An exact analytical solution for discrete barrier options Gianluca FusaiI. David AbrahamsCarlo Sgarra OriginalPaper Pages: 1 - 26
Iterative construction of the optimal Bermudan stopping time Anastasia KolodkoJohn Schoenmakers OriginalPaper Pages: 27 - 49
Generalized deviations in risk analysis R. Tyrrell RockafellarStan UryasevMichael Zabarankin OriginalPaper Pages: 51 - 74
Utility maximization and risk minimization in life and pension insurance Peter Holm Nielsen OriginalPaper Pages: 75 - 97
Financial equilibria in the semimartingale setting: Complete markets and markets with withdrawal constraints Gordan Žitković OriginalPaper Pages: 99 - 119
Optimal portfolio of low liquid assets with a log-utility function Koichi Matsumoto OriginalPaper Pages: 121 - 145
Utility maximization under increasing risk aversion in one-period models Patrick CheriditoChristopher Summer OriginalPaper Pages: 147 - 158
