Skip to content
VuFind
  • Login
    • English
    • Deutsch
    • Español
    • Français
    • Italiano
Advanced
  • Cite this
  • Text this
  • Email this
  • Print
  • Export Record
    • Export to RefWorks
    • Export to EndNoteWeb
    • Export to EndNote
  • Save to List
  • Permanent link
Cover Image

Saved in:
Bibliographic Details
Main Author: Itkin, David
Format: Preprint
Published: 2025
Subjects:
Mathematical Finance
Probability
91G10, 60H30
Online Access:https://arxiv.org/abs/2506.07993
Tags: Add Tag
No Tags, Be the first to tag this record!
  • Holdings
  • Description
  • Table of Contents
  • Comments
  • Similar Items
  • Staff View

Internet

https://arxiv.org/abs/2506.07993

Similar Items

  • Utility maximization in constrained and unbounded financial markets: Applications to indifference valuation, regime switching, consumption and Epstein-Zin recursive utility
    by: Hu, Ying, et al.
    Published: (2017)
  • On the Structural Foundations of Signature Volatility Models: Existence, Arbitrage, Completeness, and the Hedging-Error Decomposition
    by: Xodarev, Akmal
    Published: (2026)
  • The fundamental theorem of asset pricing with and without transaction costs
    by: Kühn, Christoph
    Published: (2023)
  • Gatheral double stochastic volatility model with Skorokhod reflection
    by: Mishura, Yuliya, et al.
    Published: (2025)
  • On Stochastic Partial Differential Equations and their applications to Derivative Pricing through a conditional Feynman-Kac formula
    by: Das, Kaustav, et al.
    Published: (2021)

Search Options

  • Search History
  • Advanced Search

Find More

  • Browse the Catalog
  • Browse Alphabetically
  • Explore Channels
  • Course Reserves
  • New Items

Need Help?

  • Search Tips
  • Ask a Librarian
  • FAQs