Fragility of arbitrage and bubbles in local martingale diffusion models Paolo GuasoniMiklós Rásonyi OriginalPaper 29 January 2015 Pages: 215 - 231
When do creditors with heterogeneous beliefs agree to run? Andrey KrishenikAndreea MincaJohannes Wissel OriginalPaper 11 February 2015 Pages: 233 - 259
Spot volatility estimation using delta sequences Cecilia ManciniVanessa MattiussiRoberto Renò OriginalPaper 20 February 2015 Pages: 261 - 293
On the forward rate concept in multi-state life insurance Marcus C. ChristiansenAndreas Niemeyer OriginalPaper 20 August 2014 Pages: 295 - 327
When terminal facelift enforces delta constraints Jean-François ChassagneuxRomuald ElieIdris Kharroubi OriginalPaper 13 February 2015 Pages: 329 - 362
Asymptotics for fixed transaction costs Albert AltaroviciJohannes Muhle-KarbeHalil Mete Soner OriginalPaper 18 February 2015 Pages: 363 - 414
Utility maximization with current utility on the wealth: regularity of solutions to the HJB equation Salvatore FedericoPaul GassiatFausto Gozzi OriginalPaper 29 January 2015 Pages: 415 - 448
A model for a large investor trading at market indifference prices. I: Single-period case Peter BankDmitry Kramkov OriginalPaper 30 January 2015 Pages: 449 - 472