Found 11 Documents (Results 1–11)
A unified approach to systemic risk measures via acceptance sets. (English) Zbl 1411.91633
MSC:
91G70
Strict local martingales and optimal investment in a Black-Scholes model with a bubble. (English) Zbl 1411.91506
The limits of leverage. (English) Zbl 1411.91503
MSC:
91G10
Backward SDEs for control with partial information. (English) Zbl 1458.91196
Reviewer: George Stoica (Saint John)
Robust Markowitz mean-variance portfolio selection under ambiguous covariance matrix. (English) Zbl 1411.91511
Financial models with defaultable numéraires. (English) Zbl 1411.91597
MSC:
91G40
Corporate security prices in structural credit risk models with incomplete information. (English) Zbl 1411.91598
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