Risk sensitive impulse control of non-Markovian processes Ibtissam HdhiriMonia Karouf Original Article 03 April 2011 Pages: 1 - 20
Risk averse asymptotics in a Black–Scholes market on a finite time horizon Peter GranditsStefan Thonhauser Original Article 09 March 2011 Pages: 21 - 40
Balancedness conditions for exact games Péter CsókaP. Jean-Jacques HeringsLászló Á. Kóczy OriginalPaper Open access 20 March 2011 Pages: 41 - 52
Extensions to online delay management on a single train line: new bounds for delay minimization and profit maximization Sven O. KrumkeClemens ThielenChristiane Zeck OriginalPaper 18 March 2011 Pages: 53 - 75
A self-concordance property for nonconvex semidefinite programming Rodrigo GarcésWalter GómezFlorian Jarre Original Article 30 March 2011 Pages: 77 - 92
Pricing and hedging of Asian options: quasi-explicit solutions via Malliavin calculus Zhaojun YangChristian-Oliver EwaldOlaf Menkens Original Article 06 April 2011 Pages: 93 - 120
Work effort, consumption, and portfolio selection: when the occupational choice matters Sascha DesmettreAlexander Szimayer OriginalPaper 22 May 2011 Pages: 121 - 145