1. Risk sensitive impulse control of non-Markovian processes

   • Ibtissam Hdhiri
   • Monia Karouf

   Original Article 03 April 2011 Pages: 1 - 20

2. Risk averse asymptotics in a Black–Scholes market on a finite time horizon

   • Peter Grandits
   • Stefan Thonhauser

   Original Article 09 March 2011 Pages: 21 - 40

3. Balancedness conditions for exact games

   • Péter Csóka
   • P. Jean-Jacques Herings
   • László Á. Kóczy

   OriginalPaper Open access 20 March 2011 Pages: 41 - 52

4. Extensions to online delay management on a single train line: new bounds for delay minimization and profit maximization

   • Sven O. Krumke
   • Clemens Thielen
   • Christiane Zeck

   OriginalPaper 18 March 2011 Pages: 53 - 75

5. A self-concordance property for nonconvex semidefinite programming

   • Rodrigo Garcés
   • Walter Gómez
   • Florian Jarre

   Original Article 30 March 2011 Pages: 77 - 92

6. Pricing and hedging of Asian options: quasi-explicit solutions via Malliavin calculus

   • Zhaojun Yang
   • Christian-Oliver Ewald
   • Olaf Menkens

   Original Article 06 April 2011 Pages: 93 - 120

7. Work effort, consumption, and portfolio selection: when the occupational choice matters

   • Sascha Desmettre
   • Alexander Szimayer

   OriginalPaper 22 May 2011 Pages: 121 - 145