Special issue on the foundations of mathematical finance

Veröffentlicht 2011

Some remarks on arbitrage and preferences in securities markt models

von Frittelli, Marco
Veröffentlicht in Mathematical finance (2004)

Introduction to a theory of value coherent with the no-arbitrage principle

von Frittelli, Marco
Veröffentlicht in Finance and stochastics (2000)

The minimal entropy martingale measure and the valuation problem in incomplete markets

von Frittelli, Marco
Veröffentlicht in Mathematical finance (2000)

The minimal entropy martingale measures and the valutation problem in incomplete markets

von Frittelli, Marco
Veröffentlicht 1996

On the extension of the Namioka-Klee theorem and on the Fatou property for risk measures

von Biagini, Sara
Veröffentlicht in Optimality and risk - modern trends in mathematical finance (2009)

On the existence of minimax martingale measures

von Bellini, Fabio
Veröffentlicht in Mathematical finance (2002)

Utility maximization in incomplete markets for unbounded processes

von Biagini, Sara
Veröffentlicht in Finance and stochastics (2005)

Conditional certainty equivalent

von Frittelli, Marco
Veröffentlicht in International journal of theoretical and applied finance (2011)

Preface: Special issue on the foundations of mathematical finance

von Frittelli, Marco
Veröffentlicht in International journal of theoretical and applied finance (2011)

The supermartingale property of the optimal wealth process for general semimartingales

von Biagini, Sara
Veröffentlicht in Finance and stochastics (2007)

Risk measures and capital requirements for processes

von Frittelli, Marco
Veröffentlicht in Mathematical finance (2006)

Disentangling price, risk and model risk : V&R measures

von Frittelli, Marco
Veröffentlicht in Mathematics and financial economics (2018)

On the penalty function and on continuity properties of risk measures

von Frittelli, Marco
Veröffentlicht in International journal of theoretical and applied finance (2011)

Dynamic convex risk measures

von Fritelli, Marco
Veröffentlicht in Risk measures for the 21st century (2004)

Putting order in risk measures

von Fritelli, Marco
Veröffentlicht in Journal of banking & finance (2002)

Law invariant convex risk measures

von Frittelli, Marco
Veröffentlicht in Advances in mathematical economics (2005)

Risk measures on P(R) and value at risk with probability/loss function

von Frittelli, Marco
Veröffentlicht in Mathematical finance (2014)

Universal arbitrage aggregator in discrete-time markets under uncertainty

von Burzoni, Matteo
Veröffentlicht in Finance and stochastics (2016)

Commodity futures markets and trading strategies opportunities

von Falbo, Paolo
Veröffentlicht in Modelling techniques for financial markets and bank management (1996)