Ausgabe 2/2024
Inhalt (7 Artikel)
Open Access
Hedging with physical or cash settlement under transient multiplicative price impact
Dirk Becherer, Todor Bilarev
Open Access
Optimal reinsurance via BSDEs in a partially observable model with jump clusters
Matteo Brachetta, Giorgia Callegaro, Claudia Ceci, Carlo Sgarra
Optimal investment in a large population of competitive and heterogeneous agents
Ludovic Tangpi, Xuchen Zhou
Quadratic expansions in optimal investment with respect to perturbations of the semimartingale model
Oleksii Mostovyi, Mihai Sîrbu