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Model-free portfolio theory: A rough path approach
Author: Allan, Andrew L.; Cuchiero, Christa; Liu, Chong; Proemel, David J.
Journal: MATHEMATICAL FINANCE. 2023; Vol. , Issue , pp. -. DOI: 10.1111/mafi.12376
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Weak equilibria for time-inconsistent control: With applications to investment-withdrawal decisions
Author: Liang, Zongxia; Yuan, Fengyi
Journal: MATHEMATICAL FINANCE. 2023; Vol. , Issue , pp. -. DOI: 10.1111/mafi.12391
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Preference robust distortion risk measure and its application
Author: Wang, Wei; Xu, Huifu
Journal: MATHEMATICAL FINANCE. 2023; Vol. 33, Issue 2, pp. 389-434. DOI: 10.1111/mafi.12379
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A general approximation method for optimal stopping and random delay
Author: Chen, Pengzhan; Song, Yingda
Journal: MATHEMATICAL FINANCE. 2023; Vol. , Issue , pp. -. DOI: 10.1111/mafi.12380
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Effective algorithms for optimal portfolio deleveraging problem with cross impact
Author: Luo, Hezhi; Chen, Yuanyuan; Zhang, Xianye; Li, Duan; Wu, Huixian
Journal: MATHEMATICAL FINANCE. 2023; Vol. , Issue , pp. -. DOI: 10.1111/mafi.12383
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Analytical solvability and exact simulation in models with affine stochastic volatility and Levy jumps
Author: Zeng, Pingping; Xu, Ziqing; Jiang, Pingping; Kwok, Yue Kuen
Journal: MATHEMATICAL FINANCE. 2023; Vol. , Issue , pp. -. DOI: 10.1111/mafi.12387
