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Finance and Stochastics

Ausgabe 2/2023

Inhalt (7 Artikel)

Price impact in Nash equilibria

Xiao Chen, Jin Hyuk Choi, Kasper Larsen, Duane J. Seppi

Open Access

Optimal dividends under a drawdown constraint and a curious square-root rule

Hansjörg Albrecher, Pablo Azcue, Nora Muler

Open Access

Optional projection under equivalent local martingale measures

Francesca Biagini, Andrea Mazzon, Ari-Pekka Perkkiö

Optimal insurance under maxmin expected utility

Corina Birghila, Tim J. Boonen, Mario Ghossoub

A continuous-time model of self-protection

Sarah Bensalem, Nicolás Hernández-Santibáñez, Nabil Kazi-Tani