Asymptotic arbitrage and large deviations H. FöllmerW. Schachermayer OriginalPaper 21 May 2008 Pages: 213 - 249
Equilibrium pricing bounds on option prices Marie ChazalElyès Jouini OriginalPaper 14 May 2008 Pages: 251 - 281
Predicting the event and time horizon of bankruptcy using financial ratios and the maturity schedule of long-term debt Leonid V. PhilosophovJonathan A. BattenVladimir L. Philosophov OriginalPaper 23 January 2008 Pages: 181 - 212
Investors’ preference for a positive tax rate depends on the level of the interest rate Cristin BuescuAbel Cadenillas OriginalPaper 01 November 2007 Pages: 163 - 180
The structure of optimal consumption streams in general incomplete markets Semyon MalamudEugene Trubowitz OriginalPaper 01 November 2007 Pages: 129 - 161
Valuing the option to invest in an incomplete market Vicky Henderson OriginalPaper 29 September 2007 Pages: 103 - 128
The consumption-based determinants of the term structure of discount rates Christian Gollier Original Article 14 June 2007 Pages: 81 - 101
The equity risk premium and the riskfree rate in an economy with borrowing constraints Leonid KoganIgor MakarovRaman Uppal Original Article 27 March 2007 Pages: 1 - 19
Optimal compensation with adverse selection and dynamic actions Jakša CvitanićJianfeng Zhang Original Article 16 March 2007 Pages: 21 - 55
Optimal derivatives design for mean–variance agents under adverse selection Guillaume CarlierIvar EkelandNizar Touzi Original Article 15 March 2007 Pages: 57 - 80
