Finance and Stochastics

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Journal description

Title Titel
Finance and Stochastics
 
e-ISSN
1432-1122
 
ISSN
0949-2984
 
Publisher Herausgeber
SPRINGER HEIDELBERG
 
Publisher's Address Herausgeber Adresse
TIERGARTENSTRASSE 17, HEIDELBERG, GERMANY, D-69121
 
Listed in SCI Aufgelistet im SCI
 
Peer reviewed Begutachtet
 
 

Publications Publikationen

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Author:  Gerhold, S.

Results 1-4 of 4 (Search time: 0.002 seconds).

PreviewAuthor(s)TitleTypeIssue Date
1Gerhold, Stefan ; Schmock, Uwe ; Warnung, Richard A Generalization of the Panjer Recursion and Numerically Stable Risk AggregationArtikel Article2010
2Gerhold, Stefan ; Krühner, Paul Dynamic trading under integer constraintsArtikel Article 2018
3Gerhold, S. ; Muhle-Karbe, J. ; Schachermayer, W. The dual optimizer for the growth-optimal portfolio under transaction costsArtikel Article2013
4Gerhold, Stefan ; Guasoni, Paolo ; Muhle-Karbe, Johannes ; Schachermayer, Walter Transaction Costs, Trading Volume, and the Liquidity PremiumArtikel Article 2014