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Finance and Stochastics

Finance and Stochastics 4/2019

Ausgabe 4/2019

Inhaltsverzeichnis ( 10 Artikel )

26.07.2019 | Ausgabe 4/2019

Financial risk measures for a network of individual agents holding portfolios of light-tailed objects

Claudia Klüppelberg, Miriam Isabel Seifert

05.09.2019 | Ausgabe 4/2019

Extreme at-the-money skew in a local volatility model

Paolo Pigato

05.09.2019 | Ausgabe 4/2019

Finite-horizon optimal investment with transaction costs: construction of the optimal strategies

Christoph Belak, Jörn Sass

30.05.2019 | Ausgabe 4/2019

Multi-dimensional optimal trade execution under stochastic resilience

Ulrich Horst, Xiaonyu Xia

12.08.2019 | Ausgabe 4/2019

Risk sharing for capital requirements with multidimensional security markets

Felix-Benedikt Liebrich, Gregor Svindland

11.06.2019 | Ausgabe 4/2019

Forward transition rates

Kristian Buchardt, Christian Furrer, Mogens Steffensen

12.07.2019 | Ausgabe 4/2019 Open Access

An application of fractional differential equations to risk theory

Corina D. Constantinescu, Jorge M. Ramirez, Wei R. Zhu

05.07.2019 | Ausgabe 4/2019

Dual utilities on risk aggregation under dependence uncertainty

Ruodu Wang, Zuo Quan Xu, Xun Yu Zhou

05.09.2019 | Ausgabe 4/2019

Prospective strict no-arbitrage and the fundamental theorem of asset pricing under transaction costs

Christoph Kühn, Alexander Molitor

21.08.2019 | Ausgabe 4/2019

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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