Duality and convergence for binomial markets with friction Yan DolinskyHalil Mete Soner OriginalPaper 10 July 2012 Pages: 447 - 475
Model-independent bounds for option prices—a mass transport approach Mathias BeiglböckPierre Henry-LabordèreFriedrich Penkner OriginalPaper 19 April 2013 Pages: 477 - 501
Quantitative error estimates for a least-squares Monte Carlo algorithm for American option pricing Daniel Z. Zanger OriginalPaper 19 April 2013 Pages: 503 - 534
Robust utility maximization for a diffusion market model with misspecified coefficients Revaz TevzadzeTeimuraz ToronjadzeTamaz Uzunashvili OriginalPaper Open access 13 November 2012 Pages: 535 - 563
Equilibrium model with default and dynamic insider information Luciano CampiUmut ÇetinAlbina Danilova OriginalPaper 05 September 2012 Pages: 565 - 585
Dynamic no-good-deal pricing measures and extension theorems for linear operators on L ∞ Jocelyne Bion-NadalGiulia Di Nunno OriginalPaper 30 August 2012 Pages: 587 - 613
A reading guide for last passage times with financial applications in view Ashkan NikeghbaliEckhard Platen OriginalPaper 23 May 2013 Pages: 615 - 640