1. Optimal Portfolio Selection Based on Expected Shortfall Under Generalized Hyperbolic Distribution

   • Budhi Arta Surya
   • Ryan Kurniawan

   OriginalPaper 16 April 2014 Pages: 193 - 236

   

2. A Continuous-Time Optimal Insurance Design with Costly Monitoring

   • Hisashi Nakamura
   • Koichiro Takaoka

   OriginalPaper 10 April 2014 Pages: 237 - 261

   

3. Large Deviations for the Extended Heston Model: The Large-Time Case

   • Antoine Jacquier
   • Aleksandar Mijatović

   OriginalPaper 30 July 2014 Pages: 263 - 280