Discover open access scientific publications

Search, annotate, share and cite publications

Publications in Uncertainty

A Multi-Asset Investment and Consumption Problem With Transaction Costs

Finance and Stochastics

English

Optimal Dividend Distribution Under Markov Regime Switching

Finance and Stochastics

English

Default Times, No-Arbitrage Conditions and Changes of Probability Measures

Finance and Stochastics

English

Model Uncertainty and the Pricing of American Options

Finance and Stochastics

English

Correction To: Yield Curve Shapes and the Asymptotic Short Rate Distribution in Affine One-Factor Models

Finance and Stochastics

English

Risk Measures With the CxLS Property

Finance and Stochastics

English

Watermark Options

Finance and Stochastics

English

An SPDE Model for Systemic Risk With Endogenous Contagion

Finance and Stochastics

English

Financial Equilibrium With Asymmetric Information and Random Horizon

Finance and Stochastics

English

Robust Bounds for the American Put

Finance and Stochastics

English