Gijbels, Irène; Herrmann, Klaus Optimal expected-shortfall portfolio selection with copula-induced dependence. (English) Zbl 1418.91469 Appl. Math. Finance 25, No. 1, 66-106 (2018). MSC: 91G10 62P05 62H05 PDF BibTeX XML Cite \textit{I. Gijbels} and \textit{K. Herrmann}, Appl. Math. Finance 25, No. 1, 66--106 (2018; Zbl 1418.91469) Full Text: DOI OpenURL
Cheang, Gerald H. L.; Lian, Guanghua Perpetual exchange options under jump-diffusion dynamics. (English) Zbl 1396.91722 Appl. Math. Finance 22, No. 5-6, 450-462 (2015). MSC: 91G20 60G40 60J75 PDF BibTeX XML Cite \textit{G. H. L. Cheang} and \textit{G. Lian}, Appl. Math. Finance 22, No. 5--6, 450--462 (2015; Zbl 1396.91722) Full Text: DOI OpenURL
Donnelly, Catherine Good-deal bounds in a regime-switching diffusion market. (English) Zbl 1239.91161 Appl. Math. Finance 18, No. 5-6, 491-515 (2011). MSC: 91G20 91G80 PDF BibTeX XML Cite \textit{C. Donnelly}, Appl. Math. Finance 18, No. 5--6, 491--515 (2011; Zbl 1239.91161) Full Text: DOI arXiv OpenURL
Bélanger, A. C.; Forsyth, P. A.; Labahn, G. Valuing the guaranteed minimum death benefit clause with partial withdrawals. (English) Zbl 1189.91066 Appl. Math. Finance 16, No. 5-6, 451-496 (2009). Reviewer: Giovanni Puccetti (Firenze) MSC: 91B30 60H15 35Q91 49N25 PDF BibTeX XML Cite \textit{A. C. Bélanger} et al., Appl. Math. Finance 16, No. 5--6, 451--496 (2009; Zbl 1189.91066) Full Text: DOI Link OpenURL
Ortobelli, Sergio; Rachev, Svetlozar T.; Shalit, Haim; Fabozzi, Frank J. Orderings and probability functionals consistent with preferences. (English) Zbl 1169.91375 Appl. Math. Finance 16, No. 1-2, 81-102 (2009). MSC: 91B28 PDF BibTeX XML Cite \textit{S. Ortobelli} et al., Appl. Math. Finance 16, No. 1--2, 81--102 (2009; Zbl 1169.91375) Full Text: DOI OpenURL
Smith, Adam T. American options under uncertain volatility. (English) Zbl 1067.91032 Appl. Math. Finance 9, No. 2, 123-141 (2002). MSC: 91G20 60G40 PDF BibTeX XML Cite \textit{A. T. Smith}, Appl. Math. Finance 9, No. 2, 123--141 (2002; Zbl 1067.91032) Full Text: DOI OpenURL