1. Dual pricing of multi-exercise options under volume constraints

   • Christian Bender

   OriginalPaper 19 August 2010 Pages: 1 - 26

2. Co-monotonicity of optimal investments and the design of structured financial products

   • Marc Oliver Rieger

   OriginalPaper 07 January 2010 Pages: 27 - 55

3. Arbitrage and deflators in illiquid markets

   • Teemu Pennanen

   OriginalPaper 09 December 2009 Pages: 57 - 83

4. Optimal consumption policies in illiquid markets

   • Alessandra Cretarola
   • Fausto Gozzi
   • Peter Tankov

   OriginalPaper 05 March 2010 Pages: 85 - 115

5. Minimal q-entropy martingale measures for exponential time-changed Lévy processes

   • Stefan Kassberger
   • Thomas Liebmann

   OriginalPaper 11 September 2010 Pages: 117 - 140

6. Unbiased and efficient Greeks of financial options

   • Yuh-Dauh Lyuu
   • Huei-Wen Teng

   OriginalPaper 03 September 2010 Pages: 141 - 181

7. A note on the existence of the power investor’s optimizer

   • Kasper Larsen

   OriginalPaper 07 November 2009 Pages: 183 - 190