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Finance and Stochastics

Finance and Stochastics 4/2020

Ausgabe 4/2020

Inhaltsverzeichnis ( 8 Artikel )

22.07.2020 | Ausgabe 4/2020 Open Access

The Riesz representation theorem and weak∗ compactness of semimartingales

Matti Kiiski

02.09.2020 | Ausgabe 4/2020 Open Access

Filtration shrinkage, the structure of deflators, and failure of market completeness

Constantinos Kardaras, Johannes Ruf

14.07.2020 | Some Paper | Ausgabe 4/2020

Optimal insurance with background risk: An analysis of general dependence structures

Yichun Chi, Wei Wei

28.07.2020 | Ausgabe 4/2020

Asset prices in segmented and integrated markets

Paolo Guasoni, Kwok Chuen Wong

10.09.2020 | Ausgabe 4/2020

Construction of a class of forward performance processes in stochastic factor models, and an extension of Widder’s theorem

Levon Avanesyan, Mykhaylo Shkolnikov, Ronnie Sircar

08.09.2020 | Ausgabe 4/2020

Extended weak convergence and utility maximisation with proportional transaction costs

Erhan Bayraktar, Leonid Dolinskyi, Yan Dolinsky

17.07.2020 | Ausgabe 4/2020 Open Access

The Leland–Toft optimal capital structure model under Poisson observations

Zbigniew Palmowski, José Luis Pérez, Budhi Arta Surya, Kazutoshi Yamazaki

15.09.2020 | Ausgabe 4/2020 Open Access

Optimal reduction of public debt under partial observation of the economic growth

Giorgia Callegaro, Claudia Ceci, Giorgio Ferrari

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