Optimal investments for the standard maximization problem with non-concave utility function in complete market model

Extended weak convergence and utility maximisation with proportional transaction costs

Схоже за: Stochastic processes and financial applications · Economic theories and models · Risk and Portfolio Optimization

To parametric decision problems with money income

Схоже за: Stochastic processes and financial applications · Economic theories and models

The Method of Choosing Parameters for Margin Trading Protocols in the Constant Product Model

Схоже за: Stochastic processes and financial applications · Economic theories and models

Martingales and Super-Martingales Relative to a Convex Set of Equivalent Measures

Схоже за: Stochastic processes and financial applications · Economic theories and models

Functional limit theorems for stochastic integrals with applications to risk processes and to value processes of self-financing strategies in a multidimensional market. II

Схоже за: Stochastic processes and financial applications · Risk and Portfolio Optimization

Empirical Analysis of Estimates of Realized Volatility in Financial Risk Control Problems

Схоже за: Stochastic processes and financial applications · Risk and Portfolio Optimization