Callegaro, Giorgia; Ceci, Claudia; Ferrari, Giorgio Optimal reduction of public debt under partial observation of the economic growth. (English) Zbl 1453.91070 Finance Stoch. 24, No. 4, 1083-1132 (2020). MSC: 91B62 91B82 60G40 PDFBibTeX XMLCite \textit{G. Callegaro} et al., Finance Stoch. 24, No. 4, 1083--1132 (2020; Zbl 1453.91070) Full Text: DOI arXiv
Palmowski, Zbigniew; Pérez, José Luis; Surya, Budhi Arta; Yamazaki, Kazutoshi The Leland-Toft optimal capital structure model under Poisson observations. (English) Zbl 1453.91103 Finance Stoch. 24, No. 4, 1035-1082 (2020). Reviewer: George Stoica (Saint John) MSC: 91G40 60G40 60G51 PDFBibTeX XMLCite \textit{Z. Palmowski} et al., Finance Stoch. 24, No. 4, 1035--1082 (2020; Zbl 1453.91103) Full Text: DOI arXiv
Bayraktar, Erhan; Dolinskyi, Leonid; Dolinsky, Yan Extended weak convergence and utility maximisation with proportional transaction costs. (English) Zbl 1448.91271 Finance Stoch. 24, No. 4, 1013-1034 (2020). MSC: 91G10 91B16 60F05 PDFBibTeX XMLCite \textit{E. Bayraktar} et al., Finance Stoch. 24, No. 4, 1013--1034 (2020; Zbl 1448.91271) Full Text: DOI arXiv
Avanesyan, Levon; Shkolnikov, Mykhaylo; Sircar, Ronnie Construction of a class of forward performance processes in stochastic factor models, and an extension of Widder’s theorem. (English) Zbl 1454.35388 Finance Stoch. 24, No. 4, 981-1011 (2020). MSC: 35Q91 35K55 91G10 35J15 60H10 44A10 35R25 35P99 PDFBibTeX XMLCite \textit{L. Avanesyan} et al., Finance Stoch. 24, No. 4, 981--1011 (2020; Zbl 1454.35388) Full Text: DOI arXiv
Guasoni, Paolo; Wong, Kwok Chuen Asset prices in segmented and integrated markets. (English) Zbl 1452.91317 Finance Stoch. 24, No. 4, 939-980 (2020). MSC: 91G30 91G15 PDFBibTeX XMLCite \textit{P. Guasoni} and \textit{K. C. Wong}, Finance Stoch. 24, No. 4, 939--980 (2020; Zbl 1452.91317) Full Text: DOI
Chi, Yichun; Wei, Wei Optimal insurance with background risk: an analysis of general dependence structures. (English) Zbl 1448.91259 Finance Stoch. 24, No. 4, 903-937 (2020). MSC: 91G05 PDFBibTeX XMLCite \textit{Y. Chi} and \textit{W. Wei}, Finance Stoch. 24, No. 4, 903--937 (2020; Zbl 1448.91259) Full Text: DOI
Kardaras, Constantinos; Ruf, Johannes Filtration shrinkage, the structure of deflators, and failure of market completeness. (English) Zbl 1456.60099 Finance Stoch. 24, No. 4, 871-901 (2020). MSC: 60G44 60H10 91G20 PDFBibTeX XMLCite \textit{C. Kardaras} and \textit{J. Ruf}, Finance Stoch. 24, No. 4, 871--901 (2020; Zbl 1456.60099) Full Text: DOI arXiv
Kiiski, Matti The Riesz representation theorem and weak\(^\ast\) compactness of semimartingales. (English) Zbl 1453.60098 Finance Stoch. 24, No. 4, 827-870 (2020). MSC: 60G44 28C05 54D30 60B05 60G05 PDFBibTeX XMLCite \textit{M. Kiiski}, Finance Stoch. 24, No. 4, 827--870 (2020; Zbl 1453.60098) Full Text: DOI arXiv