Mathematical Finance

Exponential Hedging and Entropic Penalties
pp. 99-123(25)
Authors: Delbaen F.; Grandits P.; Rheinländer T.; Samperi D.; Schweizer M.; Stricker C.

On the Optimal Portfolio for the Exponential Utility Maximization: Remarks to the Six-Author
pp. 125-134(10)
Authors: Kabanov Y.M.; Stricker C.

Put Option Preminums and Coherent Risk Measures
pp. 135-142(08)
Author: Jarrow R.

The Use of Archimedean Copulas to Model Portfolio Allocations
pp. 143-154(12)
Authors: Hennessy D.A.; Lapan H.E.

Optimal Financing of a Corporation Subject to Random Returns
pp. 155-172(18)
Authors: Sethi S.P.; Taksar M.I.