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Zeitschrift

Finance and Stochastics

Finance and Stochastics 2/2020

Ausgabe 2/2020

Inhaltsverzeichnis ( 8 Artikel )

11.02.2020 | Ausgabe 2/2020

The value of informational arbitrage

Huy N. Chau, Andrea Cosso, Claudio Fontana

21.02.2020 | Ausgabe 2/2020 Open Access

Regime switching affine processes with applications to finance

Misha van Beek, Michel Mandjes, Peter Spreij, Erik Winands

16.03.2020 | Ausgabe 2/2020 Open Access

Partial liquidation under reference-dependent preferences

Vicky Henderson, Jonathan Muscat

29.01.2020 | Ausgabe 2/2020

An incomplete equilibrium with a stochastic annuity

Kim Weston, Gordan Žitković

10.03.2020 | Ausgabe 2/2020

Consumption in incomplete markets

Paolo Guasoni, Gu Wang

17.12.2019 | Ausgabe 2/2020

Trading strategies generated pathwise by functions of market weights

Ioannis Karatzas, Donghan Kim

14.02.2020 | Ausgabe 2/2020

Term structure modelling for multiple curves with stochastic discontinuities

Claudio Fontana, Zorana Grbac, Sandrine Gümbel, Thorsten Schmidt

04.02.2020 | Ausgabe 2/2020 Open Access

On fairness of systemic risk measures

Francesca Biagini, Jean-Pierre Fouque, Marco Frittelli, Thilo Meyer-Brandis

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