Mathematical Finance

OPTIMALITY AND STATE PRICING IN CONSTRAINED FINANCIAL MARKETS WITH RECURSIVE UTILITY UNDER CONTINUOUS AND DISCONTINUOUS INFORMATION
pp. 199-238(40)
Authors: Schroder, Mark; Skiadas, Costis

OPTIMAL MULTIPLE STOPPING AND VALUATION OF SWING OPTIONS
pp. 239-268(30)
Authors: Carmona, René; Touzi, Nizar

OPTIMAL RISK SHARING FOR LAW INVARIANT MONETARY UTILITY FUNCTIONS
pp. 269-292(24)
Authors: Jouini, E.; Schachermayer, W.; Touzi, N.

ON THE CONSISTENCY OF THE LUCAS PRICING FORMULA
pp. 293-303(11)
Author: Aase, KnutK.

A COUNTEREXAMPLE CONCERNING THE VARIANCE-OPTIMAL MARTINGALE MEASURE
pp. 305-316(12)
Authors: Černý, Aleš; Kallsen, Jan

OPTIMAL PORTFOLIOS WITH LOWER PARTIAL MOMENT CONSTRAINTS AND LPM-RISK-OPTIMAL MARTINGALE MEASURES
pp. 317-331(15)
Author: Leitner, Johannes

OPTIMAL NUMERAIRES FOR RISK MEASURES
pp. 333-336(4)
Authors: Filipović, Damir