Skip to main content
main-content

Zeitschrift

Mathematics and Financial Economics

Mathematics and Financial Economics 4/2019

Ausgabe 4/2019

Inhaltsverzeichnis ( 6 Artikel )

07.03.2019 | Ausgabe 4/2019

Consumption–investment problem with pathwise ambiguity under logarithmic utility

Zongxia Liang, Ming Ma

13.02.2019 | Ausgabe 4/2019

Mean-reverting additive energy forward curves in a Heath–Jarrow–Morton framework

Fred Espen Benth, Marco Piccirilli, Tiziano Vargiolu

28.02.2019 | Ausgabe 4/2019

Irreversible investment with fixed adjustment costs: a stochastic impulse control approach

Salvatore Federico, Mauro Rosestolato, Elisa Tacconi

18.02.2019 | Ausgabe 4/2019

Impact of contingent payments on systemic risk in financial networks

Tathagata Banerjee, Zachary Feinstein

13.03.2019 | Ausgabe 4/2019

Golden options in financial mathematics

Alejandro Balbás, Beatriz Balbás, Raquel Balbás

04.04.2019 | Ausgabe 4/2019

Portfolio choice, portfolio liquidation, and portfolio transition under drift uncertainty

Alexis Bismuth, Olivier Guéant, Jiang Pu

Aktuelle Ausgaben

Premium Partner

    Bildnachweise