )export record
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journals/fs/KratschmerSZ14 share record
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Volker Krätschmer , Alexander Schied , Henryk Zähle : Comparative and qualitative robustness for law-invariant risk measures. Finance Stochastics 18 (2 ) : 271-295 (2014 )share record
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Teemu Pennanen : Optimal investment and contingent claim valuation in illiquid markets. Finance Stochastics 18 (4 ) : 733-754 (2014 )2013 share record
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John A. D. Appleby , Markus Riedle , Catherine Swords : Bubbles and crashes in a Black-Scholes model with delay. Finance Stochastics 17 (1 ) : 1-30 (2013 )share record
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Belkacem Berdjane , Serguei Pergamenshchikov : Optimal consumption and investment for markets with random coefficients. Finance Stochastics 17 (2 ) : 419-446 (2013 )