Goldberg, Lisa R. Volatility of the short rate in the rational lognormal model. (English) Zbl 0894.90018 Finance Stoch. 2, No. 2, 199-211 (1998). MSC: 91B28 60H30 PDFBibTeX XMLCite \textit{L. R. Goldberg}, Finance Stoch. 2, No. 2, 199--211 (1998; Zbl 0894.90018) Full Text: DOI
Pham, Huyên; Rheinländer, Thorsten; Schweizer, Martin Mean-variance hedging for continuous processes: New proofs and examples. (English) Zbl 0894.90023 Finance Stoch. 2, No. 2, 173-198 (1998). MSC: 91B28 60H05 60G48 PDFBibTeX XMLCite \textit{H. Pham} et al., Finance Stoch. 2, No. 2, 173--198 (1998; Zbl 0894.90023) Full Text: DOI Link
Kabanov, Yu. M.; Kramkov, D. O. Asymptotic arbitrage in large financial markets. (English) Zbl 0894.90020 Finance Stoch. 2, No. 2, 143-172 (1998). MSC: 91B28 60H05 PDFBibTeX XMLCite \textit{Yu. M. Kabanov} and \textit{D. O. Kramkov}, Finance Stoch. 2, No. 2, 143--172 (1998; Zbl 0894.90020) Full Text: DOI
Frey, Rüdiger Perfect option hedging for a large trader. (English) Zbl 0894.90017 Finance Stoch. 2, No. 2, 115-141 (1998). MSC: 91G20 PDFBibTeX XMLCite \textit{R. Frey}, Finance Stoch. 2, No. 2, 115--141 (1998; Zbl 0894.90017) Full Text: DOI
Korn, Ralf Portfolio optimisation with strictly positive transaction costs and impulse control. (English) Zbl 0894.90021 Finance Stoch. 2, No. 2, 85-114 (1998). MSC: 91G10 93E20 PDFBibTeX XMLCite \textit{R. Korn}, Finance Stoch. 2, No. 2, 85--114 (1998; Zbl 0894.90021) Full Text: DOI