The cumulant process and Esscher's change of measure Jan KallsenAlbert N. Shiryaev Original Paper Pages: 397 - 428
Convex measures of risk and trading constraints Hans FöllmerAlexander Schied Original Paper Pages: 429 - 447
An analysis of a least squares regression method for American option pricing Emmanuelle ClémentDamien LambertonPhilip Protter Original Paper Pages: 449 - 471
Optimal stopping and perpetual options for Lévy processes Ernesto Mordecki Original Paper Pages: 473 - 493
Utility maximization on the real line under proportional transaction costs Bruno Bouchard Original Paper Pages: 495 - 516