Publisher: Springer Publishing Company
Founded in: 2000
Total resources: 13
E-ISSN: 1432-1122
ISSN: 0949-2984
Subject: F8 Finances
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Finance and Stochastics
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Comparative and qualitative robustness for law-invariant risk measures
By Krätschmer Volker,Schied Alexander,Zähle Henryk in (2014)
Finance and Stochastics , Vol. 18, Iss. 2, 2014-04 , pp.Bilateral credit valuation adjustment for large credit derivatives portfolios
By Bo Lijun,Capponi Agostino in (2014)
Finance and Stochastics , Vol. 18, Iss. 2, 2014-04 , pp.Shifting martingale measures and the birth of a bubble as a submartingale
By Biagini Francesca,Föllmer Hans,Nedelcu Sorin in (2014)
Finance and Stochastics , Vol. 18, Iss. 2, 2014-04 , pp.Robust hedging with proportional transaction costs
By Dolinsky Yan,Soner H. in (2014)
Finance and Stochastics , Vol. 18, Iss. 2, 2014-04 , pp.A note on the condition of no unbounded profit with bounded risk
By Takaoka Koichiro,Schweizer Martin in (2014)
Finance and Stochastics , Vol. 18, Iss. 2, 2014-04 , pp.Asymptotics of implied volatility to arbitrary order
By Gao Kun,Lee Roger in (2014)
Finance and Stochastics , Vol. 18, Iss. 2, 2014-04 , pp.Optimal portfolios in commodity futures markets
By Benth Fred,Lempa Jukka in (2014)
Finance and Stochastics , Vol. 18, Iss. 2, 2014-04 , pp.A correction note to “Discrete time hedging errors for options with irregular payoffs”
Finance and Stochastics , Vol. 18, Iss. 2, 2014-04 , pp.Equilibrium model with default and dynamic insider information
By Campi Luciano,Çetin Umut,Danilova Albina in (2013)
Finance and Stochastics , Vol. 17, Iss. 3, 2013-07 , pp.Robust utility maximization for a diffusion market model with misspecified coefficients
By Tevzadze Revaz,Toronjadze Teimuraz,Uzunashvili Tamaz in (2013)
Finance and Stochastics , Vol. 17, Iss. 3, 2013-07 , pp.