Existence of an endogenously complete equilibrium driven by a diffusion Dmitry Kramkov OriginalPaper 01 November 2014 Pages: 1 - 22
Risk measures for processes and BSDEs Irina PennerAnthony Réveillac OriginalPaper 17 September 2014 Pages: 23 - 66
Multi-portfolio time consistency for set-valued convex and coherent risk measures Zachary FeinsteinBirgit Rudloff OriginalPaper 18 October 2014 Pages: 67 - 107
Portfolio optimization with insider’s initial information and counterparty risk Caroline HillairetYing Jiao OriginalPaper 30 September 2014 Pages: 109 - 134
Necessary and sufficient conditions in the problem of optimal investment with intermediate consumption Oleksii Mostovyi OriginalPaper 14 October 2014 Pages: 135 - 159
Optimal investment and price dependence in a semi-static market Pietro Siorpaes OriginalPaper 20 September 2014 Pages: 161 - 187
Robust price bounds for the forward starting straddle David HobsonMartin Klimmek OriginalPaper 01 November 2014 Pages: 189 - 214