Local risk-minimization under the benchmark approach Francesca BiaginiAlessandra CretarolaEckhard 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 TalponenLauri 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 CretìBertrand Villeneuve OriginalPaper 13 September 2013 Pages: 169 - 192
Optimal Liquidity management and Hedging in the presence of a non-predictable investment opportunity Stéphane VilleneuveXavier Warin OriginalPaper 17 December 2013 Pages: 193 - 227