Liquidity risk and arbitrage pricing theory Umut ÇetinRobert A. JarrowPhilip Protter OriginalPaper Pages: 311 - 341
Lookback options and diffusion hitting times: A spectral expansion approach Vadim Linetsky OriginalPaper Pages: 373 - 398
A valuation algorithm for indifference prices in incomplete markets Marek MusielaThaleia Zariphopoulou OriginalPaper Pages: 399 - 414
The financial value of a weak information on a financial market Fabrice BaudoinLaurent Nguyen-Ngoc OriginalPaper Pages: 415 - 435
Additional utility of insiders with imperfect dynamical information José M. CorcueraPeter ImkellerDavid Nualart OriginalPaper Pages: 437 - 450