1. Pricing of Claims in Discrete Time with Partial Information

   • Kristina Rognlien Dahl

   OriginalPaper 28 March 2013 Pages: 145 - 155

   

2. Quantile Portfolio Optimization Under Risk Measure Constraints

   • Luis D. Cahuich
   • Daniel Hernández-Hernández

   OriginalPaper 05 April 2013 Pages: 157 - 179

3. Stochastic Maximum Principle for Optimal Control of SPDEs

   • Marco Fuhrman
   • Ying Hu
   • Gianmario Tessitore

   OriginalPaper 18 May 2013 Pages: 181 - 217

4. Feasible Perturbations of Control Systems with Pure State Constraints and Applications to Second-Order Optimality Conditions

   • Daniel Hoehener

   OriginalPaper 31 May 2013 Pages: 219 - 253

5. A Singular Differential Equation Stemming from an Optimal Control Problem in Financial Economics

   • Pavol Brunovský
   • Aleš Černý
   • Michael Winkler

   OriginalPaper 06 June 2013 Pages: 255 - 274

6. Invariant Measures for Monotone SPDEs with Multiplicative Noise Term

   • Abdelhadi Es-Sarhir
   • Michael Scheutzow
   • Onno van Gaans

   OriginalPaper 08 June 2013 Pages: 275 - 287

7. Kalman Duality Principle for a Class of Ill-Posed Minimax Control Problems with Linear Differential-Algebraic Constraints

   • Sergiy Zhuk

   OriginalPaper 13 July 2013 Pages: 289 - 309