arXiv 2017-11-08 EN Optimal Brownian Stopping between radially symmetric marginals in general dimensions Ghoussoub, Nassif · Kim, Young-Heon · Lim, Tongseok
arXiv 2017-11-08 EN Optimal Purchasing Policy For Mean-Reverting Items in a Finite Horizon Dourban, Alon · Yedidsion, Liron
arXiv 2017-11-08 EN Less-Expensive Valuation of Long Term Annuities Linked to Mortality, Cash and Equity Fergusson, Kevin · Platen, Eckhard
arXiv 2017-11-06 EN Cash Accumulation Strategy based on Optimal Replication of Random Claims with Ordinary Integrals Siebols, Renko
arXiv 2017-10-31 EN A continuous selection for optimal portfolios under convex risk measures does not always exist Baes, Michel · Munari, Cosimo
arXiv 2017-10-12 EN Utility maximization problem under transaction costs: optimal dual processes and stability Gu, Lingqi · Lin, Yiqing · Yang, Junjian
arXiv 2017-09-29 EN Obstacle problems for nonlocal operators Danielli, Donatella · Petrosyan, Arshak · Pop, Camelia A.
arXiv 2017-09-28 EN Wealth distribution in presence of debts. A Fokker--Planck description Torregrossa, Marco · Toscani, Giuseppe
arXiv 2017-09-26 EN Pricing derivatives in Hermite markets Stoyanov, Stoyan V. · Rachev, Svetlozar T. · Mittnik, Stefan · Fabozzi, Frank J.
arXiv 2017-09-26 EN Some No-Arbitrage Rules For Converging Asset Prices under Short-Sales Constraints Coculescu, Delia · Jeanblanc, Monique
arXiv 2017-09-16 EN Semi-Static and Sparse Variance-Optimal Hedging Di Tella, Paolo · Haubold, Martin · Keller-Ressel, Martin
arXiv 2017-09-16 EN Semi-Static Variance-Optimal Hedging in Stochastic Volatility Models with Fourier Representation Di Tella, Paolo · Haubold, Martin · Keller-Ressel, Martin
arXiv 2017-09-13 EN Welfare effects of information and rationality in portfolio decisions under parameter uncertainty Longo, Michele · Mainini, Alessandra
arXiv 2017-09-08 EN Winning Investment Strategies Based on Financial Crisis Indicators Kornprobst, Antoine
arXiv 2017-08-29 EN Minimax theorems for American options in incomplete markets without time-consistency Belomestny, Denis · Kraetschmer, Volker
arXiv 2017-08-28 EN Default Contagion with Domino Effect, A First Passage Time Approach Akahori, Jiro · Pham, Hai Ha
