Additive and multiplicative duals for American option pricing Nan ChenPaul Glasserman OriginalPaper 10 January 2007 Pages: 153 - 179
Negative Libor rates in the swap market model Mark H. A. DavisVicente Mataix-Pastor OriginalPaper 13 January 2007 Pages: 181 - 193
Information reduction via level crossings in a credit risk model Robert A. JarrowPhilip ProtterA. Deniz Sezer OriginalPaper 18 January 2007 Pages: 195 - 212
Correspondence between lifetime minimum wealth and utility of consumption Erhan BayraktarVirginia R. Young OriginalPaper 09 February 2007 Pages: 213 - 236
No-arbitrage criteria for financial markets with transaction costs and incomplete information Dimitri De VallièreYuri KabanovChristophe Stricker OriginalPaper 19 January 2007 Pages: 237 - 251
The supermartingale property of the optimal wealth process for general semimartingales Sara BiaginiMarco Frittelli OriginalPaper 24 November 2006 Pages: 253 - 266
Optimal risk sharing with non-monotone monetary functionals Beatrice Acciaio OriginalPaper 08 February 2007 Pages: 267 - 289
Dilatation monotone risk measures are law invariant Alexander S. ChernyPavel G. Grigoriev OriginalPaper 08 February 2007 Pages: 291 - 298
