Online First Articles

ISSN: 0095-4616 (Print) 1432-0606 (Online)

Articles not assigned to an issue (9 articles)

  1. No Access

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    Stochastic Maximum Principle for Optimal Control of SPDEs

    Marco Fuhrman, Ying Hu, Gianmario Tessitore
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    Continuous Time Finite State Mean Field Games

    Diogo A. Gomes, Joana Mohr, Rafael Rigão Souza
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    Quantile Portfolio Optimization Under Risk Measure Constraints

    Luis D. Cahuich, Daniel Hernández-Hernández
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    Pricing of Claims in Discrete Time with Partial Information

    Kristina Rognlien Dahl
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    Nonlinear Diffusions and Stable-Like Processes with Coefficients Depending on the Median or VaR

    Vassili N. Kolokoltsov
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    Pathwise Strategies for Stochastic Differential Games with an Erratum to “Stochastic Differential Games with Asymmetric Information”

    P. Cardaliaguet, C. Rainer
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    State-Constrained Optimal Control Problems of Impulsive Differential Equations

    Nicolas Forcadel, Zhiping Rao, Hasnaa Zidani
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    A Model-Free No-arbitrage Price Bound for Variance Options

    J. Frédéric Bonnans, Xiaolu Tan
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    Kernel-Correlated Lévy Field Driven Forward Rate and Application to Derivative Pricing

    Lijun Bo, Yongjin Wang, Xuewei Yang
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