Maturity cycles in implied volatility Jean-Pierre FouqueGeorge PapanicolaouKnut Solna OriginalPaper Pages: 451 - 477
An approximation pricing algorithm in an incomplete market: A differential geometric approach Yuan GaoKian Guan LimKah Hwa Ng OriginalPaper Pages: 501 - 523
On the law of one price Jean-Michel CourtaultFreddy DelbaenChristophe Stricker OriginalPaper Pages: 525 - 530
Vector-valued coherent risk measures Elyés JouiniMoncef MeddebNizar Touzi OriginalPaper Pages: 531 - 552
Optimizing the terminal wealth under partial information: The drift process as a continuous time Markov chain Jörn SassUlrich G. Haussmann OriginalPaper Pages: 553 - 577
Wealth-path dependent utility maximization in incomplete markets Bruno BouchardHuyên Pham OriginalPaper Pages: 579 - 603