A super-martingale property of the optimal portfolio process Walter Schachermayer Original Paper Pages: 433 - 456
Optimal dividend payouts for diffusions with solvency constraints Jostein Paulsen Original Paper Pages: 457 - 473
Convergence of the equilibrium prices in a family of financial models Elyès Jouini Original Paper Pages: 491 - 507
The minimal entropy martingale measures for geometric Lévy processes Tsukasa FujiwaraYoshio Miyahara Original Paper Pages: 509 - 531