Bubbles and crashes in a Black–Scholes model with delay John A. D. ApplebyMarkus RiedleCatherine Swords OriginalPaper 12 April 2012 Pages: 1 - 30
Generalized stochastic target problems for pricing and partial hedging under loss constraints—application in optimal book liquidation Bruno BouchardNgoc-Minh Dang OriginalPaper 26 September 2012 Pages: 31 - 72
Optimal dividend policies with transaction costs for a class of jump-diffusion processes Martin HuntingJostein Paulsen OriginalPaper 17 May 2012 Pages: 73 - 106
Asymptotic and exact pricing of options on variance Martin Keller-ResselJohannes Muhle-Karbe OriginalPaper 22 March 2012 Pages: 107 - 133
The optimal-drift model: an accelerated binomial scheme Ralf KornStefanie Müller OriginalPaper 04 April 2012 Pages: 135 - 160
Consumption-portfolio optimization with recursive utility in incomplete markets Holger KraftFrank Thomas SeifriedMogens Steffensen OriginalPaper 28 April 2012 Pages: 161 - 196
Optimal hedging of demographic risk in life insurance Ragnar Norberg OriginalPaper 20 April 2012 Pages: 197 - 222
Correction note for ‘The large-maturity smile for the Heston model’ Carole BernardZhenyu CuiAleksandar Mijatović OriginalPaper 30 August 2012 Pages: 223 - 224
Erratum to: Asset price bubbles from heterogeneous beliefs about mean reversion rates Xi ChenRobert V. Kohn Erratum 10 July 2012 Pages: 225 - 226