Rodosthenous, Neofytos; Zhang, Hongzhong When to sell an asset amid anxiety about drawdowns. (English) Zbl 1508.91585 Math. Finance 30, No. 4, 1422-1460 (2020). MSC: 91G30 60G51 60G40 PDFBibTeX XMLCite \textit{N. Rodosthenous} and \textit{H. Zhang}, Math. Finance 30, No. 4, 1422--1460 (2020; Zbl 1508.91585) Full Text: DOI arXiv
Mostovyi, Oleksii Utility maximization in a large market. (English) Zbl 1403.91320 Math. Finance 28, No. 1, 106-118 (2018). MSC: 91G10 91B16 60G44 PDFBibTeX XMLCite \textit{O. Mostovyi}, Math. Finance 28, No. 1, 106--118 (2018; Zbl 1403.91320) Full Text: DOI arXiv
Mostovyi, Oleksii Optimal investment with intermediate consumption and random endowment. (English) Zbl 1391.91149 Math. Finance 27, No. 1, 96-114 (2017). Reviewer: Pavel Stoynov (Sofia) MSC: 91G10 60G44 60H30 PDFBibTeX XMLCite \textit{O. Mostovyi}, Math. Finance 27, No. 1, 96--114 (2017; Zbl 1391.91149) Full Text: DOI arXiv
Shen, Jiajun; Feng, Dongqin Vulnerability analysis of CSP based on stochastic game theory. (English) Zbl 1398.93315 J. Control Sci. Eng. 2016, Article ID 4147251, 12 p. (2016). MSC: 93E03 91A15 94A62 90B18 68M10 PDFBibTeX XMLCite \textit{J. Shen} and \textit{D. Feng}, J. Control Sci. Eng. 2016, Article ID 4147251, 12 p. (2016; Zbl 1398.93315) Full Text: DOI
Mostovyi, Oleksii Necessary and sufficient conditions in the problem of optimal investment with intermediate consumption. (English) Zbl 1309.91134 Finance Stoch. 19, No. 1, 135-159 (2015). Reviewer: Pavel Stoynov (Sofia) MSC: 91G10 60G48 93E20 PDFBibTeX XMLCite \textit{O. Mostovyi}, Finance Stoch. 19, No. 1, 135--159 (2015; Zbl 1309.91134) Full Text: DOI arXiv
Deelstra, Griselda; Rayée, Grégory; Vanduffel, Steven; Yao, Jing Using model-independent lower bounds to improve pricing of Asian style options in Lévy markets. (English) Zbl 1290.91159 Astin Bull. 44, No. 2, 237-276 (2014). MSC: 91G20 PDFBibTeX XMLCite \textit{G. Deelstra} et al., ASTIN Bull. 44, No. 2, 237--276 (2014; Zbl 1290.91159) Full Text: DOI
Figueroa-López, José E. Statistical estimation of Lévy-type stochastic volatility models. (English) Zbl 1298.62146 Ann. Finance 8, No. 2-3, 309-335 (2012). MSC: 62M09 60G51 60H30 62G05 62P05 91G70 PDFBibTeX XMLCite \textit{J. E. Figueroa-López}, Ann. Finance 8, No. 2--3, 309--335 (2012; Zbl 1298.62146) Full Text: DOI