Anna Aksamit

Publication Activity (10 Years)

Years Active: 2017-2020
Publications (10 Years): 3

Top Topics

Bayesian Framework

Structural Information

Top Venues

Finance Stochastics

SIAM J. Financial Math.

Publications

Anna Aksamit, Zhaoxu Hou, Jan Oblój
Robust Framework for Quantifying the Value of Information in Pricing and Hedging. SIAM J. Financial Math. 11 (1) (2020)
Anna Aksamit, Tahir Choulli, Jun Deng, Monique Jeanblanc
No-arbitrage under a class of honest times. Finance Stochastics 22 (1) (2018)
Anna Aksamit, Tahir Choulli, Jun Deng, Monique Jeanblanc
No-arbitrage up to random horizon for quasi-left-continuous models. Finance Stochastics 21 (4) (2017)