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Veröffentlichungsdatum
Anzahl der Publikationen: 3
2023
Biagini, Francesca 
ORCID: https://orcid.org/0000-0001-9801-5259 und Reitsam, Thomas
(2023):
A dynamic version of the super-replication theorem under proportional transaction costs.
In: Stochastic Analysis and Applications, Bd. 41, Nr. 1: S. 80-101
ORCID: https://orcid.org/0000-0001-9801-5259 und Reitsam, Thomas
(2023):
A dynamic version of the super-replication theorem under proportional transaction costs.
In: Stochastic Analysis and Applications, Bd. 41, Nr. 1: S. 80-101
2022
Biagini, Francesca ORCID: https://orcid.org/0000-0001-9801-5259; Gonon, Lukas und Reitsam, Thomas
(2022):
Neural network approximation for superhedging prices.
In: Mathematical Finance, Bd. 33, Nr. 1: S. 146-184
[PDF, 1MB]
ORCID: https://orcid.org/0000-0001-9801-5259; Gonon, Lukas und Reitsam, Thomas
(2022):
Neural network approximation for superhedging prices.
In: Mathematical Finance, Bd. 33, Nr. 1: S. 146-184
[PDF, 1MB]
Biagini, Francesca ORCID: https://orcid.org/0000-0001-9801-5259 und Reitsam, Thomas
(2022):
Asset price bubbles in markets with transaction costs.
In: Frontiers of Mathematical Finance, Bd. 1, Nr. 3: S. 397
ORCID: https://orcid.org/0000-0001-9801-5259 und Reitsam, Thomas
(2022):
Asset price bubbles in markets with transaction costs.
In: Frontiers of Mathematical Finance, Bd. 1, Nr. 3: S. 397