Fundamental theorems of asset pricing for piecewise semimartingales of stochastic dimension Winslow Strong OriginalPaper 25 March 2014 Pages: 487 - 514
On arbitrages arising with honest times Claudio FontanaMonique JeanblancShiqi Song OriginalPaper 03 April 2014 Pages: 515 - 543
A theory of Markovian time-inconsistent stochastic control in discrete time Tomas BjörkAgatha Murgoci OriginalPaper 13 June 2014 Pages: 545 - 592
Pseudo linear pricing rule for utility indifference valuation Vicky HendersonGechun Liang OriginalPaper 12 June 2014 Pages: 593 - 615
Confidence sets in nonparametric calibration of exponential Lévy models Jakob Söhl OriginalPaper 28 March 2014 Pages: 617 - 649
Pricing a contingent claim liability with transaction costs using asymptotic analysis for optimal investment Maxim Bichuch OriginalPaper 12 June 2014 Pages: 651 - 694
An optimal execution problem with market impact Takashi Kato OriginalPaper 31 May 2014 Pages: 695 - 732
