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In which financial markets do mutual fund theorems hold true? Walter SchachermayerMihai SîrbuErik Taflin OriginalPaper 17 September 2008 Pages: 49 - 77
Background filtrations and canonical loss processes for top-down models of portfolio credit risk Philippe EhlersPhilipp J. Schönbucher OriginalPaper 18 November 2008 Pages: 79 - 103
Hedging of American options under transaction costs D. De VallièreE. DenisY. Kabanov OriginalPaper 24 September 2008 Pages: 105 - 119
Quadratic BSDEs driven by a continuous martingale and applications to the utility maximization problem Marie-Amélie Morlais OriginalPaper 06 November 2008 Pages: 121 - 150
