Continuous-time trading and the emergence of probability Vladimir Vovk OriginalPaper 04 April 2012 Pages: 561 - 609
Model-independent hedging strategies for variance swaps David HobsonMartin Klimmek OriginalPaper 19 June 2012 Pages: 611 - 649
Market viability via absence of arbitrage of the first kind Constantinos Kardaras OriginalPaper 23 February 2012 Pages: 651 - 667
Risk assessment for uncertain cash flows: model ambiguity, discounting ambiguity, and the role of bubbles Beatrice AcciaioHans FöllmerIrina Penner OriginalPaper 04 April 2012 Pages: 669 - 709
Polynomial processes and their applications to mathematical finance Christa CuchieroMartin Keller-ResselJosef Teichmann OriginalPaper 03 July 2012 Pages: 711 - 740
The fundamental theorem of asset pricing under transaction costs Paolo GuasoniEmmanuel LépinetteMiklós Rásonyi OriginalPaper 17 May 2012 Pages: 741 - 777
Horizon dependence of utility optimizers in incomplete models Kasper LarsenHang Yu OriginalPaper 23 February 2012 Pages: 779 - 801