Transaction costs, trading volume, and the liquidity premium Stefan GerholdPaolo GuasoniWalter Schachermayer OriginalPaper 29 May 2013 Pages: 1 - 37
A mathematical treatment of bank monitoring incentives Henri PagèsDylan Possamaï OriginalPaper 20 February 2013 Pages: 39 - 73
Abstract, classic, and explicit turnpikes Paolo GuasoniConstantinos KardarasHao Xing OriginalPaper 13 November 2013 Pages: 75 - 114
On the hedging of options on exploding exchange rates Peter CarrTravis FisherJohannes Ruf OriginalPaper 29 November 2013 Pages: 115 - 144
Beyond cash-additive risk measures: when changing the numéraire fails Walter FarkasPablo Koch-MedinaCosimo Munari OriginalPaper 29 November 2013 Pages: 145 - 173
Efficient discretization of stochastic integrals Masaaki Fukasawa OriginalPaper 04 October 2013 Pages: 175 - 208
Stochastic mortality models: an infinite-dimensional approach Stefan TappeStefan Weber OriginalPaper 10 December 2013 Pages: 209 - 248
Comonotone Pareto optimal allocations for law invariant robust utilities on L 1 Claudia RavanelliGregor Svindland OriginalPaper 04 October 2013 Pages: 249 - 269