An example of a stochastic equilibrium with incomplete markets Gordan Žitković OriginalPaper 28 August 2011 Pages: 177 - 206
Deterministic criteria for the absence of arbitrage in one-dimensional diffusion models Aleksandar MijatovićMikhail Urusov OriginalPaper 22 December 2010 Pages: 225 - 247
Singular risk-neutral valuation equations Cristina CostantiniMarco PapiFernanda D’Ippoliti OriginalPaper 09 December 2011 Pages: 249 - 274
Strict local martingale deflators and valuing American call-type options Erhan BayraktarConstantinos KardarasHao Xing OriginalPaper 17 March 2011 Pages: 275 - 291
Maximum entropy distributions inferred from option portfolios on an asset Cassio NeriLorenz Schneider OriginalPaper 29 December 2011 Pages: 293 - 318
A pure martingale dual for multiple stopping John Schoenmakers OriginalPaper 30 November 2010 Pages: 319 - 334
Variance swaps on time-changed Lévy processes Peter CarrRoger LeeLiuren Wu OriginalPaper 24 March 2011 Pages: 335 - 355