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Finance and Stochastics

Finance and Stochastics 3/2021

Ausgabe 3/2021

Inhaltsverzeichnis ( 6 Artikel )

14.06.2021 | Ausgabe 3/2021 Open Access

A unified framework for robust modelling of financial markets in discrete time

Jan Obłój, Johannes Wiesel

14.06.2021 | Ausgabe 3/2021

Duality theory for robust utility maximisation

Daniel Bartl, Michael Kupper, Ariel Neufeld

14.06.2021 | Ausgabe 3/2021

A quasi-sure optional decomposition and super-hedging result on the Skorokhod space

Bruno Bouchard, Xiaolu Tan

10.06.2021 | Ausgabe 3/2021

Robust state-dependent mean–variance portfolio selection: a closed-loop approach

Bingyan Han, Chi Seng Pun, Hoi Ying Wong

14.06.2021 | Ausgabe 3/2021 Open Access

Time-dynamic evaluations under non-monotone information generated by marked point processes

Marcus C. Christiansen

30.06.2021 | Ausgabe 3/2021 Open Access

Commonotonicity and time-consistency for Lebesgue-continuous monetary utility functions

Freddy Delbaen

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