Option hedging for small investors under liquidity costs Umut ÇetinH. Mete SonerNizar Touzi OriginalPaper 11 December 2009 Pages: 317 - 341
Asset allocation and liquidity breakdowns: what if your broker does not answer the phone? Peter DiesingerHolger KraftFrank Seifried OriginalPaper 13 February 2009 Pages: 343 - 374
On measuring nonlinear risk with scarce observations Alexander ChernyRaphael DouadyStanislav Molchanov OriginalPaper 07 November 2009 Pages: 375 - 395
Asymptotic distribution of law-invariant risk functionals Georg PflugNancy Wozabal OriginalPaper 21 January 2010 Pages: 397 - 418
Exponential utility maximization under partial information Michael ManiaMarina Santacroce OriginalPaper 12 November 2009 Pages: 419 - 448
Representation of the penalty term of dynamic concave utilities Freddy DelbaenShige PengEmanuela Rosazza Gianin OriginalPaper 09 December 2009 Pages: 449 - 472
Perturbed Brownian motion and its application to Parisian option pricing Angelos DassiosShanle Wu OriginalPaper 11 November 2009 Pages: 473 - 494