Advanced Mathematical Methods for Finance
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Published By Springer Berlin Heidelberg

9783642184116, 9783642184123
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Liquidity Models in Continuous and Discrete Time

2011 ◽  
pp. 333-365 ◽  
Author(s):  
Selim Gökay ◽  
Alexandre F. Roch ◽  
H. Mete Soner
Keyword(s):  
Discrete Time

Dynamic Risk Measures

2011 ◽  
pp. 1-34 ◽  
Author(s):  
Beatrice Acciaio ◽  
Irina Penner
Keyword(s):  
Risk Measures ◽  
Dynamic Risk Measures ◽  
Dynamic Risk

scholarly journals An Overview of Comonotonicity and Its Applications in Finance and Insurance

2011 ◽  
pp. 155-179 ◽  
Author(s):  
Griselda Deelstra ◽  
Jan Dhaene ◽  
Michèle Vanmaele

scholarly journals Fractional Processes as Models in Stochastic Finance

2011 ◽  
pp. 75-103 ◽  
Author(s):  
Christian Bender ◽  
Tommi Sottinen ◽  
Esko Valkeila
Keyword(s):  
Stochastic Finance

scholarly journals A General Maximum Principle for Anticipative Stochastic Control and Applications to Insider Trading

2011 ◽  
pp. 181-221 ◽  
Author(s):  
Giulia Di Nunno ◽  
Olivier Menoukeu Pamen ◽  
Bernt Øksendal ◽  
Frank Proske
Keyword(s):  
Maximum Principle ◽  
Stochastic Control ◽  
Insider Trading
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