Robust utility maximization for complete and incomplete market models Anne Gundel OriginalPaper Pages: 151 - 176
Satisfying convex risk limits by trading Kasper LarsenTraian A. PirvuReha Tütüncü OriginalPaper Pages: 177 - 195
A note on Wick products and the fractional Black-Scholes model Tomas BjörkHenrik Hult OriginalPaper Pages: 197 - 209
A simple model for credit migration and spread curves Li ChenDamir Filipović OriginalPaper Pages: 211 - 231
On the pricing of forward starting options in Heston’s model on stochastic volatility Susanne KruseUlrich Nögel OriginalPaper Pages: 233 - 250
Inf-convolution of risk measures and optimal risk transfer Pauline BarrieuNicole El Karoui OriginalPaper Pages: 269 - 298