Pricing of Claims in Discrete Time with Partial Information Kristina Rognlien Dahl OriginalPaper 28 March 2013 Pages: 145 - 155
Quantile Portfolio Optimization Under Risk Measure Constraints Luis D. CahuichDaniel Hernández-Hernández OriginalPaper 05 April 2013 Pages: 157 - 179
Stochastic Maximum Principle for Optimal Control of SPDEs Marco FuhrmanYing HuGianmario Tessitore OriginalPaper 18 May 2013 Pages: 181 - 217
Feasible Perturbations of Control Systems with Pure State Constraints and Applications to Second-Order Optimality Conditions Daniel Hoehener OriginalPaper 31 May 2013 Pages: 219 - 253
A Singular Differential Equation Stemming from an Optimal Control Problem in Financial Economics Pavol BrunovskýAleš ČernýMichael Winkler OriginalPaper 06 June 2013 Pages: 255 - 274
Invariant Measures for Monotone SPDEs with Multiplicative Noise Term Abdelhadi Es-SarhirMichael ScheutzowOnno van Gaans OriginalPaper 08 June 2013 Pages: 275 - 287
Kalman Duality Principle for a Class of Ill-Posed Minimax Control Problems with Linear Differential-Algebraic Constraints Sergiy Zhuk OriginalPaper 13 July 2013 Pages: 289 - 309