Time-consistent mean-variance portfolio selection in discrete and continuous time Christoph Czichowsky OriginalPaper 03 July 2012 Pages: 227 - 271
Market selection with learning and catching up with the Joneses Roman Muraviev OriginalPaper 17 May 2012 Pages: 273 - 304
Discretely sampled variance and volatility swaps versus their continuous approximations Robert JarrowYounes KchiaPhilip Protter OriginalPaper 28 April 2012 Pages: 305 - 324
The dual optimizer for the growth-optimal portfolio under transaction costs S. GerholdJ. Muhle-KarbeW. Schachermayer OriginalPaper 24 November 2011 Pages: 325 - 354
Exercise boundary of the American put near maturity in an exponential Lévy model Damien LambertonMohammed Adam Mikou OriginalPaper 05 September 2012 Pages: 355 - 394
Bounds for the sum of dependent risks and worst Value-at-Risk with monotone marginal densities Ruodu WangLiang PengJingping Yang OriginalPaper 10 January 2013 Pages: 395 - 417
Optimal consumption and investment for markets with random coefficients Belkacem BerdjaneSerguei Pergamenshchikov OriginalPaper 05 September 2012 Pages: 419 - 446