Gallien, Florent; Kassibrakis, Serge; Malamud, Semyon Managing inventory with proportional transaction costs. (English) Zbl 1433.91154 Math. Financ. Econ. 14, No. 1, 121-138 (2020). Reviewer: George Stoica (Saint John) MSC: 91G10 PDFBibTeX XMLCite \textit{F. Gallien} et al., Math. Financ. Econ. 14, No. 1, 121--138 (2020; Zbl 1433.91154) Full Text: DOI
Malamud, Semyon; Trubowitz, Eugene; Wüthrich, Mario V. Indifference pricing for CRRA utilities. (English) Zbl 1275.91055 Math. Financ. Econ. 7, No. 3, 247-280 (2013). Reviewer: Jonas Šiaulys (Vilnius) MSC: 91B16 91B24 PDFBibTeX XMLCite \textit{S. Malamud} et al., Math. Financ. Econ. 7, No. 3, 247--280 (2013; Zbl 1275.91055) Full Text: DOI Link
Frei, Christoph; Malamud, Semyon; Schweizer, Martin Convexity bounds for BSDE solutions, with applications to indifference valuation. (English) Zbl 1227.60073 Probab. Theory Relat. Fields 150, No. 1-2, 219-255 (2011). Reviewer: Nikolaos Halidias (Athens) MSC: 60H10 91G80 PDFBibTeX XMLCite \textit{C. Frei} et al., Probab. Theory Relat. Fields 150, No. 1--2, 219--255 (2011; Zbl 1227.60073) Full Text: DOI Link
Malamud, Semyon; Trubowitz, Eugene; Wüthrich, Mario V. Market consistent pricing of insurance products. (English) Zbl 1256.91018 Astin Bull. 38, No. 2, 483-526 (2008). MSC: 91B25 91B30 PDFBibTeX XMLCite \textit{S. Malamud} et al., ASTIN Bull. 38, No. 2, 483--526 (2008; Zbl 1256.91018) Full Text: DOI
Malamud, Semyon; Trubowitz, Eugene The structure of optimal consumption streams in general incomplete markets. (English) Zbl 1204.91064 Math. Financ. Econ. 1, No. 2, 129-161 (2007). MSC: 91B42 91B26 PDFBibTeX XMLCite \textit{S. Malamud} and \textit{E. Trubowitz}, Math. Financ. Econ. 1, No. 2, 129--161 (2007; Zbl 1204.91064) Full Text: DOI Link