Aïd, René; Callegaro, Giorgia; Campi, Luciano No-arbitrage commodity option pricing with market manipulation. (English) Zbl 1443.91281 Math. Financ. Econ. 14, No. 3, 577-603 (2020); correction ibid. 15, No. 2, 473-475 (2021). MSC: 91G20 60G44 91A15 91A80 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Lin, Qian; Tian, Dejian; Tian, Weidong A generalized stochastic differential utility driven by \(G\)-Brownian motion. (English) Zbl 1443.91155 Math. Financ. Econ. 14, No. 3, 547-576 (2020). MSC: 91B16 91G10 60H10 × Cite Format Result Cite Review PDF Full Text: DOI
Chen, Shou; Fu, Richard; Wedge, Lei; Zou, Ziran Consumption and portfolio decisions with uncertain lifetimes. (English) Zbl 1437.91405 Math. Financ. Econ. 14, No. 3, 507-545 (2020). MSC: 91G10 91B16 × Cite Format Result Cite Review PDF Full Text: DOI
Criens, David No arbitrage in continuous financial markets. (English) Zbl 1443.91272 Math. Financ. Econ. 14, No. 3, 461-506 (2020). MSC: 91G15 60G44 60H30 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Backhoff-Veraguas, Julio; Tangpi, Ludovic On the dynamic representation of some time-inconsistent risk measures in a Brownian filtration. (English) Zbl 1443.91337 Math. Financ. Econ. 14, No. 3, 433-460 (2020). MSC: 91G70 60H30 90C39 49L25 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Lepinette, E.; Tran, T. Q. Consumption-investment optimization problem in a Lévy financial model with transaction costs and Làdlàg strategies. (English) Zbl 1437.91409 Math. Financ. Econ. 14, No. 3, 399-431 (2020). MSC: 91G10 60G51 49L25 × Cite Format Result Cite Review PDF Full Text: DOI Link
Jeon, Junkee; Park, Kyunghyun Optimal retirement and portfolio selection with consumption ratcheting. (English) Zbl 1443.91261 Math. Financ. Econ. 14, No. 3, 353-397 (2020). MSC: 91G10 60G40 60G44 × Cite Format Result Cite Review PDF Full Text: DOI