Volume 8, Issue 2 | Mathematics and Financial Economics

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Volume 8, Issue 2

March 2014

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6 articles in this issue

Local risk-minimization under the benchmark approach
Francesca Biagini
Alessandra Cretarola
Eckhard Platen
OriginalPaper 20 February 2014 Pages: 109 - 134
Characterizing demand functions with price dependent income
Marwan Aloqeili
OriginalPaper 15 February 2013 Pages: 135 - 151
Note on multidimensional Breeden–Litzenberger representation for state price densities
Jarno Talponen
Lauri Viitasaari
OriginalPaper 05 February 2014 Pages: 153 - 157
On the Lebesgue property of monotone convex functions
Keita Owari
OriginalPaper 29 November 2013 Pages: 159 - 167
Commodity storage with durable shocks: a simple Markovian model
Anna Cretì
Bertrand Villeneuve
OriginalPaper 13 September 2013 Pages: 169 - 192
Optimal Liquidity management and Hedging in the presence of a non-predictable investment opportunity
Stéphane Villeneuve
Xavier Warin
OriginalPaper 17 December 2013 Pages: 193 - 227