1. An example of a stochastic equilibrium with incomplete markets

   • Gordan Žitković

   OriginalPaper 28 August 2011 Pages: 177 - 206

2. Irreversible investment in oligopoly

   • Jan-Henrik Steg

   OriginalPaper 20 December 2011 Pages: 207 - 224

3. Deterministic criteria for the absence of arbitrage in one-dimensional diffusion models

   • Aleksandar Mijatović
   • Mikhail Urusov

   OriginalPaper 22 December 2010 Pages: 225 - 247

4. Singular risk-neutral valuation equations

   • Cristina Costantini
   • Marco Papi
   • Fernanda D’Ippoliti

   OriginalPaper 09 December 2011 Pages: 249 - 274

5. Strict local martingale deflators and valuing American call-type options

   • Erhan Bayraktar
   • Constantinos Kardaras
   • Hao Xing

   OriginalPaper 17 March 2011 Pages: 275 - 291

6. Maximum entropy distributions inferred from option portfolios on an asset

   • Cassio Neri
   • Lorenz Schneider

   OriginalPaper 29 December 2011 Pages: 293 - 318

   

7. A pure martingale dual for multiple stopping

   • John Schoenmakers

   OriginalPaper 30 November 2010 Pages: 319 - 334

8. Variance swaps on time-changed Lévy processes

   • Peter Carr
   • Roger Lee
   • Liuren Wu

   OriginalPaper 24 March 2011 Pages: 335 - 355