Online First Articles

ISSN: 0949-2984 (Print) 1432-1122 (Online)

Articles not assigned to an issue (7 articles)

  1. No Access

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    Transaction costs, trading volume, and the liquidity premium

    Stefan Gerhold, Paolo Guasoni, Johannes Muhle-Karbe…
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    Portfolio optimisation under non-linear drawdown constraints in a semimartingale financial model

    Vladimir Cherny, Jan Obłój
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    Multilevel dual approach for pricing American style derivatives

    Denis Belomestny, John Schoenmakers, Fabian Dickmann
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    On the game interpretation of a shadow price process in utility maximization problems under transaction costs

    Dmitry B. Rokhlin
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    Mean-variance hedging with oil futures

    Liao Wang, Johannes Wissel
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    A mathematical treatment of bank monitoring incentives

    Henri Pagès, Dylan Possamaï
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    OriginalPaper

    On the existence of shadow prices

    Giuseppe Benedetti, Luciano Campi, Jan Kallsen…
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