Comonotonic asset prices in arbitrage-free markets

Optimal liquidation with high risk aversion and small linear price impact

Схоже за: Financial Markets and Investment Strategies · Stochastic processes and financial applications · Economic theories and models

STOCHASTIC INFLATION AND THE OPTIMAL POLICY OF PRICE ADJUSTMENT

Схоже за: Financial Markets and Investment Strategies · Stochastic processes and financial applications · Economic theories and models

Arbitrage in a discrete time model of a financial market with a taxation proportional to the portfolio size

Схоже за: Financial Markets and Investment Strategies · Stochastic processes and financial applications · Economic theories and models

On hedging European options in geometric fractional Brownian motion market model

Схоже за: Financial Markets and Investment Strategies · Stochastic processes and financial applications

TRADING IN CAPITAL MARKET INDICES: AN EFFECTIVE MEANS OF ATTRACTING SPECULATIVE CAPITAL

Схоже за: Financial Markets and Investment Strategies · Economic theories and models

On the rate of convergence of prices of barrier options with discrete and continuous time

Схоже за: Financial Markets and Investment Strategies · Stochastic processes and financial applications