Mathematical Finance

NO-FREE-LUNCH EQUIVALENCES FOR EXPONENTIAL LÉVY MODELS UNDER CONVEX CONSTRAINTS ON INVESTMENT
pp. 161-187(27)
Author: Kardaras, Constantinos

RISK MEASURES ON ORLICZ HEARTS
pp. 189-214(26)
Authors: Cheridito, Patrick; Li, Tianhui

OPTIMAL CONSUMPTION AND PORTFOLIO DECISIONS WITH PARTIALLY OBSERVED REAL PRICES
pp. 215-236(22)
Authors: Bensoussan, Alain; Keppo, Jussi; Sethi, Suresh P.

CONTINUITY OF UTILITY-MAXIMIZATION WITH RESPECT TO PREFERENCES
pp. 237-250(14)
Author: Larsen, Kasper

EXPLICIT SOLUTIONS OF CONSUMPTION-INVESTMENT PROBLEMS IN FINANCIAL MARKETS WITH REGIME SWITCHING
pp. 251-279(29)
Authors: Sotomayor, Luz Rocío; Cadenillas, Abel

ESTIMATION OF VALUE AT RISK AND RUIN PROBABILITY FOR DIFFUSION PROCESSES WITH JUMPS
pp. 281-302(22)
Authors: Denis, Laurent; Fernández, Begoña; Meda, Ana

IMPLIED VOLATILITY IN THE HULL-WHITE MODEL
pp. 303-327(25)
Authors: Gulisashvili, Archil; Stein, EliasM.

RISK MEASURES FOR NON-INTEGRABLE RANDOM VARIABLES
pp. 329-333(5)
Author: Delbaen, Freddy

AN AXIOMATIZATION OF QUANTILES ON THE DOMAIN OF DISTRIBUTION FUNCTIONS
pp. 335-342(8)
Author: Chambers, ChristopherP.