Optimal dividend policy and growth option Jean-Paul DécampsStéphane Villeneuve OriginalPaper 06 December 2006 Pages: 3 - 27
Moment explosions in stochastic volatility models Leif B. G. AndersenVladimir V. Piterbarg OriginalPaper 12 September 2006 Pages: 29 - 50
A model of optimal portfolio selection under liquidity risk and price impact Vathana Ly VathMohamed MnifHuyên Pham OriginalPaper 18 November 2006 Pages: 51 - 90
Smooth convergence in the binomial model Lo-Bin ChangKen Palmer OriginalPaper 05 October 2006 Pages: 91 - 105
Optimal investments for risk- and ambiguity-averse preferences: a duality approach Alexander Schied OriginalPaper 07 November 2006 Pages: 107 - 129
Principles of smooth and continuous fit in the determination of endogenous bankruptcy levels A. E. KyprianouB. A. Surya OriginalPaper 29 November 2006 Pages: 131 - 152