In discrete time a local martingale is a martingale under an equivalent probability measure Yuri Kabanov OriginalPaper 13 March 2008 Pages: 293 - 297
Optimal lifetime consumption and investment under a drawdown constraint Romuald ElieNizar Touzi OriginalPaper 27 May 2008 Pages: 299 - 330
On perpetual American put valuation and first-passage in a regime-switching model with jumps Zhengjun JiangMartijn R. Pistorius OriginalPaper 29 April 2008 Pages: 331 - 355
Consumption processes and positively homogeneous projection properties Tom Fischer OriginalPaper 08 May 2008 Pages: 357 - 380
On q-optimal martingale measures in exponential Lévy models Christian BenderChristina R. Niethammer OriginalPaper 15 May 2008 Pages: 381 - 410
Universal bounds for asset prices in heterogeneous economies Semyon Malamud OriginalPaper 05 April 2008 Pages: 411 - 422
Optimal capital and risk allocations for law- and cash-invariant convex functions Damir FilipovićGregor Svindland OriginalPaper 29 May 2008 Pages: 423 - 439