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A decomposition formula for option prices in the Heston model and applications to option pricing approximation Elisa Alòs OriginalPaper 04 April 2012 Pages: 403 - 422
An optimal stopping problem with a reward constraint Jérôme DetempleWeidong TianJie Xiong OriginalPaper 01 March 2012 Pages: 423 - 448
Optimal dividend distribution under Markov regime switching Zhengjun JiangMartijn Pistorius OriginalPaper Open access 01 March 2012 Pages: 449 - 476
Optimal dividend policies for a class of growth-restricted diffusion processes under transaction costs and solvency constraints Lihua BaiMartin HuntingJostein Paulsen OriginalPaper 19 January 2012 Pages: 477 - 511
Default times, no-arbitrage conditions and changes of probability measures Delia CoculescuMonique JeanblancAshkan Nikeghbali OriginalPaper 10 February 2012 Pages: 513 - 535
Forward rate models with linear volatilities Michał BarskiJerzy Zabczyk OriginalPaper 24 November 2011 Pages: 537 - 560