Path dependent options on yields in the affine term structure model Boris LeblancOlivier Scaillet Pages: 349 - 367
Option pricing with transaction costs and a nonlinear Black-Scholes equation Guy BarlesHalil Mete Soner Pages: 369 - 397
Lévy processes in finance: a remedy to the non-stationarity of continuous martingales Boris LeblancMarc Yor Pages: 399 - 408
Optimization of consumption with labor income Nicole El KarouiMonique Jeanblanc-Picqué Pages: 409 - 440