Local martingales, bubbles and option prices Alexander M. G. CoxDavid G. Hobson OriginalPaper Pages: 477 - 492
Utility maximization in incomplete markets for unbounded processes Sara BiaginiMarco Frittelli OriginalPaper Pages: 493 - 517
Anomalous PDEs in Markov chains: Domains of validity and numerical solutions Ragnar Norberg OriginalPaper Pages: 519 - 537
Conditional and dynamic convex risk measures Kai DetlefsenGiacomo Scandolo OriginalPaper Pages: 539 - 561
The density process of the minimal entropy martingale measure in a stochastic volatility model with jumps Fred Espen BenthThilo Meyer-Brandis OriginalPaper Pages: 563 - 575
A note on the large homogeneous portfolio approximation with the Student-t copula Lutz SchloeglDominic O’Kane OriginalPaper Pages: 577 - 584
Optimal investment with derivative securities Aytaç ÍlhanMattias JonssonRonnie Sircar OriginalPaper Pages: 585 - 595
Robust representation of convex risk measures by probability measures Volker Krätschmer OriginalPaper Pages: 597 - 608