Computations of Greeks in a market with jumps via the Malliavin calculus Youssef El-KhatibNicolas Privault OriginalPaper Pages: 161 - 179
Asymptotic analysis for optimal investment and consumption with transaction costs Karel JanečekSteven E. Shreve OriginalPaper Pages: 181 - 206
A geometric approach to portfolio optimization in models with transaction costs Yuri KabanovClaudia Klüppelberg OriginalPaper Pages: 207 - 227
An example of indifference prices under exponential preferences Marek MusielaThaleia Zariphopoulou OriginalPaper Pages: 229 - 239
Pricing derivatives of American and game type in incomplete markets Jan KallsenChristoph Kühn OriginalPaper Pages: 261 - 284
Asymmetric information and imperfect competition in a continuous time multivariate security model Guillaume Lasserre OriginalPaper Pages: 285 - 309