1. Duality and convergence for binomial markets with friction

   • Yan Dolinsky
   • Halil Mete Soner

   OriginalPaper 10 July 2012 Pages: 447 - 475

2. Model-independent bounds for option prices—a mass transport approach

   • Mathias Beiglböck
   • Pierre Henry-Labordère
   • Friedrich Penkner

   OriginalPaper 19 April 2013 Pages: 477 - 501

   

3. Quantitative error estimates for a least-squares Monte Carlo algorithm for American option pricing

   • Daniel Z. Zanger

   OriginalPaper 19 April 2013 Pages: 503 - 534

4. Robust utility maximization for a diffusion market model with misspecified coefficients

   • Revaz Tevzadze
   • Teimuraz Toronjadze
   • Tamaz Uzunashvili

   OriginalPaper Open access 13 November 2012 Pages: 535 - 563

5. Equilibrium model with default and dynamic insider information

   • Luciano Campi
   • Umut Çetin
   • Albina Danilova

   OriginalPaper 05 September 2012 Pages: 565 - 585

6. Dynamic no-good-deal pricing measures and extension theorems for linear operators on L ^∞

   • Jocelyne Bion-Nadal
   • Giulia Di Nunno

   OriginalPaper 30 August 2012 Pages: 587 - 613

7. A reading guide for last passage times with financial applications in view

   • Ashkan Nikeghbali
   • Eckhard Platen

   OriginalPaper 23 May 2013 Pages: 615 - 640