Ausgabe 4/2019
Inhalt (6 Artikel)
Consumption–investment problem with pathwise ambiguity under logarithmic utility
Zongxia Liang, Ming Ma
Mean-reverting additive energy forward curves in a Heath–Jarrow–Morton framework
Fred Espen Benth, Marco Piccirilli, Tiziano Vargiolu
Irreversible investment with fixed adjustment costs: a stochastic impulse control approach
Salvatore Federico, Mauro Rosestolato, Elisa Tacconi
Impact of contingent payments on systemic risk in financial networks
Tathagata Banerjee, Zachary Feinstein
Portfolio choice, portfolio liquidation, and portfolio transition under drift uncertainty
Alexis Bismuth, Olivier Guéant, Jiang Pu