Using copulae to bound the Value-at-Risk for functions of dependent risks Paul EmbrechtsAndrea HöingAlessandro Juri Original Paper Pages: 145 - 167
A large deviations approach to optimal long term investment Huyên Pham Original Paper Pages: 169 - 195
Indifference pricing of insurance contracts in a product space model Thomas Møller Original Paper Pages: 197 - 217
Extension of the corrected barrier approximation by Broadie, Glasserman, and Kou Per Hörfelt Original Paper Pages: 231 - 243
An optimal consumption model with stochastic volatility Wendell H. FlemingDaniel Hernández-Hernández Original Paper Pages: 245 - 262
Exponential growth of fixed-mix strategies in stationary asset markets Michal A. H. DempsterIgor V. EvstigneevKlaus R. Schenk-Hoppé Original Paper Pages: 263 - 276