Optimal portfolios of a small investor in a limit order market: a shadow price approach Christoph KühnMaximilian Stroh OriginalPaper 27 April 2010 Pages: 45 - 72
Convex risk measures on Orlicz spaces: inf-convolution and shortfall Takuji Arai OriginalPaper 07 May 2010 Pages: 73 - 88
Microfoundations for diffusion price processes Mikko S. Pakkanen OriginalPaper 02 June 2010 Pages: 89 - 114