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- 332 35
- Business mathematics -- Periodicals 35
- Alpha‐maxmin expected utility -- ambiguity attitude -- dynamic consistency -- Knightian uncertainty 1
- American option -- Lévy process -- negative rate -- optimal stopping 1
- Azéma martingale -- Brownian excursions -- drawdown duration -- drawdown options -- local time 1
- Greeks -- option pricing -- orthogonal polynomials -- parameter sensitivity -- polynomial diffusion models -- stochastic volatility 1
- arbitrage theory -- fundamental theorem of asset pricing -- illiquidity -- markets with frictions -- martingale selection problem 1
- asset price bubbles -- closed‐end funds -- ETFs -- no arbitrage -- D53 -- G12 -- G14 1
- asymptotics -- portfolio choice -- temporary price impact -- transient price impact -- C61 -- G11 -- G12 -- G23 1
- average value‐at‐risk -- convex duality -- distribution uncertainty -- optimized certainty equivalent -- optimal transport -- penalization -- robust option pricing -- Wasserstein distance 1