Optimality and Risk - Modern Trends in Mathematical Finance
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Published By Springer Berlin Heidelberg

9783642026072, 9783642026089

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On Comparison Theorem and its Applications to Finance

Optimality and Risk - Modern Trends in Mathematical Finance ◽

10.1007/978-3-642-02608-9_8 ◽

2009 ◽

pp. 171-181 ◽

Cited By ~ 2

Author(s):

Vladislav Y. Krasin ◽

Alexander V. Melnikov

Keyword(s):

Comparison Theorem

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On the Linear and Nonlinear Generalized Bayesian Disorder Problem (Discrete Time Case)

Optimality and Risk - Modern Trends in Mathematical Finance ◽

10.1007/978-3-642-02608-9_12 ◽

2009 ◽

pp. 227-236 ◽

Cited By ~ 6

Author(s):

Albert N. Shiryaev ◽

Pavel Y. Zryumov

Keyword(s):

Discrete Time ◽

Linear And Nonlinear ◽

Discrete Time Case

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Optimal Consumption and Investment with Bounded Downside Risk for Power Utility Functions

Optimality and Risk - Modern Trends in Mathematical Finance ◽

10.1007/978-3-642-02608-9_7 ◽

2009 ◽

pp. 133-170 ◽

Cited By ~ 2

Author(s):

Claudia Klüppelberg ◽

Serguei Pergamenchtchikov

Keyword(s):

Downside Risk ◽

Utility Functions ◽

Optimal Consumption ◽

Power Utility ◽

Optimal Consumption And Investment

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Arbitrage Under Transaction Costs Revisited

Optimality and Risk - Modern Trends in Mathematical Finance ◽

10.1007/978-3-642-02608-9_11 ◽

2009 ◽

pp. 211-225 ◽

Cited By ~ 14

Author(s):

Miklós Rásonyi

Keyword(s):

Transaction Costs

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On the Extension of the Namioka-Klee Theorem and on the Fatou Property for Risk Measures

Optimality and Risk - Modern Trends in Mathematical Finance ◽

10.1007/978-3-642-02608-9_1 ◽

2009 ◽

pp. 1-28 ◽

Cited By ~ 25

Author(s):

Sara Biagini ◽

Marco Frittelli

Keyword(s):

Risk Measures ◽

Fatou Property

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Immersion Property and Credit Risk Modelling

Optimality and Risk - Modern Trends in Mathematical Finance ◽

10.1007/978-3-642-02608-9_6 ◽

2009 ◽

pp. 99-132 ◽

Cited By ~ 10

Author(s):

Monique Jeanblanc ◽

Yann Le Cam

Keyword(s):

Credit Risk ◽

Risk Modelling

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The Optimal Time to Exchange one Asset for Another on Finite Interval

Optimality and Risk - Modern Trends in Mathematical Finance ◽

10.1007/978-3-642-02608-9_10 ◽

2009 ◽

pp. 197-210

Author(s):

Yuliya Mishura ◽

Georgiy Shevchenko

Keyword(s):

Finite Interval ◽

Optimal Time

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Examples of FCLT in Random Environment

Optimality and Risk - Modern Trends in Mathematical Finance ◽

10.1007/978-3-642-02608-9_9 ◽

2009 ◽

pp. 183-196

Author(s):

R. Liptser

Keyword(s):

Random Environment

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The Expected Number of Intersections of a Four Valued Bounded Martingale with any Level May be Infinite

Optimality and Risk - Modern Trends in Mathematical Finance ◽

10.1007/978-3-642-02608-9_5 ◽

2009 ◽

pp. 87-98

Author(s):

Alexander Gordon ◽

Isaac M. Sonin

Keyword(s):

Expected Number

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On Certain Distributions Associated with the Range of Martingales

Optimality and Risk - Modern Trends in Mathematical Finance ◽

10.1007/978-3-642-02608-9_2 ◽

2009 ◽

pp. 29-38

Author(s):

Alexander Cherny ◽

Bruno Dupire

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Optimality and Risk - Modern Trends in Mathematical FinanceLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer Berlin Heidelberg

On Comparison Theorem and its Applications to Finance

On the Linear and Nonlinear Generalized Bayesian Disorder Problem (Discrete Time Case)

Optimal Consumption and Investment with Bounded Downside Risk for Power Utility Functions

Arbitrage Under Transaction Costs Revisited

On the Extension of the Namioka-Klee Theorem and on the Fatou Property for Risk Measures

Immersion Property and Credit Risk Modelling

The Optimal Time to Exchange one Asset for Another on Finite Interval

Examples of FCLT in Random Environment

The Expected Number of Intersections of a Four Valued Bounded Martingale with any Level May be Infinite

On Certain Distributions Associated with the Range of Martingales

Optimality and Risk - Modern Trends in Mathematical Finance
Latest Publications