Items where Author is "Guasoni, Paolo"
Group by: Item Type | No Grouping Jump to: Article Number of items: 3. ArticleGuasoni, 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 |