Optimal portfolio selection with consumption and nonlinear integro-differential equations with gradient constraint: A viscosity solution approach Fred Espen BenthKenneth Hvistendahl KarlsenKristin Reikvam Original Paper Pages: 275 - 303
Fractional Brownian motion, random walks and binary market models Tommi Sottinen Original Paper Pages: 343 - 355
Discrete time hedging errors for options with irregular payoffs Emmanuel GobetEmmanuel Temam Original Paper Pages: 357 - 367
A deterministic–shift extension of analytically–tractable and time–homogeneous short–rate models Damiano BrigoFabio Mercurio Original Paper Pages: 369 - 387
A general characterization of one factor affine term structure models Damir Filipović Original Paper Pages: 389 - 412