Consortium of Swiss Academic Libraries

Asymptotic power utility-based pricing and hedging

Kallsen, Jan ; Muhle-Karbe, Johannes ; Vierthauer, Richard

In: Mathematics and Financial Economics, 2014, vol. 8, no. 1, p. 1-28

Consortium of Swiss Academic Libraries

The structure of optimal consumption streams in general incomplete markets

Malamud, Semyon ; Trubowitz, Eugene

In: Mathematics and Financial Economics, 2007, vol. 1, no. 2, p. 129-161

Consortium of Swiss Academic Libraries

Evolutionary stable stock markets

Evstigneev, Igor ; Hens, Thorsten ; Schenk-Hoppé, Klaus

In: Economic Theory, 2006, vol. 27, no. 2, p. 449-468

Consortium of Swiss Academic Libraries

Indifference pricing for CRRA utilities

Malamud, Semyon ; Trubowitz, Eugene ; Wüthrich, Mario

In: Mathematics and Financial Economics, 2013, vol. 7, no. 3, p. 247-280

Consortium of Swiss Academic Libraries

Additive habit formation: consumption in incomplete markets with random endowments

Muraviev, Roman

In: Mathematics and Financial Economics, 2011, vol. 5, no. 2, p. 67-99

Consortium of Swiss Academic Libraries

Quasi Risk-Neutral Pricing in Insurance

Niederau, Harry ; Zweifel, Peter

In: ASTIN Bulletin, 2009, vol. 39, no. 1, p. 317-337