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Items where Author is "Guasoni, Paolo"

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Article

Guasoni, Paolo and Nagy, Lóránt and Rásonyi, Miklós (2021) Young, Timid, and Risk Takers. MATHEMATICAL FINANCE : AN INTERNATIONAL JOURNAL OF MATHEMATICS, STATISTICS AND FINANCIAL ECONOMICS, 31 (4). pp. 1332-1356. ISSN 0960-1627 (print); 1467-9965 (online)

Guasoni, Paolo and Rásonyi, Miklós (2015) Fragility of arbitrage and bubbles in local martingale diffusion models. FINANCE AND STOCHASTICS, 19 (2). pp. 215-231. ISSN 0949-2984

Guasoni, Paolo and Rásonyi, Miklós (2015) Hedging, arbitrage and optimality with superlinear frictions. ANNALS OF APPLIED PROBABILITY, 25 (4). pp. 2066-2095. ISSN 1050-5164

This list was generated on Thu Mar 28 13:08:33 2024 CET.