Skip to main content
Disciplines
Automotive Business IT + Informatics Construction + Real Estate Electrical Engineering + Electronics Energy + Sustainability Insurance + Risk Finance + Banking Management + Leadership Marketing + Sales Mechanical Engineering + Materials
Events
DE
EN
Books
Journals
Topic Page
Marketing
Start single access now
Access for companies
EXTENDED SEARCH
Log in
Top

Finance and Stochastics

Issue 1/2018

Content (8 Articles)

Dynamic programming approach to principal–agent problems

Jakša Cvitanić, Dylan Possamaï, Nizar Touzi

Optimal liquidation under stochastic liquidity

Dirk Becherer, Todor Bilarev, Peter Frentrup

Time-consistent stopping under decreasing impatience

Yu-Jui Huang, Adrien Nguyen-Huu

Open Access

Financial equilibrium with asymmetric information and random horizon

Umut Çetin

No-arbitrage under a class of honest times

Anna Aksamit, Tahir Choulli, Jun Deng, Monique Jeanblanc

Shadow prices, fractional Brownian motion, and portfolio optimisation under transaction costs

Christoph Czichowsky, Rémi Peyre, Walter Schachermayer, Junjian Yang

Replicating portfolio approach to capital calculation

Mathieu Cambou, Damir Filipović

An enlargement of filtration formula with applications to multiple non-ordered default times

Monique Jeanblanc, Libo Li, Shiqi Song

Oct 17
Issue: 4/2017
Apr 18
Issue: 2/2018

Current Publications

scroll for more

use your arrow keys for more

scroll or use arrow keys for more