Ausgabe 3-4/2015
Inhalt (9 Artikel)
Research Article
Robustness of equilibrium in the Kyle model of informed speculation
Alex Boulatov, Dan Bernhardt
Research Article
Credit risk and contagion via self-exciting default intensity
Robert J. Elliott, Jia Shen
Research Article
Evidence on exercise pricing in CEO option grants in two countries
Jean M. Canil, Bruce A. Rosser
Research Article
Diversity-weighted portfolios with negative parameter
Alexander Vervuurt, Ioannis Karatzas
Research Article
Optimal investment in multidimensional Markov-modulated affine models
Daniela Neykova, Marcos Escobar, Rudi Zagst