Sfoglia per Rivista MATHEMATICAL FINANCE
Mostrati risultati da 1 a 7 di 7
Convex duality and Orlicz spaces in expected utility maximization
2020 Biagini, Sara; Cerny, Ales
Impact of time illiquidity in a mixed market without full observation
2017 Federico, Salvatore; Gassiat, Paul; Gozzi, Fausto
Indifference price with general semimartingales
2011 Biagini, Sara; Marco, Frittelli; Matheus, Grasselli
Optimal dividend payout under stochastic discounting
2022 Bandini, Elena; De Angelis, T.; Ferrari, G.; Gozzi, Fausto
Optimal dynamic regulation of carbon emissions market
2023 Aid, René; Biagini, Sara
Relaxed Utility Maximization in Complete Markets
2011 Biagini, Sara; Guasoni, P.
Robust fundamental theorem for continuous processes
2017 Biagini, Sara; Bouchard, Bruno; Kardaras, Constantinos; Nutz, Marcel
| Titolo | Data di pubblicazione | Autore(i) | File |
|---|---|---|---|
| Convex duality and Orlicz spaces in expected utility maximization | 2020 | Biagini, Sara; Cerny, Ales | |
| Impact of time illiquidity in a mixed market without full observation | 2017 | Federico, Salvatore; Gassiat, Paul; Gozzi, Fausto | |
| Indifference price with general semimartingales | 2011 | Biagini, Sara; Marco, Frittelli; Matheus, Grasselli | |
| Optimal dividend payout under stochastic discounting | 2022 | Bandini, Elena; De Angelis, T.; Ferrari, G.; Gozzi, Fausto | |
| Optimal dynamic regulation of carbon emissions market | 2023 | Aid, René; Biagini, Sara | |
| Relaxed Utility Maximization in Complete Markets | 2011 | Biagini, Sara; Guasoni, P. | |
| Robust fundamental theorem for continuous processes | 2017 | Biagini, Sara; Bouchard, Bruno; Kardaras, Constantinos; Nutz, Marcel |
Mostrati risultati da 1 a 7 di 7
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