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Optimal liquidation with high risk aversion and small linear price impact Leonid DolinskyiYan Dolinsky OriginalPaper Open access 13 March 2024
Fundamental Theorem of Asset Pricing under fixed and proportional costs in multi-asset setting and finite probability space Tomasz Zastawniak OriginalPaper Open access 12 March 2024
The power of derivatives in portfolio optimization under affine GARCH models Marcos Escobar-AnelEric MolterRudi Zagst OriginalPaper 01 March 2024
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The interaction between variable annuity providers and their customers under a dynamic approach Anna Rita BacinelloRosario MaggistroIvan Zoccolan OriginalPaper 22 January 2024
Mortgages with non-random time-varying interest rates Laura Ziani OriginalPaper Open access 18 January 2024
Input/output-style approach to standardized traditional amortization plans Flavio PressaccoLaura Ziani OriginalPaper Open access 12 January 2024
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Linear-quadratic-singular stochastic differential games and applications Jodi Dianetti OriginalPaper 16 December 2023
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The Black–Scholes paper: a personal perspective Anthony Neuberger OriginalPaper 24 October 2023 Pages: 713 - 730
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