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Finance and Stochastics

Finance and Stochastics 2/2019

Ausgabe 2/2019

Inhaltsverzeichnis ( 6 Artikel )

14.02.2019 | Ausgabe 2/2019 Open Access

Incorporating signals into optimal trading

Charles-Albert Lehalle, Eyal Neuman

08.02.2019 | Ausgabe 2/2019

Consumption, investment and healthcare with aging

Paolo Guasoni, Yu-Jui Huang

05.03.2019 | Ausgabe 2/2019 Open Access

Robust bounds for the American put

David Hobson, Dominykas Norgilas

12.03.2019 | Ausgabe 2/2019

Some no-arbitrage rules under short-sales constraints, and applications to converging asset prices

Delia Coculescu, Monique Jeanblanc

01.03.2019 | Ausgabe 2/2019

Estimating the Hurst parameter from short term volatility swaps: a Malliavin calculus approach

Elisa Alòs, Kenichiro Shiraya

22.03.2019 | Ausgabe 2/2019

Call for papers for a special issue of Finance and Stochastics on “Vector- and set-valued methods in stochastic finance and related areas”

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