Dual pricing of multi-exercise options under volume constraints Christian Bender OriginalPaper 19 August 2010 Pages: 1 - 26
Co-monotonicity of optimal investments and the design of structured financial products Marc Oliver Rieger OriginalPaper 07 January 2010 Pages: 27 - 55
Arbitrage and deflators in illiquid markets Teemu Pennanen OriginalPaper 09 December 2009 Pages: 57 - 83
Optimal consumption policies in illiquid markets Alessandra CretarolaFausto GozziPeter Tankov OriginalPaper 05 March 2010 Pages: 85 - 115
Minimal q-entropy martingale measures for exponential time-changed Lévy processes Stefan KassbergerThomas Liebmann OriginalPaper 11 September 2010 Pages: 117 - 140
Unbiased and efficient Greeks of financial options Yuh-Dauh LyuuHuei-Wen Teng OriginalPaper 03 September 2010 Pages: 141 - 181
A note on the existence of the power investor’s optimizer Kasper Larsen OriginalPaper 07 November 2009 Pages: 183 - 190